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EPSRC grant success for Aleks Mijatovic

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.

Wed 12 Jan 2022, 10:32 | Tags: Dept, EPSRC, Prizes & Awards, Prizes and Awards

EPSRC New Investigator Award for Tom Berrett

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".

Wed 15 Dec 2021, 09:10 | Tags: Dept, EPSRC, Prizes & Awards, Prizes and Awards

EPSRC Research Software Engineer Fellowship award for Heather Turner

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)

Fri 30 Apr 2021, 12:14 | Tags: Dept, EPSRC, Faculty of Science

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

Thu 01 Oct 2020, 10:42 | Tags: Dept, EPSRC

EPSRC Studentships Available

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:

 

Fri 23 Jun 2017, 12:21 | Tags: Dept, Students, Science, EPSRC, Faculty of Science

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