I am a Senior Research Associate in Statistical Machine Learning at Lancaster University, and an Honorary Senior Research Associate at the University of Bristol. I was previously a Data Science Heilbronn Research Fellow at the University of Bristol. I obtained my PhD 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.
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.
University of Bristol
Bristol, BS8 1UG
l dot sharrock at lancaster dot ac dot uk