Academic and Research Staff
This page lists the main research interests of Department staff. For more detailed information, follow the links to individual home pages.
Academic staff (Faculty):
Professor Keith Abrams |
Bayesian statistical methods, design & Analysis of RCTs, Evidence Synthesis and Health Data Science |
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Dr Larbi Alili | Probability theory and its applications. Fluctuation theory in discrete and continuous time. Exit problems for Markov processes. Fine properties of diffusions and Lévy processes. | |
Dr Sigurd Assing | Probability theory, random processes, stochastic analysis, statistical mechanics and stochastic simulation. | |
Dr Martine Barons |
ASRU |
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Francesca Basini | Likelihood-free Inference, Bayesian Statistics, Modelling with Dynamical Systems, Generative modelling with neural networks, Applications in Biology and Social Sciences | |
Dr Horatio Boedihardjo | Rough path theory | |
Dr Thomas Berrett |
Developing statistical theory and methodology in nonparametric settings |
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Dr Julia Brettschneider | Statistical methodology for high-dimensional molecular data, methodology for statistical analysis of high-throughput genomic and proteomic data. | |
Dr Teresa Brunsdon | Applied Statistics and the interplay with machine learning methods, analysis of text data, compositional data analysis, time series. Pedagogical approaches to teaching applied statistics and to group work | |
Probability, statistical mechanics, stochastic analysis (especially singular Stochastic PDEs) | ||
Dr Yudong Chen | High-dimensional statistics, change point detection, robust statistics, online algorithms, machine learning | |
Applied probability, in particular with a focus on applications in statistical physics, such as understanding the dynamics of glassy/amorphous systems and mass condensation |
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Dr Alice Corbella | Inference and prediction in epidemic models. Bayesian evidence synthesis, stochastic processes, state-space models, (sequential) Monte Carlo methods, multi scale models | |
Dr Emma Davis | Mathematical models and statistical methods to analysis the dynamics of endemic and emerging diseases | |
Working at the intersection of Computer Science and Statistics with research interests in machine learning and Bayesian statistics |
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Professor Xavier Didelot | Analysis of epidemiological and genomic data in order to understand how bacterial pathogens evolve, spread and cause diseases | |
Dr Ritabrata Dutta | Likelihood-free Inference, Approximate Bayesian Computations, Mechanistic Network Models, Big-data Analysis, Bayes Model Selection, Bayesian Classification, Unpaired Data-Integration for Genomics and Statistical Applications in Geology, Bioinformatics and Engineering | |
Dr Richard Everitt |
Methodology for Bayesian computation, applied to statistical genetics, neuroscience, ecology, weather and climate, spatial statistics, network analysis and signal processing |
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Professor Bärbel Finkenstädt-Rand | Time series analysis and oscillations in biological systems. Hidden Markov models (parametric, non-parametric, Bayesian). Circadian research with application to health and medicine. Physiological and movement data from wearable sensors | |
Professor Jon Forster |
Methodological and computational statistics. Inference and prediction under model uncertainty. Statistical inference for categorical data. Demographic estimation and forecasting. |
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Dr Miryana Grigorova |
Stochastic analysis; stochastic control; optimal stopping; game theory; risk measures; risk management; pricing and hedging of options | |
Dr Karen Habermann | Stochastic analysis with connections to geometry, analysis, and numerics, and with a particular interest in hypoelliptic diffusion processes on manifolds | |
Dr Kirsty Hassall | Developing methodology to combine empirical, mechanistic and stochastic models with a focus on applications in the agri-envrionment sector under decision processes | |
Professor Vicky Henderson |
Optimal stopping and optimal control problems, with applications to real options, executive stock options, and recently, behavioural finance | |
Dr Martin Herdegen | Arbitrage theory, change of numéraire, utility maximisation, financial bubbles, transaction costs, equilibria, semimartingale calculus, strict local martingales | |
Professor David Hobson | Probability and financial mathematics | |
Dr Emma Horton | Branching processes, interacting particle systems, applications to radiation transport and Monte Carlo methods | |
Professor Jane L Hutton | Medical statistics, with special interests in survival analysis, meta-analysis and missing data. Major collaborations in cerebral palsy and epilepsy | |
