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François-Xavier Briol

Summary

I am currently a third year PhD student supervised by Professor Mark Girolami and am part of a joint PhD program between the statistics departments at the University of Warwick and the University of Oxford (OxWaSP). Since september 2016, I am also a visiting student in the Mathematics Department at Imperial College London. My main academic interests are at the interface of computational statistics, machine learning and applied mathematics.

My work focuses on Probabilistic Numerical Methods and on the particular problem of computing integrals via probabilistic integration. See the following page for a summary of my research & the following blog post for a brief summary of advances in this area. More recently, I have also been working on Monte Carlo methods, with a special focus on applications of Stein's method and geometry to constructing control variates and MCMC samplers.

NEWS: I will be visiting the Department of Computing and Mathematical Sciences at the California Institute of Technology in August and September 2017.

Publications

Papers:

  • Oates, C. J., Briol, F-X. & Girolami, M. (2016). Probabilistic Integration and Intractable Distributions. arXiv:1606.06841. [arxiv]
  • Oates, C. J., Cockayne, J., Briol, F-X. & Girolami, M. (2016). Convergence Rates for a Class of Estimators Based on Stein's Identity. arXiv:1603.03220. [arxiv]
  • Briol, F-X., Oates, C. J., Girolami, M., Osborne, M. A. & Sejdinovic, D. (2015). Probabilistic Integration: A Role for Statisticians in Numerical Analysis? [Student Paper award 2016 from the Section on Bayesian Statistical Science of the ASA] [arXiv][code][blog post by A. Gelman][blog post by C. Robert]
  • Briol, F-X., Oates, C. J., Girolami, M. & Osborne, M. A. (2015). Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees. Advances In Neural Information Processing Systems (NIPS), pages 1162-1170. [accepted with spotlight presentation (top 4.5% of submitted papers)]. [arXiv][conference][blog post by I. Schuster](Video clip)
  • Barp, A., Barp, E. G., Briol, F-X. & Ueltschi, D. (2015). A numerical study of the 3D random interchange and random loop models. Journal of Physics A: Mathematical and Theoretical, 48(34). [journal] [arXiv]

Other:

  • Briol, F-X., Cockayne, J. & Teymur, O. (2016). Contributed Discussion on Article by Chkrebtii, Campbell, Calderhead, and Girolami. Bayesian Analysis, Vol 11, Num 4, pp1285-1293. [journal] [arXiv]

For more details, see also my Google scholar profile.

Talks & Posters

  1. 3rd May 2017 - Talk - SIAM-IMA Annual Conference of the Cambridge Student Chapter, Centre for Mathematical Sciences, University of Cambridge (Cambridge, UK).
  2. 10th-14th July 2017 - Talk - SIAM Annual Meeting, Uncertainty Quantification track, David Lawrence Convention Center (Pittsburgh, US).

See the following page for a list of previous talks and posters presented. Slides are available on request.

profpic

Email
  • f-x.briol at warwick.ac.uk

  • f.briol16 at ic.ac.uk
Contact
Department of Statistics
The University of Warwick
CV4 7AL, Coventry

or

Office 526, Huxley Building
Department of Mathematics
Imperial College London
SW7 2AZ, London