Sebastian Schmon,

DPhil (Oxon)

Welcome to my webpage. I am a Research Scientist in the Complexity Research team at Improbable and incoming Assistant Professor in Statistics at Durham University. My research interests lie at the intersection of statistics, machine learning and probability theory. In particular, I am interested in constructing and analysing practical algorithms and simulation techniques for complex statistical or machine learning models such as intractable Bayesian models or large scale simulation engines. A list of publications can be found below. I obtained my DPhil (Oxford parlance for PhD) at the Department of Statistics of the University of Oxford under the supervision of Arnaud Doucet and George Deligiannidis.

As a consultant with several years of experience I have supported start-ups as well as large multinational companies to improve their analytical capabilites.

Past Teaching

University of Oxford

  • Applied Probability, 3rd year Mathematics (Michaelmas 2015)
  • Advanced Simulation, 4th year Mathematics and MSc Statistics (Hilary 2016, 2017, 2018)
  • Graphical Models, 4th year Mathematics and MSc Statistics (Michaelmas 2016, 2017, 2018)
  • Prelims: Probability, 1st year Mathematics (Michaelmas 2016)
  • Part A: Probability, 2nd year Mathematics (Michaelmas 2016)
  • Part A: Statistics, 2nd year Mathematics (Hilary 2017)

Free University Berlin

  • Statistics for Economists (2012, 2013, 2014), Introduction to probability and random variables, summary statistics, graphical data analysis
  • Statistical Inference (2012) Point estimation, large sample properties and limiting theorems, confidence sets and tests, linear regression
  • Statistical Modelling (2013) Generalised linear models, computational issues and implementation, application to economics.