Research interests lie in the following areas:

• Markov chains and approximate sampling
• Monte Carlo and Quasi-Monte Carlo methods
• Information based complexity and high-dimensional analysis
• Bayesian statistics and uncertainty quantification

More specific topics:

• Perturbation theory for Markov chains
• Development and convergence properties of slice sampling
• Hidden Markov models
• Robustness of Monte Carlo methods (big data and small noise regimes)