Ms Marina Riabiz

Contact information

Research interests

I am a fourth year PhD student at the University of Cambridge, Department of Engineering, Signal Processing and Communications group. My research interest lies in the Bayesian approach to statistical inference. So far I have worked on alpha-stable distributions, a class of heavy-tailed distributions that describe phenomena with extreme values. The main challenge is the lack of closed-form mathematical expressions. I have first proposed a method to estimate the latter, based on algorithms for intractable likelihood problems. I am currently working on modeling time series driven by such alpha-stable noise.

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The Cambridge Centre for Data-Driven Discovery (C2D3) brings together researchers and expertise from across the academic departments and industry to drive research into the analysis, understanding and use of data science.

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