I am Senior Research Associate at School of Mathematical Sciences, Lancaster University, as a part of Prob_AI Hub. I obtained PhD in Statistical Science at UCL (10/2021-2/2025), 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 research interests lie in statistical and numerical methods for stochastic processes. My current research focuses on developing effective numerical schemes and approximate (closed-form) likelihoods for improved parameter estimation of Stochastic Differential Equations (SDEs).
Contact: yuga[dot]iguchi[dot]21[at]ucl[dot]ac[dot]uk