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:

  • modeling and inference for spatial-temporal processes, with important applications in environmental sciences including hydrology, climatology, and atmospheric science;
  • modeling and inference for complex computer models (e.g. climate and tsunami models);
  • theoretical research on epidemic models and genetics, leading to applications in the life sciences and insight on biological mechanisms;
  • studies of the theory, methodology and application of stochastic processes to dependent data, with particular focus in the areas of time series analysis, spatial statistics and network theory, see Stochastic Processes Group.

Theme members

Name Position Selected Applications and methods
Serge Guillas Reader (Theme Lead) Emulation and calibration of computer models, functional data analysis, time series, tsunami modeling
Alexandros Beskos Senior Lecturer  
Richard Chandler Professor Space-time modelling, trend analysis, inference for stochastic models, hydrology, climatology, statistical downscaling, multimodel ensembles, uncertainty analysis
Hilde Wilkinson-Herbots Senior Lecturer  
Valerie Isham Professor

Applied probability, point processes, spatial and spatio-temporal processes,  models for random networks. Applications to: hydrology, population processes, epidemics

Giampiero Marra Lecturer  
James Nelson Senior Lecturer  
Paul Northrop Senior Lecturer  
Sofia Olhede Professor Ecology, Neuroscience, Earth Science, Oceanography
Afzal Siddiqui Senior Lecturer  Energy economics, risk management
Joakim Beck
Postdoctoral Research Associate Design of computer experiments, emulation, tsunami modeling

Recent research grants

  • Knowledge Transfer Partnership (KTP), Combination of earthquake and tsunami catastrophe models, £172,780 from EPSRC & NERC (50%) and Aspen Insurance Ltd (50%) (Guillas PI)
  • Royal Society India-UK Scientific Seminar, Tsunami modelling challenges in the Indian Ocean: computations, inverse and forward problems, uncertainty quantification and source characterization, January 2014, £6,020 (Guillas PI)
  • NERC follow-on fund grant: A demonstration tsunami catastrophe risk model for the insurance industry (NE/L002752/1), Oct 13 - Jun 14, £97,197 (Guillas PI)
  • NERC Probability, Uncertainty and Risk in the Natural Environment (NE/J017434/),  Aug 12 - Aug 16, £2,000,000 (Chandler PI)
  • European Commission FP7 Project 260041, "Energy Efficiency and Risk Management in Public Buildings (EnRiMa)," October 2010–March 2014, €3.5 million (PI: Siddiqui)
  • UCL Business proof-of-concept, Tsunami Risk Model for the Cascadia Region, Oct. 2012-June 2013, £21,226 (Guillas PI)
  • Uncertainty Quantification Pipeline for Climate Models, EU FP7 Network of excellent PASCAL2 (Pattern Analysis, Statistical Modelling and Computational Learning). June-July 2012, 30,000 euros (Guillas PI)
  • Natural Environment Research Council Grant NE/GOO7748/1, "An Options Approach to UK Energy Futures," October 2011–June 2012, £130k (Co-I: Siddiqui, PI: Prof. Derek Bunn of London Business School)
  • Researcher Fellowship, Statistical and Applied Mathematical Sciences Institute (SAMSI), Sept-Dec 2011(Guillas)
  • 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, Olhede PI)

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