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Dr Yvo Pokern
144
Department of Statistical Science
University College London
London
United Kingdom
WC1E 6BT
Dr Yvo Pokern profile picture
Appointment
  • Associate Professor
  • Dept of Statistical Science
  • Faculty of Maths & Physical Sciences
Biography
Yvo joined UCL as a lecturer in January 2010. Previously, he completed his MPhys at Warwick, followed by a Diplome d'Etudes Approfondies (DEA) at Paris XI with dissertation at the Max Planck Institute for Mathematics in the Sciences (Leipzig). His PhD was in Mathematics at the University of Warwick after which he switched department to take up a fellowship as EPSRC Mobility Fellow hosted by the Statistics Department. 
Research Groups
Research Summary
Yvo is interested in nonparametric Estimation both for Diffusions and functional data models. Most past work is on inference for stochastic differential equations (SDEs), in particular hypoelliptic SDEs, multiscale behaviour in SDEs, nonparametric estimation in SDEs. Yvo is also interested in Gaussian Markov Random Fields and numerical linear algebra useful in statistics.
Teaching Summary
Yvo has taught several undergraduate and graduate modules on mathematical statistics, introductory statistics, probability theory, programming for statistics,  as well as running reading groups on Brownian Motion. He has also helped teach various mathematics modules, e.g. on numerical linear algebra, matrix algorithms and partial differential equations.
Academic Background
2013   Professional Certification Institute of Education
2006   Doctor of Philosophy University of Warwick
2002   Diplome d'etudes approfondies Universite Paris Sud, Orsay (Paris XI)
2001   Master of Physics University of Warwick
1999   Candidature  
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