S. (Sebastiano) Grazzi

S. (Sebastiano) Grazzi

Profiel

Biografie

 I am a PhD student at the Institute of Applied Mathematics of TU Delft under the supervision of Frank van der Meulen (Promotor), Joris Bierkens (Copromotor) and Moritz Schauer (external collaborator). I am currently working on Monte Carlo methods based on Piecewise deterministic Markov Processes and their applications. I find diffusion processes to be an enjoyable playground for testing Monte Carlo methods as they offer a beautiful probabilistic formulation and non-trivial high-dimensional statistical problems.  For more details, see my personal website.

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Website

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