Aleks Mijatovic, with colleagues at the University of Durham has been successful in winning an EPSRC grant worth over £1 million to develop novel robust probabilistic techniques for the analysis of certain multidimensional diffusion processes exhibiting non-Markovian and/or reflecting behaviour and possessing universal features. The grant will fund postdoctoral researchers at both Warwick and Durham.

Congratulations to Dr Tom Berrett who has been awarded an EPSRC New Investigator Award for the project "A suite of new nonparametric methods for missing data and data from heterogeneous sources based on the theory of Frechet classes".

An EPSRC Research Software Engineer Fellowship has been awarded to Dr Heather Turner in which she will establish the role of Research Software Engineers in creating more sustainable and inclusive large-scale software projects. The RSE project will foster the next generation of R project developers, creating a more sustainable and inclusive base for the future. Further details here (link to https://warwick.ac.uk/newsandevents/pressreleases/research_software_engineers)

The main goal of this proposal is to lay the theoretical foundations for the analysis of the stability of Markov chains with heavy-tailed targets, focusing on the processes that underpin many randomised algorithms used in practice. This project is an international collaboration between the universities of Warwick and Stanford, made possible by the EPSRC-NSF Lead
Agency agreement in mathematics. As such, the project presents a unique opportunity to combine the US expertise in theoretical Operations Research with the UK's capability in Computational Statistics, resulting in novel methodology for the analysis of the convergence of Markov chains with heavy-tailed targets.

This theoretical proposal, based on probabilistic methods (e.g. martingale theory, coupling and Lyapunov functions) will have immediate impact within Probability, most notably on the theory of the stability of stochastic systems. In time, however, this work is expected to have impact far beyond applied probability in a number of sub-areas of computational statistics and machine learning where heavy-tailed targets arise

Two studentships have recently become available for Home or EU students educated in the UK to study in our vibrant department. We are eager to fill the places with two good students.

If you are interested in this exciting opportunity please follow this link: