Statistical Modelling Group

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Introduction

The activities of this group span Bayesian and frequentist approaches. They draw upon a wide range of stochastic modelling techniques and modern approaches to statistical computing. They include the development of novel statistical methods, the application of these to real-world systems in the physical, life and social sciences, and the promotion of these methods amongst user communities. Group members have numerous interactions with internationally renowned research groups, complemented by links with the insurance and other industries. In keeping with the goal of genuine interdisciplinary impact, published outputs from the group appear in leading journals in the domains of application as well as leading statistical journals. The group members and their interests are listed below.

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Members of the group and their statistical interests

Note that some members of the group have interests outwith statistics; these are given on the appropriate research group's webpage. Clicking on a name will take you to that individual's webpage containing details of teaching and research interests, as well as contact details and a photograph.

Full-time Academic Staff

• Iain Currie: smoothing, array methods, additive models, P-splines, penalized GLMs, mortality
• Yuanhua Feng: non- and semiparametric regression, time series analysis, financial econometrics and financial mathematics, empirical economic research, computational statistics
• Gavin Gibson: stochastic modelling of biological processes, epidemiology, spatiotemporal stochastic modelling
• Roger Gray: statistical modelling, computer-aided learning in statistics
• Alex McNeil: statistical methodology for quantitative risk management in finance and insurance, econometrics of financial time series, portfolio credit risk modelling, extreme value theory, multivariate statistics; modelling dependent risks with copulas
• George Streftaris: inference for stochastic epidemic models, Bayesian modelling and methodology in actuarial science and psychology
• Stan Zachary: applied statistics

Part-time Academic Staff

• Athol Korabinski: statistical modelling in insurance, computer-aided learning in statistics, industrial quality control and SPC training
• Denis Mollison: epidemic and ecological models, wave energy statistics
• David Sales: biological applications, ornithology, environmental impact assessment, smoothing, assay systems

Research Associates

• Alex Cook: epidemiological and ecological spatio-temporal population modelling, design of experiments for stochastic processes, Bayesian inference with partial observations, spatio-temporal model assessment using stochastic residuals

Research students

• Andrei Bejan: stochastic modelling and inference, spectra of the sample covariance matrices, Tracy-Widom and Painleve II
• James Kirkby: smoothing and forecasting mortality rates, penalised likelihood
• Duncan Ness: image analysis, multivariate analysis, spatio-temporal modelling and MCMC
• Stephen Walker: Bayesian inference for epidemic models

Applications for places on the PhD programme in Statistics are welcome. Further information on scholarships is available here and here.

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Seminars

The group has an active seminar series with a mixture of internal and external speakers. This forms part of the larger departmental seminar programme.

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Page maintained by George Streftaris, Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, EH14 4AS, UK
e-mail: g.streftaris at hw.ac.uk