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REF 2014: Warwick Statistics and Mathematics departments ranked 3rd in the UK

The results of the 2014 REF (Research Excellence Framework) exercise have now been published, and Warwick Statistics and the Warwick Mathematics Institute together have been ranked 3rd in the UK with more than 90% of our research activity assessed as either internationally excellent or world leading.

Our research environment at Warwick is rated by REF 2014 as the very best in the UK for mathematical sciences (achieving the maximum possible score of 100% at 4*).

The University of Warwick as a whole is now ranked (among universities) 7th in the UK for our research, with 14 academic departments ranked in the UK top ten for their disciplines.

Further background on REF 2014 is provided in HEFCE's press release, with additional analysis provided in the Times Higher Education dissemination of results.

Thu 18 Dec 2014, 10:19 | Tags: RISCU, Dept, CRiSM, Students, Postgrad, Science, SF@W, Faculty of Science, P@W

John Copas Prize (sponsored by the Faculty of Science)

We are delighted to announce that the 2014 John Copas Prize in Statistics sponsored by the Faculty of Science for the most outstanding thesis amongst those eligible for the PhD Completion Award has been awarded to Lorna Barclay and Catalina Vallejos Meneses.

The panel awarding the Prize was very impressed by the quality of theses submitted and the decision between several excellent pieces of work this year was particularly difficult. Both Lorna and Catalina included material which led to several papers already published in very prestigious journals.

Congratulations to Catalina and Lorna!!

Wed 15 Oct 2014, 09:15 | Tags: CRiSM, Students, Postgrad, Science, Faculty of Science

IMS Blackwell Lecture award to Professor Gareth Roberts

At the Joint Statistical Meetings in Boston in early August, Gareth Roberts will give the inaugural Blackwell Lecture, awarded by the Institute of Mathematical Statistics. The lecture has been introduced in honour of the extraordinary career in statistics and probability of Professor David Blackwell, who died in 2010 at the age of 91. The lecture should present material with some connection to David Blackwell's work, although since Blackwell's work was so broad, this turns out not to be very restrictive. Gareth's lecture will talk about work on Monte Carlo methods for stochastic processes, which has close connections to one of Blackwell's most famous theorems: The Rao-Blackwell Theorem.

It is a tremendous honour for Gareth to be chosen as the first-ever Blackwell Lecturer. The title and abstract of his lecture are given below.

Rao-Blackwellization for Improved Monte Carlo for Stochastic Processes

David Blackwell's celebrated theorem with Rao compares the variance of an estimator X with that of its conditional expectation given a further variable S; that is, Y = E(X|S). Blackwell's motivation was to demonstrate that the best estimators should be functions of the simplest sufficient statistic we can find. However the Rao-Blackwell theorem has also found extensive use in computational statistics by providing a powerful and general recipe for improving on Monte-Carlo estimators by so-called Rao-Blackwellisation. This talk will discuss widely adopted, simple Rao-Blackwellisations for Markov chain Monte Carlo and Sequential Monte Carlo samplers, as well as more complex random Rao-Blackwellisations for estimation of expectations of functionals of stochastic processes (particularly univariate and multivariate diffusion processes).

The lecture will draw on joint research with Alex Beskos, Paul Fearnhead, Krys Latuszynski, Omiros Papaspiliopoulos and Giorgos Sermaidis.

Thu 10 Jul 2014, 14:30 | Tags: Dept, CRiSM, EPSRC, Faculty of Science

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