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, biological and financial 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);
- modeling in finance, econometrics, biostatistics;
- theoretical research on epidemic models and genetics, leading to applications in the life sciences and insight on biological mechanisms;
|Alexandros Beskos (Theme Lead)||Hidden Markov Models; Financial Models; Econometrics; Inverse Problems; Graphical Models; Data Assimilation; Biostatistics; Copulas|
|Francois-Xavier Briol||Gaussian Processes; Inference for Stochastic Models; Statistical Emulators|
|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|
|Serge Guillas||Emulation and Calibration of Computer Models; Functional Data Analysis; Time Series; Tsunami Modelling|
|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|
|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|
Current and Recent Externally Funded Projects
- 2019-2023: PI Guillas, EU COST action "Accelerating Global science In Tsunami HAzard and Risk analysis" (AGITHAR), UK representative and Chair of Working group on Uncertainties.
- 2019-2020: PI Guillas, Co-I Beskos. Real-Time Advanced Data assimilation for Digital Simulation of Numerical Twins on HPC (RADDISH), EPSRC AI for science and government (ASG) and Alan Turing Institute, £225k.
- 2019-2022: PI Guillas, Future Indonesian Tsunamis: Towards End-to-end Risk Quantification (FITTER), Lloyd's Tercentenary Research Foundation, Lighthill Risk Network and Lloyd’s Register Foundation (Alan Turing Institute), £433k.
- 2019-2021 PI Guillas, EPSRC Tier 2 HPC Resource allocation Panel, Uncertainty Quantification for Tsunamis. Value: 100,000 GPU-hours & 40,000 KNL-hours on Cambridge Service for Data Driven Discovery (CSD3).
- 2019 PI Guillas, EPSRC IAA Knowledge Exchange and Innovation Funding, "High Resolution Cascadia Tsunami Hazard Model Incorporating Far-Field sources". Value: £36,277 (100% FEC)
- 2018-2020 PI Guillas, "Uncertainty Quantification Of Multi-scale And Multi-physics Computer Models: Applications To Hazard And Climate Models". Alan Turing Institute, in collaboration with the Universities of Oxford, Warwick and Exeter. Value: £480,509.
- 2018-2019 PI Guillas, EPSRC IAA Knowledge Exchange and Innovation Funding, Catastrophe modelling for Tsunamis in the Western Indian Ocean. Value: £188,769 (100% FEC)
- 2018-2019 PI Guillas, EPSRC tier 2 HPC Resource allocation Panel, Uncertainty Quantification for Tsunamis. Value: 1) 4,000 GPU-hours on the National GPU facility for Machine Learning, Molecular Dynamics, and Data Science Research JADE; 2) 46,000 GPU-hours & 41,000 KNL-hours on Cambridge Service for Data Driven Discovery (CSD3).
- 2017-2018 PI Guillas, EPSRC M2D (From Models to Decision: Decision Making Under Uncertainty), University of Exeter. Potential large Tsunami Hazards Associated with Landslide Failure along the West Coast of India: from Uncertainties to Planning decisions. Value (without overheads): £23,123.
- 2017-2018 PI Guillas, NERC/AHRC/ESRCGlobal Challenges Research Fund (GCRF). Co-Is UCL, Brunel, LSE, IISc and IIHS, "Tsunami Risk for the Western Indian Ocean: Steps toward the Integration of Science into Policy and Practice". Value: £198k (100% FEC).
- 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.
- Probability, Uncertainty and Risk in the Natural Environment, £683k, NERC NE/J017434/1, Aug 2012 - Aug 2016, PI: Chandler.