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

For more details, see my recent CV.

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


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


Salomone R., Quiroz, M., Kohn, R., Villani, M., and Tran, M.N. (2020), Spectral Subsampling MCMC for  Stationary Time Series.  Proceedings of the International Conference on Machine Learning (ICML) 2020.  [Read Online]

Hodgkinson, L., Salomone,R., and Roosta, F. (2020),  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