- People
People
Director of the MASDOC CDTCharlie Elliott Professor of Mathematics Co-Director of the MASDOC CDTGareth Roberts Professor of Statistics MASDOC Director of StudiesChristoph Ortner Reader in Mathematics MASDOC AdministratorChris RichleyThe following Faculty are also affiliated with MASDOC
Stefan Adams is a Reader in the Department of Mathematics and his research is in the area of Large deviation theory, probability theory, Brownian motions, statistical mechanics, gradient models, multiscale systems. Larbi Alili is Associate Professor in Statistics. His research interest lies in Stochastic processes, particularly continuous linear diffusions and Lévy processes, and their applications. His topics of interest include the following ones: additive functionals, path properties, exit problems and filtrations. He is also interested in applications to option pricing, dependence structures and insider trading models. John Andersson is an Associate Professor in the Department of Mathematics. Sigurd Assing is an Associate Professor in Statistics. His research interests are in Probability theory, random processes, stochastic analysis, statistical mechanics and stochastic simulation. John Aston is an Assoicate Professor in Statistics. Hi research interests lie in computational statistics, statistics for neuroimaging (human brain mapping), time series analysis. Seasonal adjustment. Markov chain pattern distribution theory. Dwight Barklay is a Professor in the Mathematics Department and is also Director of Graduate Studies. His research lies in the areas of Applied and computational mathematics - nonlinear phenomena. Julia Brettschneider is an Associate Professor in Statistics. Her research interests are in Statistical methodology for high-dimensional molecular data, methodology for statistical analysis of high-throughput genomic and proteomic data. Colm Connaught is an Associate Professor and RCUK Fellow in the Mathematics and Complexity departments. His research is in the areas of non-equilibrium statistical mechanics, fluid dynamics and turbulence, nonlinear waves, interacting particle systems. David Croydon works in probability theory, with his main research interest being in diffusions on random fractals and how such processes can be constructed as scaling limits of related random walks on random graphs. He joined the Department of Statistics in 2006, after having completed his DPhil at the University of Oxford. Andreas Dedner is an Associate Professor in the Mathematics Department. His research interests are Numerical analysis and scientific computing (he is part of CSC); higher order methods for solving non-linear evolution equations; generic software design for grid based numerical schemes; geophysical flows; radiation magnetohydrodynamics Charlie Elliott is a Professor in the Mathematics department and also the Director of the MASDOC Doctoral Training Programme. His research is centred around nonlinear partial differential equations and computational mathematics with applications(mathematical biology, material science, continuum mechanics, phase transitions etc) including numerical analysis and applied analysis. In particular, finite element methods, free boundary problems, geometric evolution equations and surface growth, two phase flow, cell motility, biomembranes and PDE optimisation. Bärbel Finkenstädt is an My area of research is in statistics and mathematical biology. In particular, I am interested in the analysis of time series and stochastic processes and their connection to the theory of dynamical systems in biology. These are typically systems that can be described by stochastic or ordinary differential equations. In the past I have mainly worked on research problems in population ecology and epidemiology. More recently I have been focusing on molecular biology. There are many interesting statistical challenges in linking these sciences to real data. David Firth is a Professor and also head of the Department of Statistics. He works on statistical theory, methods and computation, and applications in many disciplines, especially the social sciences. He is co-director of the EPSRC Academy for PhD Training in Statistics, a member of the management team of the Warwick/EPSRC Centre for Research in Statistical Methodology (CRiSM), and a member of the ESRC National Centre for Research Methods in social science. Other recent activities have included chairing the Research Section of the Royal Statistical Society, and membership of the ESRC Research Grants Board and the National Statistics Methodology Advisory Committee. He is a former Editor of the Journal of the Royal Statistical Society (Series B, Statistical Methodology). In 2008 he was elected a Fellow of the British Academy. Simon French has recently joined the Department of Statistics and became Director of the Risk Initiative and Statistical Consultancy Unit (RISCU). He moved here from Manchester Business School, where he was Professor of Information and Decision Sciences. Simon's research career began in Bayesian statistics and he was one of the first to apply hierarchical modelling, particularly in the domain of protein crystallography. Nowadays he is better known for his work on decision making, which began with his early work on decision