Alex Cox

Co-Director

Professor Alex Cox is Co-Director of SAMBa and Deputy Head of the Department of Mathematical Sciences. Alex is interested in research questions arising in probability and their applications in mathematical finance.

Christian Rohrbeck

Executive team

Dr Christian Rohrbeck is a Senior Lecturer and his research focuses on advancing and combining methodology from several statistical areas, such as Bayesian clustering, extreme value theory, nonparametric regression and spatial statistics.

Lindsay Melling

Operations Officer

Lindsay Melling is involved in the operational aspects of the SAMBa CDT, including responsibility for the oversight, delivery and development of Integrative Think Tanks, partner liaison, marketing and dissemination.

Lou Adkin

Centre Coordinator

Lou Adkin delivers the administrative support for SAMBa, oversees the admissions process, and supports programme delivery.

Marcel Ortgiese

Executive Team

Dr Marcel Ortgiese is a Reader in the Department of Mathematical Sciences. Marcel’s research interests are in probability theory, in particular in stochastic systems that involve a spatial or network component.

Matthias Ehrhardt

Executive Team

Dr Matthias Ehrhardt is a Reader in the Department of Mathematical Sciences and is interested in the mathematics of data science, particularly the interface of optimization, inverse problems and machine learning.

Philippe Trinh

Executive Team

Dr Philippe Trinh is a Reader in applied mathematics. Phil’s research is motivated by a range of physical applications in the applied sciences, with particular emphasis on fluid mechanics and classical hydrodynamics.

Susie Douglas

Co-Director

Dr Susie Douglas oversees the strategic direction and operation of the SAMBa CDT. Susie works across University CDTs to add value to the research and training portfolio.

Theresa Smith

Deputy Director

Dr Theresa Smith is a senior lecturer in the Statistics Group in the Department of Mathematical Sciences. Theresa’s research is in the areas of spatial-temporal models and computation for Bayesian methods.

Tim Rogers

Executive team

Professor Tim Rogers is interested in understanding and predicting the behaviour of complicated random events and processes, in particular when there are network or spatial structures involved.

Alex Cox

• Probability and applications in Mathematical Finance
• Stochastic optimal control
• Martingale optimal transport

Andreas Kyprianou

Andreas was instrumental in the development of SAMBa and was Co-Director from its inception until the end of 2022. He has left the University of Bath to take up the role of Chair of Probability at the University of Warwick.

Antal Járai

• Models arising from statistical physics, with an emphasis on understanding critical phenomena
• Abelian sandpile model of self-organised criticality
• Behaviour of random walks on fractal graphs

Avi Mayorcas

• Regularisation by noise in stochastic partial and ordinary differential equations
• Stochastic quantisation of physical field theories
• Game theory and mean field dynamics in macroeconomics and finance

Ben Adams

• Mathematical biology
• Infectious disease epidemiology and evolution
• Ecological modelling

Ben Walker

• Mathematical biology (growth, mechanics, and microscale locomotion)
• Fluid mechanics (Stokes flow and asymptotic techniques)
• Dynamical systems (reaction-diffusion problems, asymptotic analysis)

Cécile Mailler

• Branching processes
• Pólya’s urns and stochastic approximation
• Random networks

Chris Budd

• Industrial applied maths especially problems involving electricity, food or telecommunications.
• Numerical weather forecasting and data assimilation.
• Non smooth dynamical systems, friction, impact and chaos

Chris Jennison

• Complex stochastic models
• Markov Chain Monte Carlo samplers
• Adaptive and group sequential clinical trials

Christian Rohrbeck

• Extreme value theory
• Methods for spatial and spatio-temporal data
• Bayesian computation

Christoforos Panagiotis

• Percolation and lattice spin models
• Probability on groups
• Self-avoiding walk

Clarice Poon

Clarice Poon has now left the University of Bath.

Daniel Kious

• Reinforced random walks, self-interacting processes
• Random walks in random environment, or in dynamical environment
• Reinforcement learning

Eike Mueller

• Scientific computing, HPC and novel architectures
• Fast solvers for partial differential equations in atmospheric fluid dynamics
• Algorithms and software for stochastic differential equations and molecular dynamics

Euan Spence

• Propagation of acoustic and electromagnetic waves
• Transform methods for linear and nonlinear integrable PDEs
• Problems at the interface between analysis and numerical analysis of PDEs

Federico Cornalba

• Modelling of large-scale interacting particle systems
• Analysis and numerics of stochastic PDEs of Fluctuating Hydrodynamics
• Reinforcement Learning methods

Haiyan Zheng

• Adaptive designs in clinical trials
• Bayesian data augmentation
• Finite mixture distributions

