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

  • 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