Hai Dang DAU
Research Fellow in Statistics
- Address : Department of Statistics and Data Science, NUS
Block S16, Level 7, 6 Science Drive 2, Singapore 117546 - Email: hddau AT nus DOT edu.sg
Short Biography
I am a research fellow working with Alexandre Thiéry and Jeremy Heng on inference in high-dimensional state-space models using techniques from control theory and generative modelling. Before that, I was a postdoctoral research assistant under the supervision of Arnaud Doucet and a PhD student under the direction of Nicolas Chopin.
Research Interests
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Diffusion-based generative models
Score estimation
Schrödinger bridge
Applications to sampling -
Sequential Monte Carlo methods
Particle filtering / smoothing
Parameter estimation
SMC Samplers -
Markov Chain Monte Carlo methods