News

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.

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

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.
https://warwick.ac.uk/services/od/academic-development/wate/wate1920/

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

It is not unheard-of for Stats MSc students to find their MSc dissertation leading to a publication, but rather less common for the publication to be a component of a book on early medieval history! But that's what happened to Clair Barnes' MSc dissertation ("Statistics in Anglo-Saxon Archaeology", Department of Statistics, Warwick, 2015); you can read all about it in:

Barnes, C., and W.S. Kendall. “Perches, Post-Holes and Grids.” In Planning in the Early Medieval English Landscape, edited by Blair, Rippon & Smart, Liverpool University Press, Appendix A, 213–31, 2020.

Clair started off studying English Literature as an undergraduate at UCL, but then took an OU degree in Math & Stats while working after graduation. That led to a Warwick MSc in Stats and most recently to a return to UCL, working for a PhD in statistical meteorology at UCL. Statistical science leads to all sorts of unexpected adventures ... https://blogs.warwick.ac.uk/randomcuriosities/entry/stats_msc_student/