Contact: ghahn "at" cantab "dot" net

Please have a look at my permanent cantab homepage for my complete research profile.

I am currently a senior research associate affiliated with the StatScale project.

For all research grants, please see my CV.

In general, my interests lie in algorithmic mathematics and statistics, Monte-Carlo methods, information theory and mathematical optimisation, but also algorithmic number theory. My interest in algorithmic mathematics and statistics includes, amongst others, the analysis and development of efficient/fast algorithms (also randomised algorithms) for specialised applications together with a proof on their correctness as well as their implementation.

Following my one-year EPSRC doctoral prize fellowship at the Statistics Department of Imperial College London (2016-17), I am currently a senior research associate affiliated with the StatScale project, a joint £2.8M EPSRC programme grant between Lancaster University and the University of Cambridge to develop next generation statistical methods for streaming data. Previously I was a postdoc at the Statistics Department of Columbia University in the City of New York in the United States (2015-16) under the supervision of Professor Bodhisattva Sen. Prior to my stay in New York, I researched at Los Alamos National Laboratory during the 2015 IS&T Co-Design Summer School. I completed my PhD at Imperial College London in 2015 under the supervision of Professor Axel Gandy.

So far, the main focus of my research has consistently been in the area of computational statistics and data-driven mathematics, with particular interest in Monte Carlo inference, entropy estimation and statistical data compression (Part III, University of Cambridge, 2009--10; resulting admission as a Scholar of Churchill College Cambridge in 2010), Monte Carlo based multiple hypothesis testing (Ph.D., Imperial College London, 2011-15), or smoothing approaches for broken stick/plane regression (post-doc, Columbia University, 2015-16). I also hold close ties with Los Alamos National Laboratory, the world's largest research laboratory, to which I am invited regularly to conduct research for innovative and timely projects (2015, 2016, 2017 with more than six months total spent at the laboratory; projects comprised quantum molecular dynamics and combinatorial optimisation on a quantum annealer).