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Dr Murray Pollock

I am currently an Assistant Professor within the Department of Statistics at the University of Warwick. Prior to this I was a Research Fellow on the £2.4M EPSRC programme grant ''Intractable Likelihood: New Challenges from Modern Applications (i-like)'' (held jointly between Bristol, Lancaster, Oxford and Warwick universities), and completed my Ph.D. at Warwick (under the supervision of Adam Johansen and Gareth Roberts). Before entering academia I worked for a number of years as an actuary for Cigna in the US (Philadelphia) and Spain (Madrid), and hold a passing interest in actuarial and other financial topics.

I'm currently highlighting the following:

*Fundraising (LeJog) for Mind*

*Available Research Projects*

Current Research Interests

  • Computational statistics
  • Cryptography
  • Monte Carlo methodology
  • Perfect simulation
  • Risk modelling
  • Stochastic differential equations

Teaching

  • Please see my teaching pages for details of lecturing responsibilities, and office hours.

Research Students

  • Prospective research students should feel free to contact me. Ideas for possible projects can be found here.
  • Current Ph.D. Students:
    1. Divakar Kumar (4th year, jointly with Gareth Roberts) - Working on ReScaLE (Regenerating ScaLE, implemented using alternate algorithms for simulating Quasi-Stationary Distributions).
    2. Marcin Mider (3rd year, jointly with Paul Jenkins and Gareth Roberts) - Working on diffusion bridge simulation.

Publications

  • Details of publications can be found here.

Conferences, Seminars and Reading Groups

  • Please see my organisation pages for details of conferences, seminar series and reading groups I have organised. To date I have organised 13 conferences, and currently organise 4 seminar series and reading groups.
  • Please see my travel pages for details of upcoming conference attendance (and previous attendance).

Grants etc.

  1. "Rutherford Strategic International Fellowship" - £12k (PI, with Flávio Gonçalves (UFMG) as CI) - 2018-2019.
  2. "LMS Invited Lecture Series" for Prof. Art Owen (Stanford), held at the University of Warwick - London Mathematical Society - \approx£10k (with Christian Robert (Dauphine)) - 2018.
    • Additional funding raised of £12k from Google, Amazon and CRiSM.
  3. "Prospective, Retrospective Monte Carlo" - Brazil Partnership Fund (Santander) - £10k (PI, with Flávio Gonçalves (UFMG) and Krzysztof Łatuszyński (Warwick) as CIs) - 2014-2016.