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I am a research mathematician turned data scientist with over ten years of experience working in applied probability, data science, and machine learning. I have developed and communicated advanced techniques in these fields with diverse multi-disciplinary teams in Australia, Europe and the USA. I actively foster mature constructive relationships with stakeholders to share knowledge, encourage learning and solve challenging problems, in particular those with a focus on real world impact. These days I work for the Victorian Centre for Data Insights, where I regularly deploy to production in teams consisting of analysts and engineers.

Previously I worked on the Python package BirDePy. The package is documented here and described in detail here. The source code is found here.

I have also worked on state-of-the-art algorithms for the analysis of power grids with a large amount of (randomly evolving) renewable power generation. I've also developed and experimented extensively with optimisation algorithms for queueing network models applicable to areas such as emergency services management, cloud compute resource provisioning, and spare parts supply chains. In addition, I've used Bayesian network models to draw conclusions from social survey data to understand livelihoods and household resilience to droughts in developing economies.

Here is a list of my scientific publications:

Birth-and-death processes in Python: The BirDePy package
with Sophie Hautphenne arXiv - pdf - code - docs

Simulating population-size-dependent birth-and-death processes using CUDA and piecewise approximations
with Sophie Hautphenne
Modsim 2021, Sydney, Australia
pdf - code

Analyzing large frequency disruptions in power systems using large deviations theory
with Bert Zwart
Probabilistic Methods Applied to Power Systems 2020, Liege Belgium (Online)
online - arXiv - pdf - code

Ranking transmission lines by overload probability using the empirical rate function
with Bert Zwart
Probabilistic Methods Applied to Power Systems 2020, Liege Belgium (Online)
online - arXiv - pdf - code

Optimisation of stochastic networks with blocking: a functional-form approach
with Mark S. Squillante and Peter M. van de Ven
arXiv - pdf - code

Networks of infinite-server queues with multiplicative transitions
with Dieter Fiems and Michel Mandjes
Performance Evaluation (2018)
online - arXiv - pdf

Transient provisioning and performance evaluation for cloud computing platforms: a capacity value approach
with Thomas Taimre
Performance Evaluation (2018)
online - arXiv - pdf

Detecting Markov chain instability: a Monte Carlo approach
with Michel Mandjes and Neil Walton
Stochastic Systems (2017)
online - arXiv - pdf - code

Modelling livelihoods and household resilience to droughts using Bayesian networks
with Wendy S. Merritt, V. Ratna Reddy and Geoffrey J. Syme
Environment, Development and Sustainability (2016)
online - pdf

A correction term for the asymptotic covariance of renewal-reward processes with multivariate rewards
with Yoni Nazarathy and Thomas Taimre
Statistics and Probability Letters (2015)
online - arXiv - pdf

Evaluation of a self-organized traffic light policy
with Michelle Borm, Thomas Taimre, Ivo Adan
Valuetools 2015, Berlin, Germany
online - pdf

Performance of faulty loss systems with persistent connections
with Yoni Nazarathy and Thomas Taimre
IFIP WG 7.3 Performance 2015, Sydney, Australia
online - pdf

The challenge of stabilizing control for queueing systems with unobservable states
with Yoni Nazarathy, Thomas Taimre, Azam Asanjarani, Julia Kuhn, Aapeli Vuorinen
Australian Control Conference 2015, Gold Coast, Australia
online - pdf

Modeling livelihood indicators and household resilience using Bayesian networks
with Wendy S. Merritt, V. Ratna Reddy, Sandjit Rout and Geoffrey J. Syme
Chapter 9 in Integrated Assessment of Scale Impacts of Watershed Intervention (2015)

Exploring impacts of climate, land use, and policy intervention scenarios on water resources, livelihoods, and resilience
with Wendy S. Merritt, K. V. Rao, Geoffrey J. Syme and P. D. Sreedevi
Chapter 12 in Integrated Assessment of Scale Impacts of Watershed Intervention (2015)

Evaluating watershed development impacts on physical capital using household surveys and Bayesian networks
with Wendy Merritt, V. Ratna Reddy and Sandjit Rout
Modsim 2013, Adelaide, Australia
online - pdf