About me
I'm a postdoctoral researcher at the School of Electrical Engineering, Aalto University (Espoo, Finland), and I am affiliated with the Finnish Center for Artificial Intelligence (FCAI). Just before starting this position, I was a postdoctoral researcher at IMT Nord Europe (Lille, France) and a visiting researcher at the University of Edinburgh, working mainly with Prof. Víctor Elvira. I finished the Ph.D. in Multimedia and Communications (Statistical Signal Processing) from Universidad Carlos III de Madrid in 2022, under the supervision of Prof. Joaquín Míguez.
My research interests are focused on computational statistics, data assimilation, and signal processing. More specifically, I am interested in Bayesian inference in state-space models. I work on providing new techniques that run recursively (online) with reduced computational complexity (compared to the state-of-the-art methods) to obtain both parameter and state estimates. I'm also interested in the application of these probabilistic methods in different fields of science such as ecology, energy, geoscience, and climate.
Last news
- May 24 | Happy to announce that I am an invited speaker at the SMC 2024. See you there!
- Apr. 24 | Published paper in ICASSP 2024! Title: End-to-End Learning of Gaussian Mixture Proposals Using Differentiable Particle Filters and Neural Networks. [DOI] [pdf]
- Jan. 24 | Starting a new postdoctoral position in the School of Electrical Engineering, Aalto University!
- Jan. 24 | Glad to serve as reviewer in IEEE Transactions of Signal Processing.
- Dec. 23 | Happy to attend the workshop in Gradient Flows For Sampling, Inference, and Learning at the Royal Statistical Society.
- Oct. 23 | Published paper in Asilomar 2023! Title: State and Dynamics Estimation with the Kalman-Langevin filter. [DOI] [pdf]
- June 23 | Contributed talk at the MCM 2023. Title: Adaptive Gaussian nested filter for joint parameter and state estimation in state-space models. [slides]
- June 23 | Poster presentation at the IEEE ICASSP 2023. [poster]