I am a Senior Research Associate at School of Mathematical Sciences, Lancaster University, as part of Prob_AI Hub, working with Paul Fearnhead. I obtained PhD in Statistical Science at UCL supervised by Alexandros Beskos and Samuel Livingstone. Before PhD, I was a research assistant at Hitotsubashi University, supervised by Toshihiro Yamada, and then worked as a quantitative analyst at MUFG Bank, Ltd. for two years. 

Research:  My interest lies in diffusion processes and their related topics, including 

• Statistical inference: parameter estimation, filtering problem, asymptotic analysis of estimator; 

• Numerical analysis: development of a numerical scheme and error analysis;

• Computational statistics: sampling from a target distribution via Langevin diffusions;

• Probabilistic AI: mathematical underpinning of generative diffusion models.  

I have been developing numerical schemes and statistical estimators to address practical scenarios where the standard approximation, e.g., the Euler-Maruyama scheme, can be ineffective or break down.  

Contact:  yuga[dot]iguchi[dot]21[at]ucl[dot]ac[dot]uk