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.

Jump to: Faculty · Research Fellows · Emeritus/Honorary · Associates

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 John Aston	Computational statistics, statistics for neuroimaging (human brain mapping), time series analysis. Seasonal adjustment. Markov chain pattern distribution theory.
Dr Julia Brettschneider	Statistical methodology for high-dimensional molecular data, methodology for statistical analysis of high-throughput genomic and proteomic data.
Dr David Croydon	Probability theory. Random walks on random graphs. Random fractals.
Dr Bärbel Finkenstädt	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.
Professor Simon French	Decision Analysis; Decision Support; Risk Analysis and Communication; Statistical Techniques; Information Systems; Collaboration and the Web; Public Sector; Environmental Management; Emergency Management
Dr Ben Graham	Statistical mechanics and phase transition, the Isling model.
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 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 Martin Kolb	Spectral theory of generators of semigroups and conditional stochastic processes.
Dr 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 aspects of chaos and chaos-based communications. Reversed chaotic and stochastic time series modelling. Likelihood-based regression diagnostics and influence.
Dr Anastasia Papavasiliou	Applied probability. Stochastic filtering and control. Theory of rough paths. Applications to signal processing. Multiscale systems.
Dr Robin Reed	Queues. Use of S-PLUS especially in time series.
Professor Gareth Roberts	Stochastic processes, computational statistics, Bayesian statistics and mathematical finance.
Dr Ewart Shaw	Bayesian statistics. Numerical integration and Monte Carlo techniques. Analysis of high dimensional distributions. Medical statistics.
Professor Jim Smith	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.
Professor Mark Steel	Bayesian statistics and econometrics. Modelling of skewness. Spatial statistics. Model uncertainty. Semi- and nonparametric Bayes.
Dr Elke Thönnes	Statistical image analysis. Spatial statistics. Stochastic geometry. Markov chain Monte Carlo and perfect simulation.
Dr Jon Warren	Brownian motion. Local times. Branching processes. Dynamical systems.
Dr Nikolaos Zygouras	Probability, mathematical physics (random media, stochastic PDE's, statistical mechanics).

Research Fellows:

Dr Dalia Chakrabarty (WCAS)	Algorithm development with astrophysics, numerical and statistical algorithms, galactic dynamics, milky way modelling and cluster cosmology.
Dr Chris Jewell	Bayesian models to make inference on epidemics in animal populations.
Mr Martin Klimmek	Inverse problems, model independent bounds for derivatives, Skorokhod embedding, optimal stopping, convex analysis
Dr Ioannis Kosmidis	Penalised likelihood methods in generalised linear and nonlinear models, composite likelihood methods and applications, clustering methods and applications, stochastic simulation algorithms.
Dr Krzysztof Łatuszyński	Markov chain Monte Carlo, adaptive Monte Carlo, stochastic simulations and Bayesian statistics
Dr Anthony Lee (CRiSM)	Monte Carlo Methodology, Computational Statistics, Bayesian Inference
Dr Thomas Nichols	Statistical methods for the analysis of brain image data.
Dr Alberto Sorrentino	Particle filtering, regularization, magnetoencephalography and magnetic resonance imaging
Dr Simon Spencer	Bayesian inference, stochastic processes and applied probability, MCMC methods
Dr Heather Turner	Plaid Models for gene expression data. Statistical methods for social science. Generalised non-linear models
Dr Wei Yang	Stochastic differential equations. Financial mathematics. Stochastic processes and control.

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 Jeff Harrison	Forecasting and time series analysis. Socio-economic modelling. Bayesian statistics. Foundations of statistics.

Honorary Professor:

Dr Tim Davis

Honorary Professor of Statistical Science in Engineering.

Associate Fellows:

Dr John Fenlon	Experimental design; the analysis of discrete data, particularly related to various forms of biological assay; statistical methods in chemistry; general statistical consultancy
Dr Geoff Freeman	Design of experiments. Combinatorics. Biological applications.
Dr Jen Marsh	Missing data techniques, and more generally in the application of statistics to medical studies
Dr Aleksandar Mijatović	Stochastic processes (martingale theory and SDEs with jumps). Calibration and parameter estimation, implied volatility.
Dr Sach Mukherjee	statistical approaches in molecular and systems biology.
Dr Eva Riccomagno	Algebraic statistics
Dr Fabio Rigat	Markov chain Monte Carlo methods for Bayesian inference, utility-based model selection, non-parametric models for survival data, network models for dynamic biological systems, non-parametric dynamic regression models, Bayesian CART models, pathway modelling