Ritik Soni

Ritik Soni

Institute Postdoctoral Fellow, IIT Kanpur

Ritik Soni

Institute Postdoctoral Fellow (IPDF)
Department of Mathematics and Statistics
Indian Institute of Technology Kanpur

I am currently working under the mentorship of Prof. Dootika Vats at IIT Kanpur.

My research interests include:

  • Markov chain Monte Carlo (MCMC) methods
  • Langevin stochastic differential equations
  • Fractional stochastic processes
  • Bayesian computation

I completed my PhD in Mathematics from the Central University of Punjab under the supervision of Dr. Ashok Kumar Pathak. My doctoral research focused on fractional stochastic processes and their applications in risk and reliability theory. Before joining IIT Kanpur, I held a postdoctoral position at Chennai Mathematical Institute. I completed my M.Sc. in Mathematics from the Indian Institute of Technology Delhi, India, in 2019, and my B.Sc. in Mathematics from Dayal Singh College, University of Delhi, India, in 2017.

Current Research Domain

  • Robust and efficient Langevin algorithms
  • Fractional stochastic models
  • Diffusion processes governed by fractional differential operators
  • Bayesian computation and MCMC diagnostics