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Dr Murray Pollock

I am currently an Assistant Professor within the Department of Statistics at the University of Warwick. Prior to this I was a Research Fellow on the £2.4M EPSRC programme grant ''Intractable Likelihood: New Challenges from Modern Applications (i-like)'' (held jointly between Bristol, Lancaster, Oxford and Warwick universities), and completed my Ph.D. at Warwick (under the supervision of Adam Johansen and Gareth Roberts). Before entering academia I worked for a number of years as an actuary for Cigna in the US (Philadelphia) and Spain (Madrid), and hold a passing interest in actuarial and other financial topics.

I'm currently highlighting the following:

*Available Research Projects*

*LMS Invited Lecture Series / CRISM Summer School in Computational Statistics*

Current Research Interests

  • Algorithmic design
  • Bayesian inference
  • Computational statistics
  • Monte Carlo methodology
  • Perfect simulation
  • Scalable methods for big data and big models
  • Stochastic differential equations

Teaching

  • Please see my teaching pages for details of lecturing responsibilities, and office hours.

Research Students

  • Prospective research students should feel free to contact me. Ideas for possible projects can be found here.
  • Current Ph.D. Students:
    1. Divakar Kumar (4th year, jointly with Gareth Roberts) - Working on ReScaLE (Regenerating ScaLE, implemented using alternate algorithms for simulating Quasi-Stationary Distributions).
    2. Marcin Mider (3rd year, jointly with Paul Jenkins and Gareth Roberts) - Working on diffusion bridge simulation.

Publications

  • Details of publications can be found here.

Conferences, Seminars and Reading Groups

  • Please see my organisation pages for details of conferences, seminar series and reading groups I have organised. To date I have organised 13 conferences, and currently organise 4 seminar series and reading groups.
  • Please see my travel pages for details of upcoming conference attendance (and previous attendance).

Grants etc.

  1. "LMS Invited Lecturer" for Prof. Art Owen (Stanford), held at the University of Warwick - London Mathematical Society - \approx£10k (with Christian Robert (Dauphine)) - 2018.
  2. "Prospective, Retrospective Monte Carlo" - Brazil Partnership Fund (Santander) - £10k (PI, with Flávio Gonçalves (UFMG) and Krzysztof Łatuszyński (Warwick) as CIs) - 2014-2016.

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Contact Details

R2.32, Ramphal
Department of Statistics
University of Warwick
CV4 7AL
United Kingdom


m dot pollock at warwick dot ac dot uk


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