Professor Saul Jacka | Stochastic differential equations. Stochastic control. Applied stochastic processes. Optimal stopping. Applications of probability in finance and economics | |
Professor Paul Jenkins |
Monte Carlo methods, inference from stochastic processes, mathematical population genetics, data science and genomics |
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Professor Adam Johansen | Monte Carlo Methods, Computational statistics. Time series. Bayesian inference and decision making. | |
Dr Jo Kennedy | Financial mathematics. Probability theory. Duality and time-change problems. | |
Dr Brett Kolesnik |
Probability theory. Random structures, geometry, algorithms, processes, etc. Interactions with combinatorics | |
Professor Ioannis Kosmidis | Methods for optimal estimation and inference of statistical models, inference and computation of statistical models from big data sets, clustering methods and applications. | |
Professor Andreas Kyprianou | Theory and application of diffusive and path-discontinuous stochastic processes as well as Monte-Carlo simulation | |
Dr Krzysztof Łatuszyński | Markov chain Monte Carlo, adaptive Monte Carlo, stochastic simulations and Bayesian statistics | |
Probability, continuous time Markov processes | ||
Professor Chenlei Leng | Statistical analysis of big and small datasets | |
Dr Gechun Liang | Mathematical finance and stochastic analysis | |
Dr Anastasia Mantziou | Statistical analysis of networks | |
Probability, mathematical finance, statistics and numerical stochastics | ||
Professor Giovanni Montana | Data science, especially machine learning for medical imaging and reinforcement learning | |
Dr Joan Nakato |
Assistant Professor (Teaching Focussed) | |
Dr Sam Olesker-Taylor |
Quantifying how long it takes a randomly-evolving system to 'mix'. The canonical example is, "How many shuffles are needed to mix a deck of cards?" |
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Professor Anastasia Papavasiliou | Applied probability. Stochastic filtering and control. Theory of rough paths. Applications to signal processing. Multiscale systems. | |
Dr Martyn Parker |
Learner analytics, transitions to higher education, digital education | |
Professor Martyn Plummer | Biostatistics, cancer epidemiology, statistical computing and Markov Chain Monte Carlo | |
Professor Christian Robert | Bayesian analysis, computational statistics, latent variable models and applied modelling | |
Professor Gareth Roberts | Stochastic processes, computational statistics, Bayesian statistics and mathematical finance | |
Dr Tommaso Rosati | Probability and stochastic analysis: stochastic partial differential equations, particle systems and their long-time properties | |
Dr Paul Skerritt | Applications of symplectic and Poisson geometry to physical systems, geometric quantization and semiclassical physics | |
Professor Jim Smith |
Environmental modelling. Game theory. Bayesian decision theory. Foundations of statistics. Business time series. Influence diagrams. Graphical methods. | |
Professor Dario Spanò | Mathematical population genetics. Bayesian non-parametric statistics. Combinatorial stochastic processes. Measure-valued processes. | |
Professor Simon Spencer |
Bayesian inference applied to epidemiology, stochastic epidemic models and statistics for analytical science |
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Professor Mark Steel | Bayesian statistics and econometrics. Modelling of skewness. Spatial statistics. Model uncertainty. Semi- and nonparametric Bayes. | |
Dr Massimiliano Tamborrino |
Approximate Bayesian computation method, likelihood-free methods, Statistical inference for stochastic processes, statistical inference for point processes |
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Dr Nick Tawn | Computational statistics | |
Dr Elke Thönnes | Computational statistics with emphasis on Markov chain Monte Carlo, in particular perfect simulation, and statistical image analysis | |
Dr Matthew Thorpe | Semi-supervised learning, unsupervised learning/clustering, machine learning, graphical models and optimal transport | |
Dr Samuel Touchard |
Bayesian statistics |
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Dr Heather Turner |
Statistical modelling and statistical programming using the open source software R |
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Dr Daniel Valesin | Interacting particle systems and percolation theory | |
Dr Andi Q Wang |
Monte Carlo methods, particularly continuous-time methods, Bayesian inference, Quasi-stationarity, Scalable methods and Adaptive methods |
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Dr Jon Warren | Brownian motion. Local times. Branching processes. Dynamical systems. | |
Dr Haotian Xu | Time series, Change point analysis, Robust statistics and High dimensional statistics | |
Dr Wenkai Xu |
Statistical machine learning, hypothesis testing, Stein's method, network statistics, information-theoretical approaches, comparison of experiments |
