About me

I am a postdoctoral researcher at the MRC Biostatistics Unit, University of Cambridge working with Pantelis Samartsidis on developing methods for Bayesian causal inference using observational time-series data. My research interests focus on using state-of-the-art Bayesian computation and modelling approaches to address challenging problems in public health.

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 focused 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.

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

Bayesian computation

• Markov Chain Monte Carlo
• Piecewise Deterministics Markov Processes
• Reversible jump MCMC and transdimensional sampling problems

Bayesian modelling

• Causal inference
• Factor analysis
• Survival analysis (in particular flexible parametric survival models)
• Health Technology Assessment/Health Economic Evaluation