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About Me

I am a Data Science Research Fellow at the University of Bristol. I was previously a PhD Student in the Department of Mathematics at Imperial College London, supervised by Dr Nikolas Kantas. I hold an MRes in Mathematics and an MSc in Statistics from Imperial College London, and an MA in Mathematics from the University of Cambridge.

Research Interests

My research interests include Bayesian machine learning, optimisation, and computational statistics, with a particular focus on stochastic gradient Markov Chain Monte Carlo methods. My current research focuses on new algorithms for high dimensional optimisation and sampling, two-timescale stochastic gradient descent in continuous time, and online inference for interacting particle systems and mean-field equations.

Contact Details

Address
Louis Sharrock
Fry Building
University of Bristol
Woodland Road
Bristol, BS8 1UG

Email
louis dot sharrock at bristol dot ac dot uk