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Professor Yi Yu |
High-dimensional statistics, statistical network analysis, change point analysis and differential privacy |
Research Staff:
Victoria Adedara | Statistical methodologies within the field of medical statistics, with a particular focus on epidemiological studies and clinical trials | |
Applied and theoretical probability | ||
Dr Adrien Corenflos | Parallel statistical computing, Monte Carlo methods, state-space models | |
Dr Busola Oronti |
AI in Healthcare, digital and Global Health, data Analytics, medical Devices, health equity and Ethical Research into Health and Climate Change |
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Dr Chris Dean | Probability theory | |
Emma Exall | ||
Dr John Fernley | CRiSM Contact process, voter model, dynamic random graphs, random walk mixing, scale-free networks |
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Dr Lukas Gräfner |
Stochastic analysis, singular SDEs/SPDEs |
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Dr Michelle Kendall | Statistical genetics and pathogen dynamics | |
Charlie Hepburn | Offline reinforcement learning | |
Dr Shenggang Hu |
Computational statistics, Monte Carlo methods and exact simulation, currently working on differential privacy under Bayesian settings. |
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Ella Kaye |
Research Software Engineer, working on sustainability and EDI (Equality, Diversity and Inclusion) in the R Project |
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Dr Linda Nichols |
ASRU |
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Dr Filippo Pagani | Markov Chain Monte Carlo, Variational Inference, Tempering, Irreversibility, Piecewise Deterministic Markov Processes, Mixture Models, Variable Selection and Interaction Discovery, Bayesian Statistics, Machine Learning, Inverse Problems | |
Maria Perez-Lara | Alternative forms of radiotherapy using protons and neutrons, and the use of semiconductor detectors for treatment verification purposes | |
Dr Isao Sauzedde | Planar Brownian motion, rough paths, random matrix, differential geometry and Gauge fields | |
Kristian Romano |
ASRU |
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Rasseeda Virgo |
ASRU |
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Dr Fan Wang | CRiSM High-dimensional statistics, change point analysis, transfer learning, network analysis |
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Dr Jiefei Wei |
Safe AI and Explainable AI, Computer Vision and Medical Imaging |
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Dr Feng Xu | ASRU Use and develop mathematical and statistical methods to solve real-world problems, especially in public heath |
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Dr Zhengang Zhong | Variational problems on graphs, optimal control problems, shape optimization and scientific computing |
Emeritus Professors:
Professor David Firth | Statistical theory and methods, including design and computation. Generalized linear and non-linear models. Applications, especially in the social and health sciences |
Professor Wilfrid Kendall | Stochastic differential equations. Computer algebra in probability and statistics. Applied probability especially in relation to spatial statistics. |
Professor Vassili Kolokoltsov |
Probability and stochastic processes, mathematical physics, differential equations and analysis; optimization and games with applications to business, biology and finance. |
Professor Tony Lawrance | Statistical analysis and nonlinear modelling of financial time series. |
Professor David Wild | Statistical bioinformatics; in particular in the application of Bayesian computation to problems in systems biology, functional genomics and proteomics. |
Honorary Professors:
Dr Tim Davis | Statistical applications in engineering |
Professor Valerie Isham | Probability and statistics |
Professor Francis Levi | Personalized cancer medicine using e-Health and statistical AI |
Associate Fellows:
Dr Joris Bierkens |
Computational challenges arising in Bayesian statistics and statistical physics |
Dr Lyudmila Grigoreva |
Statistical learning and analysis of dynamic processes, Machine learning (Recurrent Neural Networks, Deep Learning) Learning for dynamical systems and dynamical systems for learning, Time series analysis, forecasting, Financial econometrics |
Dr Jeremie Houssineau | Bayesian Statistics; Representation and quantification of uncertainty; Possibility theory; Reinforcement learning |
Professor Rachel Hilliam |
Pedgogical projects in mathematics and statistics |
Dr Jere Koskela | Monte Carlo methods, statistical inference from stochastic processes and in settings with intractable likelihood, Bayesian nonparametric statistics, coalescent processes, and mathematical population genetics |
Honorary Research Fellows:
Dr Ian Hamilton | Ranking based on pairwise comparison |