Welcome to the News and Events page for the Department of Statistics.
AS&RU Director, Dr Martine Barons, is one of eight people interviewed in the October special issue on Knowledge Exchange of Mathematics Today, which also highlights the role of many routes for KE
AS&RU Director, Dr Martine Barons, features in the October special issue on Knowledge Exchange of Mathematics Today. Knowledge exchange - a process which brings together academic staff, users of research and wider groups and communities to increase the impact of research – is important to ensure the benefit of research are enjoyed by society as a whole. Knowledge exchange in the mathematical sciences is, perhaps, the hardest of all, as there are significant social barriers as even the well-educated can perceive mathematics as a difficult subject that exposes the weakness of their intelligence and reduces their confidence in their intellectual capacity. In this Special issue, eight people with strong records in knowledge exchange are interviewed, including Dr Barons, and the role of Knowledge Transfer Partnerships is explored. Even during lockdown, virtual knowledge exchange events, akin to study groups, have been operating very successfully and bringing the power of the mathematical sciences to bear on society’s pressing problems.
International Prize for Warwick PhD
Congratulations to Alejandra Avalos-Pacheco who the Savage Award of the International Society for Bayesian Analysis in the category Applied Methodology for her 2019 PhD thesis “Factor regression for dimensionality reduction and data integration techniques with applications to cancer data.” Dr Avalos-Pacheco is now a postdoctoral fellow in Statistics at Harvard Medical School.
Congatulations also to François-Xavier Briol whose Warwick PhD thesis "Statistical Computation with Kernels” received an Honorable Mention in the “Theory and Methodology” category. Dr Briol is now a Lecturer in the Department of Statistical Science at University College London.
EPSRC Grant "Fast Martingales, large deviations and randomised gradients for heavy-tailed target distributions" awarded to A Mijatovic (PI), G Roberts (CoI) and J Gonzalez-Cazares (Researcher CoI)
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
Dr Paul Jenkins commended at the 2020 Warwick Awards for Teaching Excellence
The Warwick Awards for Teaching Excellence are held annually and enable members of the Warwick community to recognise members of the University's staff who have made a difference in learning and teaching.
Dominic Norgilas has been awarded the 2019 Nicola Bruti Liberati Prize for the best PhD thesis worldwide in Mathematical Finance submitted in 2019
The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance.
The prize is for the best doctoral thesis, selected by a Committee appointed by the Bachelier Finance Society.
The 2019 Bruti Liberati Prize has gone to Dominykas Norgilas, awarded for his thesis “Techniques and Approaches for Pricing American Options”. His thesis was supervised by Prof. David Hobson and Prof. Saul Jacka. https://www.bachelierfinance.org/nicola-bruti-liberati-prize