About

I am an Accredited Statistician, Lead Data Scientist, and a final year PhD student in statistics in the Dynamics and Neural Systems Group at The University of Sydney under the supervision of Dr. Ben Fulcher. I am principally interested in methods and applications of time-series features—properties which can reduce a time series down to a single summary statistic. Time-series features are particularly interesting to me as I am a firm believer in interpretable modelling—and time-series features (such as the value of the autocorrelation function at lag 1) are just that, meaning temporal differences in data can be well understood. My research has largely focused on using time-series features in machine learning applications, such as classification problems.

A substantial portion of my work (and probably my deepest academic passion!) has involved building open-source software. So far, throughout my PhD I have developed theft (Tools for Handling Extraction of Features from Time series), theftdlc (theft ‘downloadable content’), tsgp (simple time series modelling using Gaussian processes), Rcatch22 (calculation of 22 CAnonical Time-series CHaracteristics), correctR (corrected test statistics for comparing machine learning models on correlated samples), PosteriorPlots.jl (graphical tools for Bayesian inference and posterior predictive checks), and QuasiGLM.jl (adjustments for Poisson and Binomial Generalised Linear Models to their quasi equivalents for dispersed data).

Outside of my direct research, I am also working on GAM.jl—an ambitious attempt to build generalised additive models in native Julia using as similar of an interface as possible to R’s incredible mgcv package. It turns out that the linear algebra required to do this is very hard…

Professional background

I am currently an Accredited Statistician and the Lead Data Scientist at the management consulting firm Nous Group where I have worked almost 6 years. My role is quite diverse, but I most often find myself working on large and complex program evaluations for the Australian Government and State Government departments which require data linkage, causal inference, and statistical modelling. The vast majority of this work falls somewhere between applied statistics and econometrics. I also develop internal software packages for Nous and help maintain its large SQL data warehouse.

Outside of work

I can usually be found writing and recording music for my band The Archon Rift, writing and editing my epic fantasy novels, running D&D campaigns, playing golf, or playing any number of RPGs.