Christian Andersson Naesseth

I am a PhD Student at the Division of Automatic Control, Department of Electrical Engineering, Linköping University since August 2013.

Research interests

My current research interests are focused on computational statistics methods, such as Monte Carlo and variational Bayes, for Bayesian inference and learning in complex, high-dimensional statistical models. Applications for our methods can be found in such diverse fields as information theory, statistical mechanics, machine learning, system identification, spatial statistics and many, many more. My research is supervised by Dr. Fredrik Lindsten and Prof. Thomas Schön (both currently at Uppsala University, Sweden). During August 2016 through June 2017 I visited Prof. David M. Blei's research lab at Columbia University in the City of New York as a Fulbright Visiting Student Researcher. During October 2015 I visited Dr. Frank Wood's lab at the University of Oxford, United Kingdom, to work on Monte Carlo methods for probabilistic programming.

For supplementary material, source code from my published work and more information about my research interests please see the research pages (menu to the left).

Recent news

November, 2018: My dissertation is now available for download . I will defend December 14, 10:15 in Ada Lovelace in the B-building.

April-July, 2018: I am at Microsoft Research working as a research intern in Sebastian Nowozins group.

Jan 2, 2018: Variational sequential Monte Carlo, a new inference and estimation method that synthesizes variational and Monte Carlo methods, is accepted to AISTATS. An early pre-print is available on arXiv: arXiv:1705.11140.

Here are the archived news.