I am an assistant professor (lecturer) in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, also affiliated with the Maxwell Institute for Mathematical Sciences. I am a Fellow of the Higher Education Academy.
I serve on the commitee of the Applied Probability Section of the Royal Statistical Society.
Postal address: School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh EH14 4AS, UK.
Telephone: +44 (0) 131 451 3212
I co-organised two meetings in Edinburgh in June 2018:
I was an invited speaker at Stochastic Models VI, held 3-8 June 2018.
I gave a probability seminar at the University of Manchester on 2 May 2018.
I co-organised a meeting on Probability in Actuarial Science, held in London on 15 November 2017. Further details are available here.
I was an invited speaker at the LMS-EPSRC Durham Symposium on 'Markov Processes, Mixing Times and Cutoff', held in July 2017. Further details, including slides and a recording of my talk, are available here.
My research is in applied probability. In many real-life situations probability distributions of interest are tricky to handle, but can be well approximated by distributions which are much easier to work with (such as a Gaussian or Poisson distribution). Much of my work has been in the theory and application of Stein's method, which allows the quality of such probability approximations to be explicitly evaluated in a wide variety of settings without relying on assumptions of independence. Stein's method also has several links with information theory which have provided a fruitful area of research.
A poster I produced (in January 2014 as part of the Heriot-Watt Crucible VI) introducing me and my research can be found here.
A list of my publications and preprints can be found here.
PhD studentships in analysis and its applications (which include probability) are available through MIGSAA. Details of other PhD opportunities are available here.
This year I am teaching courses in statistics and probability for undergraduate and Masters students. All course materials are available on Vision. I am also Theme Head for Probability and Statistics for SMSTC, and will be lecturing on the Probability stream.
Notes from a one-off lecture I gave in December 2013 (on "The central limit theorem and Poisson approximation: An introduction to Stein's method") as part of the SMSTC Probability stream can be found here (now with some minor typos corrected).
A copy of my CV (now slightly out of date) can be found here.
I have previously worked in Bristol, Zürich and Nottingham.
The School of Mathematical and Computer Sciences at Heriot-Watt University.
More probability and statistics links.