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;
|Alexandros Beskos (Theme Lead)||Emulation and calibration of computer models; functional data analysis; time series; tsunami modeling|
|Richard Chandler||Climatology; hydrology; inference for stochastic models; multimodel ensembles; space-time modelling; statistical downscaling; trend analysis; uncertainty analysis|
|Petros Dellaportas||Hidden Markov models; volatility time series models|
|Simon Harden||Spatial point processes|
|Valerie Isham||Applied probability; epidemics; hydrology; models for random networks; point processes; population processes; spatial and spatio-temporal processes|
|Giampiero Marra||Energy economics; spatio-temporal modelling|
|Paul Northrop||Climatology; hydrology; inference for stochastic models; modelling of extreme values; multimodel ensembles; offshore engineering; rainfall modelling|
|Sofia Olhede||Ecology; earth science; neuroscience; oceanography|
|Matina Rassias||Stochastic functional differential equations and applications|
|Afzal Siddiqui||Energy economics; risk management|
|Hilde Wilkinson-Herbots||Applications of probability and stochastic processes to problems in genetics; epidemic models|
Other members: Franz Király.
Current and Recent Externally Funded Projects
- Knowledge Transfer Partnership: Combination of earthquake and tsunami catastrophe models, £173k, EPSRC & NERC (50%) and Aspen Insurance Ltd (50%), Nov 2014 - Oct 2016, PI: Guillas.
- A demonstration tsunami catastrophe risk model for the insurance industry, £97k, NERC NE/L002752/1, Oct 2013 - Jun 2014, PI: Guillas.
- Probability, Uncertainty and Risk in the Natural Environment, £683k, NERC NE/J017434/1, Aug 2012 - Aug 2016, PI: Chandler.
- An Options Approach to UK Energy Futures, £130k, NERC NE/GOO7748/1, Oct 2011 – Jun 2012, CI: Siddiqui.
- Hydrological extremes and feedbacks in the changing water cycle, £184k, NERC NE/I006656/1, Feb 2011 - Feb 2014, PI: Chandler.
- Stratospheric ozone and climate change, £44k, Leverhulme Trust, Jan 2011 - Dec 2012, PI: Guillas.
- High Dimensional Models for Multivariate Time Series Analysis, £990k, EPSRC EP/I005250/1, Oct 2010 - Sep 2015, PI: Olhede.
- EnRiMa - Engergy and Risk Management in Public Buildings, €3500k, EC FP7 260041, Oct 2010 - Mar 2014, CI: Siddiqui.