About me

I am a PhD student at University College London working in the Department of Statistical Science under the supervision of Dr Samuel Livingstone and Prof. Gianluca Baio since September 2021. My research focuses on a new class of Markov Chain Monte Carlo samplers based on Piecewise Deterministic Markov Processes and their application to Bayesian survival models.

From October 2023 I will part-based at the Alan Turing Institute as part of their enrichment scheme for PhD students.

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.20@ucl.ac.uk

Research interests

• Markov Chain Monte Carlo
• Piecewise Deterministics Markov Processes
• Survival analysis (in particular flexible parametric survival models)
• Bayesian model selection/averaging
• Reversible jump MCMC and transdimensional sampling problems
• Health Technology Assessment/Health Economic Evaluation
• Health data science