Imperial College London

MrLouisSharrock

Faculty of Natural SciencesDepartment of Mathematics

Research Postgraduate
 
 
 
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Contact

 

louis.sharrock16 Website

 
 
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Location

 

667Huxley BuildingSouth Kensington Campus

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Summary

 

Summary

3rd year PhD student in the Centre for Doctoral Training in the Mathematics of Planet Earth, under the supervision of Dr Nikolas Kantas. Jointly funded by the EPSRC and the NPL. Research focusing on large scale inference and optimal design for high dimensional state space models and interacting particle systems, with applications to environmental monitoring.


EDUCATION

  • MRes Mathematics, Imperial College London (2018).
  • MSc Statistics, Imperial College London (2017).
  • MA Mathematics, University of Cambridge (2016).

Personal pages

PUBLICATIONS



Sharrock L, Kantas N, Panos P, Pavliotis G (2021). Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation. arXiv preprint: https://arxiv.org/abs/2106.13751.

Sharrock L, Kantas N (2020). Two-Timescale Stochastic Gradient Descent in Continuous Time with Applications to Joint Online Parameter Estimation and Optimal Sensor Placement. arXiv preprint: https://arxiv.org/abs/2007.15998.

Sharrock L, Kantas N (2020). Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation. arXiv preprint: https://arxiv.org/abs/2009.08693