Max Hird

me

Hello! I'm a PhD student at UCL working in Bayesian computation, supervised by Dr Sam Livingstone. I'm particularly interested in Adaptivity and Preconditioning in Bayesian Computation.

Publications

Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo - Hird, M. and Livingstone, S. (2023). In Submission

A fresh take on ‘Barker dynamics’ for MCMC - Hird, M., Livingstone, S., and Zanella, G. (2020). in Proceeding of Monte Carlo and Quasi-Monte Carlo Methods 2020

Awards

Poster Prize - BAYSM 2024

Deepti Jayawardena Wilkinson Award for Service - Awarded for services to the Department of Statistics at UCL

Poster Prize - London Wide Poster Day

Grants

UK-Canada Globalink doctoral exchange scheme - funded by UKRI and Mitacs £15,000 + $3,000 CAD

Departmental Travel Grant to MCQMC c. £1,500

Fully-funded 4 year EPSRC PhD Scholarship c. £70,000 + tuition

Talks

Invited Talks

Preconditioning for MCMC for Algorithms and Computationally Intensive Inference Seminars (Warwick) 10th February 2023 Slides

Other Talks

Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo for MCQMC (Waterloo) 20th August 2024 Paper

Why Boltzmann Brains are Bad for Young Researchers Seminar Series (UCL) 16th November 2022 Slides

Temporal Inference with Finite Factored Sets for Foundations and Landmarks, Year 1 (UCL) 28th June 2021

The MCMC Revolution for Foundations and Landmarks, Year 1 (UCL) 14th December 2020 Slides

Conferences, Seminars, and Reading Groups

I founded and currently organise the Foundations and Landmarks reading group along with Kevin Han Huang and Hugh Dance. We have a website. In year 1 we reviewed foundational papers in probability and statistics. In year 2, and we read Topics in Random Matrix Theory from Terry Tao. It is year 3, we have read Computational Optimal Transport by Peyré and Cuturi, and we are now reading Random Walks on Lie Groups by Emmanuel Breuillard. If you want to join (please do!) send me an email at the address below.

I currently organise the MCMC reading group at the Department of Statistics at UCL. We are reading through Convex Optimization: Algorithms and Complexity from Sebastien Bubeck

Consulting

I am currently unavailable for consulting work.

The Convergence Group

The Convergence Group provide insurance to banks against the event that their debtors default. I am building and maintaining their model of losses due to default for a given portfolio of loans.

AIXO

I partnered with AIXO to create an economic model for the perfume industry. We used the model to simulate market dynamics and infer equilibria. The results are used in their founding document.

Reviewing

Reviewer for AISTATS 2024

Students

Pratyusha Sarkar - Undergraduate Project - Boosting MCMC efficiency with leading eigeninformation

Rui Zhang - Undergraduate Project - Markov Processes and Markov Chain Monte Carlo (Co-supervised with Sam Livingstone)

Teaching

STAT0023 - Introduction to Practical Statistics - 2nd term 2020/22

Contact and Links

My email is max [dot] hird [dot] 19 [at] ucl [dot] ac [dot] uk

Soundcloud