The Stochastic Processes Group (SPG@UCL), led by Professor Sofia Olhede, is a research group based in the Department of Statistical Science at University College London.
The group comprises of professors, lecturers, post-docs and PhD students (see members) studying the theory, methodology, and application of stochastic processes to big data problems.
A particular focus of the group is in the areas of time series analysis, spatial statistics and network theory. Applications range across topics including neuroscience, ecology, finance, and environmental sciences (see publications).
The group holds weekly meetings during term-time, and regularly invites external visitors to speak about their work, please do get in touch.
- List of upcoming meetings and speakers
- Past speakers
- Latest news and upcoming activities of our members