I am a University Lecturer in the Statistical Laboratory and the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge. I was previously Stein Fellow in the Department of Statistics at Stanford, where I did my PhD in the School of Medicine.
PhD Studentship Opportunity: Applications are invited for an EPSRC funded industrial CASE PhD Studentship with GlaxoSmithKline starting in the fall of 2018. The aim of the project is to study Bayesian optimisation methods for multi-fidelity stochastic bandits, and apply them to the design of experiments in drug discovery and development. For more details, please see the full advertisement.
I am a statistician specialising in Bayesian methods and Bayesian nonparametrics, in particular. I have a background in Structural Biology, and I have previously worked on applications to molecular dynamics simulations and single-molecule biophysics. More recently, I have developed methods for the analysis of human microbiome studies.
I am interested in the problem of scaling Bayesian computations to modern applications in biology and more broadly. These problems increasingly require algorithms for approximate inference, such as variational Bayesian methods and approximate Bayesian computation, and I am interested in characterizing the tradeoff between accuracy and computational cost implicit in these algorithmic choices.
I am a member of the Cambridge Strategic Research Initiative in Big Data.
- Annie Marsden, Sergio Bacallado. Sequential Matrix Completion. Technical report. [PDF]
- Boyu Ren, Sergio Bacallado, Stefano Favaro, Susan Holmes, and Lorenzo Trippa. Bayesian Nonparametric Ordination for the Analysis of Microbial Communities. To appear in Journal of the American Statistical Association. [PDF]
- Sergio Bacallado, Vijay Pande, Stefano Favaro, Lorenzo Trippa. Bayesian regularization of the length of memory in reversible sequences. Journal of the Royal Statistical Society B, 2015. [PDF]
- Sergio Bacallado, Persi Diaconis, Susan Holmes. de Finetti priors using Markov chain Monte Carlo computations. Journal of Statistics and Computing, (25), 797-808, 2015. [PDF]
- Stefano Favaro, Sergio Bacallado, Lorenzo Trippa. Looking-backward probabilities for Gibbs-type exchangeable random partitions. Bernoulli, (21), 1-37, 2014. [PDF]
- Sergio Bacallado, Stefano Favaro, Lorenzo Trippa. Bayesian nonparametric inference for shared species richness in multiple populations. Journal of Statistical Planning and Inference, (166), 14-23, 2014. [PDF]
- Sergio Bacallado, Stefano Favaro, Lorenzo Trippa. Bayesian nonparametric analysis of reversible Markov chains. The Annals of Statistics, (41), 2, pp. 870- 896, 2013. [PDF]
- Huang-Wei Chang, Sergio Bacallado, Vijay Pande, and Gunnar Carlsson. Persistent Topology and Metastable States in Conformational Dynamics. PloS One, (8), 4, p. e58699, 2013. [PDF]
- Sergio Bacallado. Bayesian analysis of variable-order, reversible Markov chains. The Annals of Statistics, (39), 2, pp. 838-864, 2011. [PDF]
- Sergio Bacallado, John Chodera, and Vijay Pande. Bayesian comparison of Markov models of molecular dynamics with detailed balance constraint. Journal of Chemical Physics, (131), 4, p. 045106, 2009. [PDF]
- Xuhui Huang, Greg Bowman, Sergio Bacallado, Vijay Pande. Rapid equilibrium sampling initiated from non-equilibrium data. Proceedings of the Natural Academy of Sciences, (106), 47, pp. 19765-19769, 2009. [PDF]
- Akin Akinc, Andreas Zumbuehl, Michael Goldberg, Elizaveta Leshchiner, Valentina Busini, Naushad Hossain, Sergio Bacallado, David Nguyen, Jason Fuller, Rene Alvarez, Anna Borodovsky, Todd Borland, Rainer Constien, Antonin de Fougerolles, J Robert Dorkin, K Narayanannair Jayaprakash, Muthusamy Jayaraman, Matthias John, Victor Koteliansky, Muthiah Manoharan, Lubomir Nechev, June Qin, Timothy Racie, Denitza Raitcheva, Kallanthottathil G Rajeev, Dinah Sah, Jurgen Soutschek, Ivanka Toudjarska, Hans-Peter Vornlocher, Tracy Zimmermann, Robert Langer, and Daniel Anderson. A combinatorial library of lipid-like materials for delivery of RNAi therapeutics. Nature Biotechnology, (26), 5, pp. 561-569, 2008. [PDF]