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.