Experience
Data / ML Scientist
Artificialy SA, Lugano
August 2021 – now
Projects
- Developing time series prediction software
- Building predictive scaler for cloud infrastructure
- Reverse-engineering relational databases
Scientific Advisor
OLZ AG, Bern
April 2021 – May 2021
Project
Advising OLZ’s quantitative research team on applying nonlinear stochastic filtering to financial time series.
Freelance Researcher
Booth School of Business, University of Chicago
September 2020 – February 2021
Project
Remote collaboration with Bryon Aragam on identifiability of causal models that started with an exchange on MathOverflow.
Postdoctoral Researcher
Department of Physiology, University of Bern
January 2018 – June 2021
Research
- Developing/validating scalable algorithms for online state estimation in high-dimensional stochastic systems
- Accelerating SMC algorithm for real-time optimal experimental design using GPUs
- Geometric formulation of nonlinear filtering theory using concepts from information theory / geometry
- Collaborations on uncertainty quantification in deep neural networks
Publications
- A unification of weighted and unweighted particle filters
- On the choice of metric in gradient-based theories of brain function
- Asymptotically exact unweighted particle filters for manifold-valued hidden states and point process observations
- The Hitchhiker’s guide to nonlinear filtering
- Gauge freedom within the class of linear feedback particle filters
Postdoctoral Researcher
Institute of Neuroinformatics, University of Zurich and ETH Zurich
February 2016 – December 2017
Research
- Neural network model of nonlinear filtering for sensory perception
- Convergence of online maximum likelihood estimators in partially observed stochastic systems
- Particle filters in high dimensions
- Information theory of single neurons
Publications
- How to avoid the curse of dimensionality…
- Online maximum likelihood estimation…
- Approximating the predictive distribution…
- Nonlinear Bayesian filtering and learning…
Doctoral Researcher
Department of Physiology, University of Bern
November 2011 – January 2016
Research
- Statistical modeling of intracellular electrophysiological recordings
- Normative theory of short-term synaptic plasticity