About me

I am a post-doctoral researcher at the MRC Biostatistics Unit, University of Cambridge working with Pantelis Samartsidis on developing methods for Bayesian causal inference using time-series observational data.

Previously I was a PhD student at University College London working in the Department of Statistical Science under the supervision of Samuel Livingstone and Gianluca Baio between 2021-2025.

My PhD research focuses on two areas: i) Markov Chain Monte Carlo based on Piecewise Deterministic Markov Processes with a focus on applications ii) Developing Bayesian survival models in the context of Health Technology Assessment. More generally I am interested in Bayesian computation and modelling, and how these two areas interact.

I have a BSc in Mathematics and Statistics from the University of Warwick, and an MSc in Statistics from University College London. For my MSc dissertation, I was supervised by Samuel Livingstone and worked with Claire Black from UCLH and Federico Ricciardi from UCL Statistical Science developing a Bayesian hierarchical model for predicting levels of exercise intensity in mechanically ventilated Intensive Care patients.

Contact me: luke.hardcastle@mrc-bsu.cam.ac.uk

Research interests

• Markov Chain Monte Carlo
• Piecewise Deterministics Markov Processes
• Survival analysis (in particular flexible parametric survival models)
• Reversible jump MCMC and transdimensional sampling problems
• Health Technology Assessment/Health Economic Evaluation
• Causal Inference