Professor Nick Whiteley
M.Eng.(Oxon.), PhD (Cambridge)
Expertise
Current positions
Heilbronn Chair in Data Science
School of Mathematics
Contact
Press and media
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Research interests
For the most up to date information about my research, supervision and teaching see my home page.
- Statistical Inference in high-dimensional dynamic stochastic systems
- Non-linear filtering theory and algorithms
- Interface between convex optimization, probabilistic modelling and sampling methods
- Bayesian modelling, hidden Markov models, state-space models, time series
Projects and supervisions
Research projects
High-performance algorithms for Dynamic Bayesian Networks
Principal Investigator
Managing organisational unit
School of MathematicsDates
19/02/2018 to 30/06/2018
Sequential Monte Carlo in Random Environments
Principal Investigator
Managing organisational unit
School of MathematicsDates
05/08/2013 to 05/02/2015
Thesis supervisions
Publications
Recent publications
01/05/2021Dimension-free Wasserstein contraction of nonlinear filters
Stochastic Processes and their Applications
Dynamic Bayesian Neural Networks
Inference in Stochastic Epidemic Models via Multinomial Approximations
Global consensus Monte Carlo
Journal of Computational and Graphical Statistics
Exploiting locality in high-dimensional factorial hidden Markov models
arXiv
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School of Mathematics
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Dr Mathieu Gerber
Senior Lecturer in Statistical Science
School of Mathematics
Professor Anthony Lee
Heilbronn Chair in Data Science
School of Mathematics