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Neil Chada

About Me

I am a final year PhD student part of the MASDOC programme. Prior to joining the University of Warwick I completed my undergraduate studies in Actuarial Mathematics and Statistics at Heriot Watt University in Edinburgh.


I am supervised by Prof. Andrew Stuart and Prof. Charles Elliott under EQUIP.


My research interests lie in the interface of applied and computational mathematics, primarily Bayesian inverse problems, data assimilation and uncertainty quantification. So far my research and projects that I have worked on have been based on:


  • Hierarchical Bayesian inversion: Recovering key features from the truth can be difficult depending on the prior form. To help aid this issue we aim to develop hierarchical approaches that are able to understand and reconstruct the truth and its hyperparameters associated with them. (joint work with Marco Iglesias, Lassi Roininen and Andrew Stuart).

- Parameterizations of Ensemble Kalman Inversion, 2017, arXiv:1709.01781

  • Analysis of hierarchical inversion: This is an extension of the work described above, but with deriving more analytical results. This includes continuous time limits and stability results.

- Continuous-Time Limits of Hierarchical Ensemble Kalman Inversion, in preperation.

  • Reduced order models: I have been interested in the applications of the reduced basis method (RBM) to certain inverse problems. At present I am seeking to construct a RBM approximation of the electrical impendance tomography inverse problem. (joint work with Andrew Stuart and Aretha Teckentrup).
  • Statistical comparision of measurements: We are interested in quantifying information change from a set of Gaussian measurements arising in inverse problems. This work looks to extend the current research through a Bayesian formulation and a Le Cam approach. (Joint work with Sergios Agapiou, Markku Lehtinen, Petteri Piiroinen and Lassi Roininen).


MA3H0 : Numerical Analysis & PDEs (2016/2017, 2017/2018).
MA3H7 : Control Theory (2016/2017).

ST952 : Introduction to Statistical Practice (2015/2016, 2016/2017).

First year supervisions ( 2015/2016).


  • [Talk] Annual Inverse Days, Oulu, "Hierarchical Ensemble Inversion: Analysis & Numerics, December 2017.
  • [Talk] Tomography and its applications in medical, atmospheric, and forensic imaging, Bath, "Hierarchical Ensemble Kalman Inversion", October 2017.
  • [Talk] IMA Conference on Inverse Problems from Theory to Application, Cambridge, "Hierarchical Ensemble Kalman Inversion", September 2017.
  • [Talk] LMS-EPSRC Durham Symposium: Model Order Reduction, TBA, August 2017.
  • [Talk] SIAM Annual Meeting, Pittsburgh, "Hierarchical Ensemble Kalman Inversion", July 2017.
  • [Talk] Mathematics for Measurement ICMS Workshop, Edinburgh, "Reduced Basis Method: Computational Speedup of Inverse Problems?", Febraury 2017.
  • [Poster] IMA Early Career Mathematicians' Autumn Conference, Warwick, "A RB-EnKF Method for Inverse Problems", November 2016.
  • [Talk] EQUIP Seminar, "Bayesian Inversion via the EnKF", October 2016.
  • [Talk] Imperial SIAM Chapter Annual Meeting, "Iterative Ensemble methods for Geometric Inverse Problems", June 2016.
  • [Poster] Oberwolfach Seminar: Data Assimilation: The Mathematics of Connecting Dynamical Systems to Data, Oberwolfach, "Iterative Ensemble methods for Geometric Inverse Problems", May 2016.
  • [Talk] InFoMM Modelling camp, Oxford, "Poor players or dodgy design: How important is the choice of football in the modern game?", March 2016.
  • [Talk] EQUIP Seminar, "Reduced Order Model in Uncertainty Quantification", February 2016.


Office: B3.04, Zeeman Building.

Email: n.chada(at)