People » Academic and research
This page lists the main research interests of Department staff. For more detailed information, follow the links to individual home pages.
Academic staff (Faculty):
| 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 (AS&RU) |
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Statistical and mathematical modelling of human systems, decision support, Bayesian networks, structured expert judgement elicitation, risk and uncertainty, survival and other health outcomes |
| Dr Julia Brettschneider |  |
Statistical methodology for high-dimensional molecular data, methodology for statistical analysis of high-throughput genomic and proteomic data. |
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Probability Theory, Potential Theory, Graph Theory, Ergodic Theory and Dynamical Systems. | |
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Senior Teaching Fellow | |
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Senior Teaching Fellow | |
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Working at the intersection of Computer Science and Statistics with research interests in machine learning and Bayesian statistics. |
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| Professor Bärbel Finkenstädt Rand |  |
Time series analysis and dynamical systems. Periodic time series and oscillations in biological systems. Parameter estimation for (stochastic) differential equations. Molecular population dynamics. Genetic regulatory systems. |
| 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. |
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Professor Simon French |
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Decision Analysis; Decision Support; Risk Analysis and Communication; Statistical Techniques; Information Systems; Collaboration and the Web; Public Sector; Environmental Management; Emergency Management |
| Dr Pieralberto Guarniero |  |
Senior Teaching Fellow |
| Professor Mark Girolami |  |
Computational Statistics, Multivariate and High Dimensional Data, Biostatistics |
| Dr Vicky Henderson |
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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 |
| Dr Rachel Hilliam |  |
Principal Teaching Fellow |
| Professor David Hobson |  |
Probability and financial mathematics. |
| Professor Jane 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. |
| Dr Paul Jenkins |  |
Monte Carlo methods, inference from stochastic processes, mathematical population genetics, data science and genomics |
| Dr Adam Johansen |  |
Monte Carlo Methods, Computational statistics. Time series. Bayesian inference and decision making. |
| Professor Wilfrid Kendall |  |
Stochastic differential equations. Computer algebra in probability and statistics. Applied probability especially in relation to spatial statistics. |
| Dr Jo Kennedy |  |
Financial mathematics. Probability theory. Duality and time-change problems. |
| Dr Jere Koskela |  |
Monte Carlo methods, inference from diffusions and other stochastic processes, coalescent processes, mathematical population genetics |
| Professor Vassili Kolokoltsov |  |
Probability and stochastic processes, mathematical physics, differential equations and analysis; optimization and games with applications to business, biology and finance. |
| Dr 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. |
| Dr Krzysztof Łatuszyński |  |
Markov chain Monte Carlo, adaptive Monte Carlo, stochastic simulations and Bayesian statistics |
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Senior Teaching Fellow | |
| Professor Chenlei Leng |  |
Statistical analysis of big and small datasets |
| Dr Gechun Liang |  |
Mathematical finance and stochastic analysis |
| Dr Anastasia Papavasiliou |  |
Applied probability. Stochastic filtering and control. Theory of rough paths. Applications to signal processing. Multiscale systems. |
| Dr Murray Pollock |  |
Monte Carlo methods; Computational methods for SDEs; Inference for intractible models |
| 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 Rich Savage |  |
Statistical machine learning and its application to important problems in medicine |
| Dr Ewart Shaw |  |
Principal Teaching Fellow |
| Professor Jim Smith (AS&RU) |
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Environmental modelling. Game theory. Bayesian decision theory. Foundations of statistics. Business time series. Influence diagrams. Graphical methods. |
| Dr Dario Spanò |  |
Mathematical population genetics. Bayesian non-parametric statistics. Combinatorial stochastic processes. Measure-valued processes. |
| Dr Simon Spencer |  |
Bayesian inference applied to epidemiology, stochastic epidemic models and statistics for analytical science |
| Professor Mark Steel |  |
Bayesian statistics and econometrics. Modelling of skewness. Spatial statistics. Model uncertainty. Semi- and nonparametric Bayes. |
| Dr Shahin Tavakoli |  |
Functional Data Analysis (Theory, Methods and Applications). Methodological developments driven by applications in Phonetics, Imaging, and Biophysics |
| Dr Elke Thönnes |  |
Principal Teaching Fellow |
| Dr Sebastian Vollmer |  |
Monte Carlo Methods, Stochastic Gradient Methods, Stochastic Processes |
| Dr Sara Wade |  |
Regression; density estimation; conditional density estimation; mixture models; clustering; feature allocation; (dependent) random measures; Markov Chain Monte Carlo methods; and Bayesian nonparametrics and machine learning. |
| Professor David Wild |  |
Statistical bioinformatics; in particular in the application of Bayesian statistical machine learning techniques to problems in systems biology, functional genomics and proteomics |
| Dr Wei Wu |  |
Probability and mathematical physics (random fields, spin models, spanning trees, percolation) |
| Dr Jon Warren |  |
Brownian motion. Local times. Branching processes. Dynamical systems. |
| Professor Nikolaos Zygouras |  |
Probability, mathematical physics (random media, stochastic PDE's, statistical mechanics). |
Research Fellows:
| Dr Jake Carson |  |
Exact inference for Partial Differential Equations |
| Mr Kevin Engelbrecht |  |
Stochastic control theory and BSDEs to the pricing and hedging of life insurance contracts |
| Dr Daphne Ezer |  |
Network inference algorithms and computer-aided experimental design |
| Dr E Hernandez -Hernandez |
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Stochastic control in continuous time, and fractional differential equations and their connection with probability theory |
| Dr Ed Knock | ||
| Dr Matt Kusner |  |
State-of-the-art machine learning models, and models that are often used to solve real-world problems |
| Dr Matt Moores |  |
Approximate Bayesian Computation, Bayesian Inference, Computational Statistics. |
| Dr Linda Nichols (AS&RU) |
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Statistical analysis of large observational cohort studies and clinical trials and interested in the use of electronic patient records for research. |
| Dr Renata Retkute |  |
A fine-scale spatial dynamics and Bayesian inference for Neglected Tropical Diseases and Avian Influenza |
| Dr Nick Tawn |  |
Computational Statistics |
| Dr Panayiota Touloupou |  |
Bayesian inference and model selection for partially observed stochastic epidemics |
Emeritus Professors:
| Professor John Copas | Statistical modelling and inference. Models for censoring and selection bias. Local likelihood. Meta-analysis. Applications, particularly in medicine and criminology. |
| Professor Tony Lawrance | Statistical analysis and nonlinear modelling of financial time series. |
Honorary Professor:
| Dr Tim Davis | Honorary Professor |
| Professor John Fox | Honorary Professor |
| Professor Thomas Nichols | Honorary Professor |
| Dr David Rossell | Honorary Associate Professor |
Associate Fellows:
| Dr Jon Arthur |
Designs risk, resiliance, crisis prevention and issues management capabilities in multi-national contexts. |
| Dr David Croydon | Probability theory |
| Dr Anjali Mazumder | Methods in and applications of probabilistic graphical models, decision analysis, information theory, Bayesian methods, and causal inference. |
| Dr Heather Turner | Statistical modelling and statistical programming using the open source software R |