Statistical Science News

Dr Alexandros Beskos awarded an EPSRC First Grant

28 March 2012

Dr Alexandros Beskos has been awarded EPSRC Grant EP/J01365X/1 under their First Grant Scheme. The project is called “Sequential Monte Carlo Methods for Applications in High Dimensions”. The aim of the project is to investigate and develop advanced Sequential Monte Carlo (SMC) methods of improved algorithmic efficiency in high dimensions, rendering SMC methodology practically relevant in applications in such contexts. Emphasis will be given to filtering problems in data assimilation.The total amount awarded was £98,688 and will fund a postdoctoral researcher for 12 months.