
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.
Email: ashestopaloff@turing.ac.uk
Preprints:
A.Y. Shestopaloff and R. M. Neal.
MCMC for nonlinear 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 highdimensional nonlinear 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 physicianbased
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.
