About Me

  •  ACEMS Research Fellow (Jan. 2019 – Present) — UNSW Sydney
  •  ACEMS Research Fellow (Aug. 2018 – Jan. 2019) [Short-Term Contract] — The University of Queensland
  •  PhD Candidate in Statistics (2015-2018) — The University of Queensland.
    • Advisor: Professor Dirk Kroese | Thesis: Advances in Monte Carlo Methodology

Research Interests

My research, generally speaking, lies at the intersection of computational statistics and probabilistic machine learning. I am broadly interested in these fields, but more specifically am interested in novel methodological methods and theory relating

  • Inference Algorithms  (e.g., Markov Chain Monte Carlo, Sequential Monte Carlo, and Variational Methods)
  • Kernelized Stein Discrepencies
  • Deep Generative Models (e.g., Normalizing Flows and Variational Autoencoders)
  • Variance Reduction and Unbiased Estimation  in Monte Carlo Simulation

Research Output

Pipeline

Hodgkinson, L., Salomone, R., and Roosta, F., (2020), The reproducing Stein kernel approach for post-hoc corrected sampling. arXiv: 2001.09266

Salomone, R., South, L.F., Drovandi, C.C., and Kroese, D.P. (2018), Unbiased and Consistent Nested Sampling via Sequential Monte Carlo. arXiv:1805.03924

Publications

Salomone R., Quiroz, M., Kohn, R., Villani, M., and Tran, M.N., (2019), Spectral Subsampling MCMC for  Stationary Time Series.  Accepted at International Conference on Machine Learning (ICML) 2020.  arXiv:1910.13627 

Hodgkinson, L., Salomone,R., and Roosta, F. (2019),  Implicit Langevin Algorithms for Sampling From Log-concave Densities. Accepted at the Journal of Machine Learning Research (JMLR) with Minor Revision. arxiv:1903.12322 

Botev, Z.I., Salomone, R., Mackinlay, D. (2019), Fast and accurate computation of the distribution of sums of dependent log-normals,  Annals of Operations Research 280 (1), 19-46. [Read Online]

Laub, P.J., Salomone, R., Botev, Z.I. (2019), Monte Carlo estimation of the density of the sum of dependent random variables, Mathematics and Computers in Simulation 161, 23-31.

Salomone, R., Vaisman, R., and Kroese, D.P. (2016). Estimating the Number of Vertices in Convex Polytopes. Proceedings of the Annual International Conference on Operations Research and Statistics, ORS 2016. [Read Online]

Selected Presentations