Alex Shestopaloff

I am a Fellow of the Alan Turing Institute and Lecturer (Assistant Professor) in Statistics at Queen Mary University of London (School of Mathematical Sciences). I am primarily interested in developing efficient Monte Carlo methods for statistical inference problems.

From September 2017 to May 2020, I was a Research Fellow of the Alan Turing Institute, mentored by Arnaud Doucet. I graduated with a PhD in Statistics from the Department of Statistical Sciences, University of Toronto in June 2016, where my supervisor was Radford M. Neal.

E-mail: ashestopaloff@turing.ac.uk

Preprints:

  • A.Y. Shestopaloff and R. M. Neal. MCMC for non-linear state space models using ensembles of latent sequences. Also available at arxiv.org
  • A.Y. Shestopaloff and R. M. Neal. On Bayesian inference for the M/G/1 queue with efficient MCMC sampling. Also available at arxiv.org
  • A.Y. Shestopaloff and R. M. Neal. Efficient Bayesian inference for stochastic volatility models with ensemble MCMC methods. Also available at arxiv.org

    Articles:

  • A.Y. Shestopaloff and A. Doucet (2019). Replica Conditional Sequential Monte Carlo. Proceedings of ICML 2019.

  • Miasnikof, P., Prokhorenkova, L., Shestopaloff, A.Y., and Raigorodskii, A.M. (2019). A Statistical Test of Heterogeneous Subgraph Densities To Assess Clusterability. Proceedings of the 13th Learning and Intelligent Optimization Conference.

  • A.Y. Shestopaloff and R. M. Neal (2018). Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method. Bayesian Analysis. Available here. This is a revised version of the following technical report.

  • Miasnikof, P., Shestopaloff, A., Bonner, A. J. and Lawryshyn, Y. (2018). A Statistical Performance Analysis of Graph Clustering Algorithms. Proceedings of WAW 2018.

  • Miasnikof, P., Giannakeas, V., Gomes, M., Aleksandrowicz, L., Shestopaloff, A. Y., Alam, D., Tollman, S., Samarikhalaj, A. and Jha, P. (2015) Naive Bayes classiers for verbal autopsies: comparison to physician-based classication for 21,000 child and adult deaths, BMC Medicine, 13:286.

    Previously, I also worked on problems in investment performance measurement.

  • Y. Shestopaloff and A. Shestopaloff. Choosing the Right Solution of IRR Equation to Measure Investment Success. The Journal of Performance Measurement. Fall 2013.