theory and saw several papers on the mathematical foundations of rational decision making and the publication of his 1986 text on Decision Theory. That strand of work still continues in the background: e.g. his book on Statistical Decision Theory, co-authored with David Rios Insua. However, his work has generally become more applied; looking at ways of supporting real decision makers facing major strategic and risk issues. Vassili Galfreich is a Professor and EPSRC Leadership Fellow in the Department of Mathematics. His research interests lie in Dynamical systems Statistical mechanics and phase transition, the Isling model. Stefan Grossinskey is an Associate Professor in the Department of Mathematics. His research is in the area of Applied probability theory, stochastic processes and complex systems, statistical mechanics. Martin Hairer is a Professor in the Mathematics Departmetn and is also an EPSRC Advanced Research Fellow. His research is in the area of Stochastic PDE's, stochastic analysis, functional analysis, homogenisation theory. David Hobson is a Professor in the Department of Statistics. His research lies in probability and financial mathematics. Thomas House is an EPSRC Career Acceleration Fellow in Warwick Mathematics Institute, with links to WIDER, Complexity Science and the Epidemiology group in the School of Life Sciences. His research is in the broad area of epidemic modelling. Development of mathematics for Epidemiology and Public Health. Of particular interest is numerically efficient evaluation of the non-standard likelihoods associated with models of infectious diseases to improve performance of computationally intensive inference, an enterprise involving probability, numerics and statistics. Jane Hutton is a Professor in the Department of Statistics. She works in medical statistics, with special interests in survival analysis, meta-analysis and non-random data. Accelerated failure time models are a particular focus in her research in survival analysis. She has major collaborations in cerebral palsy and epilepsy. Her work with Professor Peter Pharoah and Dr Allan Colver, on life expectancy in cerebral palsy, has had a substantial effect on the size of awards in medico-legal cases. This work is widely cited nationally and internationally. In epilepsy, she has contributed to many Cochrane reviews of anti-epileptic drugs. She is currently working on a research project with Dr Tony Marson, of Liverpool University Neurosciences Department. She has written extensively on ethics and philosophy of statistics. She has contributed to Research Council ethics guidelines. Saul Jacka is a Professor in the Department of Statistics. His research is in many areas of probability theory with special interests in mathematical finance, stochastic processes, stochastic control, optimal stopping, conditioned processes and probability on trees and related structures. Professor Jacka is currently Editor-in-Chief of the international journal Stochastics. Monte Carlo Methods, Computational statistics. Time series. Bayesian inference and decision making. Matt Keeling is a Professor and is a joint appointment between the Mathematics Department and the Department of Life Sciences. His research lies in the areas of population dynamics, mathematical biology, epidemiology, evolution, spatial systems, stochastic processes. Wilfrid Kendall is a Professor in the Department of Statistics. He works mostly in probability theory, with particular interests in: random processes, stochastic geometry, stochastic calculus, computer algebra in statistics and probability, and perfect simulation. He is co-director of APTS, and was one of 3 organizers of the EPSRC-funded workshop Probability 2008: New Scaling Limits and Other Recent Developments, Monday 31st March to Friday 4th April 2008. Dr Jo Kennedy is a Senior Lecturer in Statistics having joined the department in 1998. She previously held positions at the University of Oxford and Bristol. In recent years her research activities have focused on interest rate derivatives with particular attention to the modelling requirements of market practitioners. She is co-author with Phil Hunt of Financial Derivatives in Theory and Practice, John Wiley & Sons, 2000. She gained her PhD in probability theory at the University of Cambridge having completed her undergraduate degree and MSc degrees at the University of Sydney. Robert Kerr is a Professor in the Mathematics department and has a joint appointment with Engineering. His active research is in the following areas. Markus Kirkilionis is an Associate Professor in the Mathematics department. His research is in general mathematical modeling and simulation complex systems mathematical biology. Vassili Kolokoltsov is a Professor in the Department of Statistics. His general research interests: probability and stochastic processes, mathematical physics, differential equations and functional analysis, optimization and games with applications to business, biology and finances. Roman Kotecký is a Professor in the Deparment of Mathematics. His research interests are Probability; statistical physics; theory of phase transitions. Tony Lawrance is a Professor in the Department of Statistics. He has served as a Vice-President of the Royal Statistical