I am an assistant professor (lecturer) in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University. I am also affiliated with the Maxwell Institute for Mathematical Sciences.
Postal address: School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh EH14 4AS, UK.
Telephone: +44 (0) 131 451 3212
I am co-organising a meeting on Probability in Actuarial Science, to be held in London on 15 November 2017. Further details are available here.
I am part of the local organising committee of Stochastic Networks 2018, to be held in Edinburgh on 25-29 June 2018.
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.
I am currently serving on the commitee of the Applied Probability Section of the Royal Statistical Society.
I am a Fellow of the Higher Education Academy.
PhD studentships in analysis and its applications (which include probability) are available through MIGSAA. Details of other PhD opportunities 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.
This year I am teaching Statistical Models A (F79MA) and Time Series (F70TS). All course materials are available on Vision. I am also stream leader for the SMSTC Probability stream, and will be teaching on these courses in both semesters.
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.
A copy of my CV 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.