Haziq Jamil
Research student in statistics
Office: COL 2.0
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Links:
About
I am a second-year PhD student in the Social Statistics group at the London School of Economics & Political Science. I am working in the area of statistical theory, methods and computation, and its application towards the social sciences. My supervisors are Dr. Wicher Bergsma and Prof. Irini Moustaki.
Together with Wicher, I am exploring the use of objective priors which we call I-priors in a function space setting in order to estimate linear models. By working with reproducing kernel Hilbert spaces, it would seem that linear models would benefit from these priors, especially in situations when maximum likelihood methods would tend to overfit. Further research in this area involves extending the I-prior methodology to multilevel models, smoothing models, and models with interactions. It is likely that we need a more flexible space to work in, such as Krein spaces or Pontrjagin spaces. Currently, I am focusing on the applications of I-priors in Bayesian methods of variable selection for linear models and also binary response models.
Previously, I worked at the Centre of Science & Technology, Research & Development (CSTRAD), at the Ministry of Defence, Brunei, where my primary task was to provide analytical insight and decision support to strategic acquisition projects. I graduated from Warwick University, completing the 4-year MMORSE degree in 2010. As my final year project, I used Bradley-Terry models applied to English Premier League football data. This project was supervised by Prof. David Firth.
Research interests
Bayesian variable selection
Regression modelling using I-priors
Expectation-Maximisation (EM) algorithms
and its variations
(Generalised) Linear (Mixed) Models and its applications to the social sciences
My work
Jamil, H. (2015). Regression modelling using I-priors. Presented at the LSE Statistics Department PhD Presentation Event, London, UK. May 19.
Jamil, H. (2015). Two-stage Bayesian variable selection for linear models using I-priors. Presented at the LSE Statistics Department's Postgraduate Research Seminar, London, UK. November 18.
An R package for I-prior regression. GitHub.
Other things
I have some extensive experience in
conducting the Analytic Hierarchy Process (AHP) in decision-making problems,
gained during my time at
CSTRAD.
I am from the "Abode of Peace" - Brunei
Darussalam. Tourism
video and some
Facts & Figures.
My name in full: محمد حاذق بن حاج محمد جميل . The Arabic script has been adopted into the Malay culture since the introduction of Islam during the turn of the 14th century. I find South-East Asian history, particularly Brunei's, very fascinating. [links to follow]
A geneology website I am working on. Salasilah Keluarga Kitani.