I’m Hans Montcho, a PhD candidate in the Statistics Program at the King Abdullah University of Science and Technology-KAUST. I’m currently advised by Haavard Rue and David Bolin. My thesis is centered around Latent Gaussian Models, Bayesian Computation, Cross Validation and Point Process models.

News

• Academic Visit

Until mid June 2025, I am visiting the Probabilistic Machine Learning Group at Aalto University working with Aki Vehtari on topics related to Cross Validation, Bayesian workflow, Simulation Based Calibration and Priors specification.

• Bayes Comp 2025

I will attend the Bayes Comp 2025 and present our new work on Skewed Posterior Approximations in Latent Gaussian Models using Variational Bayes and orthogonal Polynomials.

• RSS Conference 2025

I will attend the RSS Conference 2025 giving a talk on validating and comparing Log Gaussian Cox Process models.