I have a broad interest in statistical modelling, machine learning, and signal processing. My key research interests are in Bayesian inference methods for stochastic dynamical systems, linear and non-linear Kalman filtering, and Gaussian process models and infinite-dimensional Kalman filtering for spatio-temporal models.

My application areas revolve around real-time inference applications on limited hardware such as smartphones. These include sensor fusion applications for tracking and localisation, and temporal and spatio-temporal modelling of, e.g., the weather and human brain.