Professor Mark Girolami (Director, CRiSM)
Mark Girolami joined the Department in January 2014 as a Professor of Statistics. He holds an honorary professorship in Computer Science at Warwick, is an EPSRC Established Career Fellow (2012 - 2017) and previously an EPSRC Advanced Research Fellow (2007 - 2012). He is also honorary Professor of Statistics at University College London, is the Director of the EPSRC funded Research Network on Computational Statistics and Machine Learning and in 2011 was elected to the Fellowship of the Royal Society of Edinburgh when he was also awarded a Royal Society Wolfson Research Merit Award.
His research and that of his group covers the investigation and development of advanced novel statistical methodology driven by applications in the life, clinical, physical, chemical, engineering and ecological sciences. He also works closely with industry where he has several patents leading from his work on e.g. activity profiling in telecommunications networks and developing statistical techniques for the machine based identification of counterfeit currency which is now an established technology used in current Automated Teller Machines.
Probabilistic Numerics - what all the cool kids are up to these days.
New paper with Chris Oates and Nicolas Chopin "Control Functionals for Monte Carlo Integration"
New paper with Mike Betancourt, Simon Byrne, and Sam Livingstone "The Geometric Foundations of Hamiltonian Monte Carlo"
Bui, T. and Girolami, M. "Solving Large-Scale PDE-constrained Bayesian Inverse problems with Riemann Manifold Hamiltonian Monte Carlo", Inverse Problems, 30, 114014, doi:10.1088/0266-5611/30/11/114014.
Filiponne, M. and Girolami, M. "Pseudo-Marginal Bayesian Inference for Gaussian Processes", IEEE Transactions Pattern Analysis and Machine Intelligence, 36(11), 2214-2226, 2014.
Kramer A, Stathopoulos V, Girolami M, Radde N. MCMC_CLIB–an advanced MCMC sampling package for ODE models, Bioinformatics (2014) 30 (20): 2991-2992.
Book Chapter with Des Higham and Ben Calderhead on.... Zombies