Society and Honorary Secretary of its Research Section and is currently Chairman of the West Midlands Group. He is a fellow of the American Statistical Association and an elected member of the International Statistical Institute. Tony Lawrance’s PhD research was on stochastic point processes for computer failure analysis while lecturing at the University of Leicester and then at the IBM New York Research Center. Subsequent research areas have included non-Gaussian time series, stochastic hydrology, likelihood theory, statistical diagnostics and statistical modelling in automotive engine management. Current research is concerned mainly with two areas, firstly with the statistical and chaotic aspects of synchronized laser-based communication modelling. This is an engineering area where statistical theory can be developed and leveraged to achieve optimum performance. Binary signals are embedded securely in laser transmissions with the receiver using a remotely synchronized laser and a likelihood decoder. His second current area of research is in the statistical analysis and nonlinear modelling of financial time series. Current work covers exploratory graphics of time series volatility and the representation of some well-known financial models by models with volatile autoregressive linear structure. Research activities are supported by international collaborators from Australia, Canada, France, Hong Kong, India, Japan and USA. Xue-Mei Li is an Associate Professor in the Department of Mathematics. Her research lies in the areas of Stochastic differential equations and dynamical systems, stochastic analysis on geometric spaces and in infinite dimensions, diffusion processes, investigation of measures, investigation of concrete stochastic models. Robert Mackay is a Professor of Mathematics and also a Director of Mathematical Interdisciplinary Research and Director of Centre for Complexity Science. His research is in the area of Control of complex systems, hierarchical aggregation of complex systems Sergey Nazarenko is a Professor in the Mathematics Department and Director of the MSc in Mathematics. His research is in the area of turbulence, waves and vortices in superfluids, Bose-Einstein condensates, astrophysical fluids, plasma. See my web page Thomas Nichols is a Principal Research Fellow and Head of Neuroimaging Statistics at the Institute for Digital Healthcare, holding a joint position between Warwick Manufacturing Group & the Department of Statistics. Before joining the University of Warwick he was the Director of Modelling & Genetics at the GlaxoSmithKline Clinical Imaging Centre at Hammersmith Hospital in London, where he worked on statistical methods for fMRI in the context of clinical trials, and integrating genetic data into brain image analyses. Before coming to the UK he was an Associate Professor of Biostatistics at the University of Michigan, and in 2001 received his Ph.D. in statistics from Carnegie Mellon University where he also trained in cognitive neuroscience. He has been active in the field of functional neuroimaging since 1992, when he worked at the University of Pittsburgh's PET Center as a programmer and statistician. Dr. Nichols' research focuses on modelling and inference of neuroimaging data, including PET, fMRI & M/EEG. Neil O'Connell is a Professor in the Department of Mathematics and his research areas include Brownian motion, random matrices and related topics. Christoph Ortner is a Reader in the Department of Mathematics and also Head of Studies on the MASDOC Doctoral Training Programme. His main interest is the coarse graining of atomistic models for solids, in particular the construction and analysis of atomistic-to-continuum coupling methods (a/c methods, quasicontinuum methods). The idea of a/c methods is to use computationally expensive atomistic models to describe only those regions of a computational domain that require atomistic accuracy, e.g., the neighbourhood of a crystal defect, and to use a coarse-grained continuum model to describe the elastic fields. At least in principle, this process can yield models with near atomistic accuracy at a significantly reduced computational cost. Applied probability. Stochastic filtering and control. Theory of rough paths. Applications to signal processing. Multiscale systems. Dr Robin Reed is an experienced lecturer listing research interests in queues, stochastic models in biology and aspects of probability theory. He is also expert in statistical computing and the teaching and application of many statistical computer packages to large and small data sets. Gareth Roberts is a Professor in the Department of Statistics, Co-Director of the MASDOC Doctoral Training Programme and also Director of CRiSM. His research interests lie in Computational Statistics, particularly MCMC, particle filtering, Monte Carlo likelihood; Stochastic processes, especially stability theory for Markov chains, Stochastic Differential Equations; Stochastic simulation; Inference for Stochastic Processes; Statistical methodology for missing data; Bayesian statistics; statistical inference for Infectious diseases. James Robinson is a Professor in the Department of Mathematics and he is also an EPSRC Leadership Fellow. His research lies in Rigorous fluid