YUGA IGUCHI / 井口 優雅

Hello! Welcome to my website! 

Overview 

• I am currently a Senior Research Associate at the School of Mathematical Sciences, Lancaster University, as part of the Prob_AI Hub, working with Paul Fearnhead. 

• I obtained my PhD in Statistical Science at UCL. Supervisors: Alexandros Beskos and Samuel Livingstone. 

• Before my PhD, I worked as a research assistant at Hitotsubashi University under the supervision of Toshihiro Yamada, and subsequently as a quantitative analyst at MUFG Bank, Ltd. for two years.

• Associate Editor for Statistics and Computing (2025-).  

Research 

I work at the intersection of Statistics, Probability and Numerical Analysis. My interest lies in diffusion processes and their related topics, including 

• Statistical inference: parameter estimation, filtering problems, asymptotic analysis of estimators; 

• Numerical analysis: development of numerical schemes 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 inaccurate or break down.  Recently, I have also been working on mathematical and computational foundations of generative AI.  

Contact y[dot]iguchi[at]lancaster[dot]ac[dot]uk  or  yuga[dot]iguchi[dot]21[at]alumni[dot]ucl[dot]ac[dot]uk   

Upcoming events

• 2027 February: Invited talk at Warwick Statistics seminar. 

• 2026 December: Invited talk at CMStatistics 2026, HTW Berlin. 

• 2026 November: Invited talk at NASC-SQUIDS Joint seminar, the University of Manchester. 

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