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 interests: 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

About

I am a postdoctoral research assistant at the University of Edinburgh working with Dr Tim I Cannings.

Before joining the School of Mathematics in Edinburgh, I was a PhD student at the Cantab Capital Institute for the Mathematics of Information (CCIMI) and the Statistical Laboratory within the Department of Pure Mathematics and Mathematical Statistics (DPMMS) at the University of Cambridge, supervised by Dr Sumeetpal S Singh.

In April 2021, I moved to the University of Edinburgh with a LMS Early Career Fellowship, and started my current position in May 2021.

Publications

  1. Torben Sell, Sumeetpal S Singh, "Trace-class Gaussian priors for Bayesian learning of neural networks with MCMC", accepted by the Journal of the Royal Statistical Society, Series B, 2022, arXiv preprint available

  2. Chiara Toschi, Mona El-Sayed Hervig, Thiago Burghi, Torben Sell, Parisa Moazen, Li Huang, Ulrik Gether, Trevor W Robbins, Jeffrey W Dalley "Dissociating reward sensitivity and negative urgency effects on impulsivity in the 5-choice serial reaction time task", published in Brain and Neuroscience Advances, 2022, open access article

  3. Jacob Vorstrup Goldman*, Torben Sell*, Sumeetpal S Singh, "Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-Differentiable Priors", 2021, published by the Journal of the American Statistical Association, arXiv preprint available. * denotes equal contributions

  4. Torben Sell, "Advanced Bayesian Monte Carlo Methods for Inference and Control", PhD Thesis, 2021, pdf in the University of Cambridge repository

  5. Torben Sell, "MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster", Essay for Part III of the Mathematical Tripos, pdf

  6. Torben Sell, "A Convergence Analysis for Preconditioned Gradient Type Eigensolvers", Thesis for Bachelor of Science, pdf

Teaching

I taught the following courses:

Academic Activities

I am a member of the International Society for Bayesian Analysis and the Institute for Mathematical Statistics.

Since September 2021, I am one of the two organisers of the Statistics Seminar Series at the University of Edinburgh.

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.

Miscellaneous

I love sailing and wrote a (hopefully) entertaining logbook entry about the first half of my summer sails 2022. Second part to follow!