dynamics and turbulence; infinite-dimensional dynamical systems; random dynamical systems; non-autonomous dynamical systems; embeddings of finite-dimensional sets into Euclidean spaces. Jose Rodrigo is an Associate Professor in the Department of Mathemtics and his research interests lie in the areas of partial differential equations and fluid mechanics. Ewart Shaw is an Associate Professor in the Department of Statistics. He researches in the areas of Bayesian statistics. Numerical integration and Monte Carlo techniques. Analysis of high dimensional distributions. Medical statistics. Jim Smith is a Professor in the Department of Statistics. His research lies in the areas of environmental modelling. Game theory. Bayesian decision theory. Foundations of statistics. Business time series. Influence diagrams. Graphical methods. Is an Associate Professor in the Department of Statistics. He is interested in combinatorial stochastic processes and special functions arising in exchangeable and partially exchangeable models, with main applications in Mathematical Population Genetics, Bayesian Nonparametric Statistics, Measure-valued processes. Colin Sparrow is a Professor and also Head of the Department of Mathematics. His research interests include dynamical systems, differential equations, bifurcations, game theory, discrete event systems Bjorn Stinner is an Assistant Professor in the Department of Mathematics. His research areas are Free Boundary Problems and PDEs on Manifolds; Applied Analysis of Nonlinear Partial Differential Equations; Finite Element Methods and their Numerical Analysis; Continuum Modelling, particularly based on the Phase Field Methodology. Mark Steel is a Professor in the Department of Statistics. He is interested in theoretical and applied Bayesian statistics, including multivariate distribution theory, inference robustness, Bayesian model averaging, spatial statistics, non- and semiparametric inference, stochastic frontier models, contingent valuation and stochastic volatility models. Part of his interests stem from his background in economics: he held a Chair in Economics at the University of Edinburgh from 1998-2000. He then moved to a Chair of Statistics at the University of Kent at Canterbury and has joined the University of Warwick in 2003. He is an Editor of Bayesian Analysis and Associate Editor of the Journal of Econometrics, the Journal of Productivity Analysis and of the Central European Journal of Economic Modelling and Econometrics. Previously, he was Associate Editor of the Journal of the Royal Statistical Society, Series B (2003-2007), the Journal of Business and Economic Statistics (2000-2006) and of Econometric Theory (1994-2005). He has been a Fellow of the Journal of Econometrics since 1997. He has had a variety of roles in the International Society for Bayesian Analysis and in the Royal Statistical Society. Andrew Stuart - Professor of Mathematics Andrew Stuart is a Professor in the Mathematics Department and he researches in the area of Applied and computational mathematics. Bayesian statistics and econometrics. Modelling of skewness. Spatial statistics. Model uncertainty. Semi- and nonparametric Bayes. Florian Theil is a Associate Professor in the Department of Mathematics. His research lies in the areas of Multiscale systems, analysis, nonlinear partial differential equations. Elke Thönnes has a lecturing position held jointly between the Department of Statistics and the Centre for Scientific Computing. After obtaining her PhD in Statistics from the University of Warwick in 1998, she worked as a research assistant in the School of Mathematics at Chalmers Technical University in Gothenburg as part of the European network for the computational and statistical analysis of spatial data. In 1999 she returned as a research assistant to the Department of Statistics at Warwick. Her research interests lie in computational statistics with emphasis on Markov chain Monte Carlo, in particular perfect simulation, and statistical image analysis. Past projects include in an interdisciplinary research project, joint with computer scientists, aiming at the analysis of images of cerebral blood vessels and project funded by the Forensic Science Service on fingerprint data. Roger Trible is an Associate Professor in the Mathematics Department. His research is in the area of Probability, in particular interacting particle systems and stochastic partial differential equations. Daniel Uelstchi is a Reader in Mathematics and has research interests in analysis, probability theory, statistical mechanics, mathematical physics Dr Jon Warren is a Senior Lecturer in Statistics at Warwick. He completed his PhD and post-doctoral work at the University of Bath. His research interests lie in probability theory and include stochastic flows, random matrices, and properties of Brownian motion. Oleg Zaboronski is an Reader in the Department of Mathematics. He researches in the areas of Information theory of data storage, Non-equilibrium statistical mechanics of interacting particle systems, Non-ideal turbulence, Theory of random matrices and integrable systems. Probability, mathematical physics (random media, stochastic PDE's, statistical mechanics).
Contact e-mail address: masdoc.info at warwick.ac.uk |
