Lawrence Middleton

DPhil Student, Statistics

Lawrence is currently investigating the modelling and computational challenges present in high dimensional time series. The work, under the supervision of Professor Arnaud Doucet and Professor Chris Holmes, involves developing unique inference methodologies for high dimensional copula models with a view to establishing dependency structures in large data sets. Lawrence completed his undergraduate degree (graduating in August 2014) in Engineering at the University of Oxford, specialising primarily on signal processing and machine learning. His final year project in machine learning focussed on a Bayesian nonparametric method for performing unsupervised clustering of time series, based on their driving characteristics. In October 2014 he began work on his PhD through the successful enrolment on the Oxford-Warwick Statistics Program (OxWaSP).