Department of Statistical Science

Statistical Science

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Stochastic Modelling and Time Series

The research carried out under this theme covers the development of generic stochastic models and the investigation of their properties, as well as modelling and inference for applications in a range of physical and biological sciences. Major components include:

• modelling and inference for spatial-temporal processes, with important applications in environmental sciences including hydrology, climatology, and atmospheric science,
• theoretical research on epidemic models and genetics, leading to applications in the life sciences and insight on biological mechanisms.

Theme members

Name	Position	Selected Applications
Serge Guillas	Reader (Theme Lead)
Alexandros Beskos	Lecturer
Richard Chandler	Senior Lecturer
Hilde Wilkinson-Herbots	Lecturer
Valerie Isham	Professor
Giampiero Marra	Lecturer
James Nelson	Lecturer
Paul Northrop	Lecturer
Sofia Olhede	Professor	Ecology, Neuroscience, Earth Science, Oceanography
Afzal Siddiqui	Senior Lecturer	Energy economics, risk management
Somayeh Heydari	Postdoctoral Research Associate	Stochastic optimisation, energy price modelling
Anton Flugge	PhD Student
Victoria Harris	PhD Student
Zhen Li	PhD Student
Lajos Maurovich-Horvat	PhD Student	Risk management, energy, stochastic programming
Farha AlKuwari	PhD Student	Statistical downscaling, ground level ozone
Ah Yeon Park	PhD Student	Functional data, semi-parametric regression, stratospheric ozone
Andria Sarri	PhD Student	Emulation of tsunami models

Recent research grants

• Hydrological extremes and feedbacks in the changing water cycle, Feb 2011 - Feb 2014 (Chandler PI)
• Leverhulme Research Fellowship, "stratospheric ozone and climate change" Jan. 2011- Dec. 2012 (Guillas PI)
• EPSRC Leadership Fellowship High Dimensional Models for Multivariate Time Series Analysis (EP/I005250/1) Oct. 2010–Sept. 2015 £1,220,055. (Olhede PI)
  
• NERC Studentship (NE/F013051/1) Oct. 2008– Sept. 2012 £71,343. Multiscale Analysis of Integrated and Species-Specific Response to Climate Forcing and Eutrophication in Northern European Seas
• EPRSC Network Grant (EP/F031157/1) Jan. 2008–Dec. 2010 £ 102,403. Network on multiScale Information, RePresentatIon and Estimation -- (INSPIRE)
• EPSRC Springboard Fellowship Oct. 2007–Sept. 2008 £122,637. Modelling Complex-Valued Diffusion Tensor Imaging Data and Efficient Methods for Inference (EP/E031536/1)
• 2006 (2 months) EPSRC Visiting Fellowship for Professor Harry Pavlopoulos. Spatial-temporal variability of observed and simulated rainfall fields. £6K
• 2006-2007 New Researcher Fellowship, Statistical and Applied Mathematical Sciences Institute (SAMSI), (Guillas)
• 2005-2007. EPA STAR Grant, Center for Integrating Statistical and Environmental Science, University of Chicago. (Guillas, co-PI)
• 2003-2006 DEFRA project FD2113. Spatial-temporal rainfall modelling with climate change scenarios (Chandler and Isham jointly with Onof and Wheater at Imperial College) £154K.
• 2002-2005. DEFRA project FD2115. Improved Methods for National Spatial-Temporal Rainfall and Evaporation Modelling for BSM. (Chandler and Isham jointly with Onof and Wheater at Imperial College) £683K
• 2002-2005 NERC Environmental Mathematics and Statistics studentship: Modelling of the Geochemical Mobility of Arsenic in Cornwall. (Isham jointly with Glass at Exeter) £54K