Dr Peter A. Whalley

I am an Assistant Professor in the Department of Statistics. Between 2024 and 2026, I was a postdoctoral researcher at the Seminar for Statistics, ETH Zürich, advised by Prof. Yuansi Chen.

Before that, I completed my PhD at the University of Edinburgh under Dr. Neil Chada, Prof. Ben Leimkuhler, and Dr. Daniel Paulin. I was a visiting researcher at the National University of Singapore from January to March 2023 and at Inria and École des Ponts, Paris, from September to October 2023.

My research focuses on stochastic numerics and Markov chain Monte Carlo methods, with applications in optimisation, machine learning, and statistical physics. You can find out more about my research in the SIAM July Spotlight.

See also my Google Scholar for a list of my publications.

Office Hours

2:30–3:30 on Mondays and Tuesdays.

My office is Room 1.11, First Floor, Mathematical Sciences Building.