# Torben Sell

**Position:** Postdoctoral Research Assistant

**Field of research:** High-dimensional computational statistics

**E-mail:** torben.sell@ed.ac.uk

School of Mathematics,

University of Edinburgh,

James Clerk Maxwell Building,

Peter Guthrie Tait Road,

Edinburgh, EH9 3FD,

United Kingdom

## Research

My research interests include

- Statistical methodology
- Bayesian statistics
- High-dimensional statistics
- Statistical learning
- Markov chain Monte Carlo
- Piecewise deterministic Markov processes
- Bayesian neural networks
- Particle filtering
- Stochastic control
- Function space sampling methods

I gave a short (5 min) introduction to particle filtering at the Isaac Newton Institute in May 2018, which is available online via this link, and a slightly longer talk on another project in November 2018, found here. A high-level, and hopefully entertaining, explanation of one of my research projects is available on YouTube.

## Teaching

I am currently tutoring and lecturing part of the Facets of Mathematics course at the University of Edinburgh.

Previously I taught the following courses:
- 2017-2020 - Supervisor for Part II Topics in Analysis and Part II Numerical Analysis at the University of Cambridge
- 2014-2016 - Tutor for Analysis I and II at the University of Rostock

## Publications

- TS,
*"Advanced Bayesian Monte Carlo Methods for Inference and Control"*, PhD Thesis, pdf available upon request

- TS, Sumeetpal Sidhu Singh,
*"Dimension-Robust Function Space MCMC With Neural Network Priors"*, under review, arXiv preprint available

- Jacob Vorstrup Goldman*, TS*, Sumeetpal Sidhu Singh,
*"Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-Differentiable Priors"*, accepted for publication by the Journal of the American Statistical Association, arXiv preprint available. * denotes equal contributions

- TS,
*"MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster"*, Essay for Part III of the Mathematical Tripos, pdf

- TS,
*"A Convergence Analysis for Preconditioned Gradient Type Eigensolvers"*, Thesis for Bachelor of Science, pdf

## Academic Activities

In 2020 I co-organised the Mathematics of Data Science conference, and wrote a short lessons learned paragraph about it.

In the academic year 2018/2019 I was one of two directors of the Part III seminar series at the University of Cambridge.

I enjoy reviewing papers within my area of expertise.