Hartmut Schwetlick

• Analysis, Partial differential equations, and Applied mathematics
• Modelling of biological systems and Numerics
• Geometric analysis

James Foster

• Numerical methods for stochastic differential equations (SDEs)
• Langevin Monte Carlo and applications of SDEs to machine learning
• Neural differential equations and kernel methods for time series data

Jane White

• Using mathematical models to explore problems in healthcare
• Non-invasive drug monitoring and infectious disease control
• Behaviours of network systems

Jennifer Tweedy

• Mathematical medicine
• Fluid mechanics
• Mathematical modelling

Jey Sivaloganathan

• Variational problems
• Applied analysis, Partial differential equations
• Nonlinear elasticity, fluid mechanics

Jonathan Dawes

• Dynamical systems (pattern formation, reaction-diffusion problems, bifurcation theory)
• Networks and dynamics
• Fluid mechanics (nonlinear phenomena, asymptotic methods)

Jonathan Evans

• Asymptotic analysis and perturbation methods
• Industrial and applied mathematical modelling
• Complex fluids with memory, high order nonlinear evolutionary PDEs and free boundary problems

Julian Faraway

• Functional data analysis
• Shape Statistics
• Applications of Statistics

Kari Heine

• Sequential Monte Carlo and Markov Chain Monte Carlo methods
• Martingales and Markov processes
• Computational methods in population genetics

Karim Anaya-Izquierdo

• Statistical geometry
• Spatial analysis
• Survival analysis and statistical methods in epidemiology

Karsten Matthies

• Averaging and Homogenisation for PDEs
• Infinite-dimensional dynamics: PDEs and lattice ODEs
• Many particle dynamics

Kirill Cherednichenko

• Scale-interaction phenomena via asymptotic analysis of PDE
• Operator theory and functional models
• Applied calculus of variations

Kit Yates

• Mathematical modelling of biological systems in which stochasticity plays an important role
• Efficient stochastic modelling and simulation methodologies
• A range of biological application areas: (e.g. cell migration, embryogenesis, Collective animal behaviour, parasite dynamics, pattern formation)

Lisa Maria Kreusser

• Dynamical systems and partial differential equations (modelling, analysis and numerical analysis)
• Data analysis and mathematical approaches to machine learning
• Applications in biology, climate science, engineering and industry

Luca Zanetti

• Unsupervised and semi-supervised learning on graphs
• Spectral graph theory
• Randomised algorithms and Markov chains

Manuel del Pino

• Analysis of nonlinear partial differential equations
• Blow-up patterns in nonlinear evolution problems
• Singular limits in variational problems with loss of compactness

Marcel Ortgiese

• Stochastic analysis with applications in biology
• Random networks
• Stochastic processes in random environment

Mark Opmeer

• Model reduction
• Control theory
• Analysis

Mathew Penrose

• Pure and applied probability
• Stochastic Geometry
• Random graphs, percolation and interacting particle systems

Matt Nunes

• Wavelets and lifting schemes
• Time series, image and network analysis
• Bayesian Computation

Matthew Roberts

• Probability
• Branching processes: branching Brownian motion, branching random walks
• Random graphs, random environments

Matthew Schrecker

• Analysis of Partial Differential Equations
• Fluid dynamics (especially free boundary problems and nonlinear singularity formation)
• Shock waves (their formation, structure and dynamics)

Matthias Ehrhardt

• Inverse problems (e.g. models, algorithms)
• Large-scale, randomized optimization (e.g. convergence guarantees, rates)
• Applications (e.g. imaging, machine learning, deep learning

Miles Wheeler

• Nonlinear partial differential equations
• Free boundary problems in fluid mechanics
• Local and global bifurcation theory

Monica Musso

• Partial differential equations and nonlinear analysis
• Concentration phenomena in nonlinear elliptic equations
• Blow-up in nonlinear parabolic equations

Paul Milewski

Paul was instrumental in the development of SAMBa and was Co-Director from its inception until August 2023. He has left the University of Bath to take up the role of professor and head of the mathematics department at Penn State University.

Philippe Trinh

• Asymptotic analysis and perturbation theory
• Industrial and applied mathematical modelling
• Fluid dynamics and free-surface flows

Pranav Singh

• Design and analysis of numerical methods for PDEs
• Geometric numerical integration
• Optimal design of quantum systems (NMR, laser, quantum gates)

Ruth Bowness

• Mathematical modelling to explore medical and biological problems
• Infectious disease dynamics
• Differential equations and Individual-based modelling

Sandipan Roy

• Statistical analysis of networks and graphical models
• High dimensional inference
• Optimization Methods

Sarah Penington

• Probabilistic models motivated by population genetics
• Spatial branching processes with interactions
• Applications of probability theory to partial differential equations

Sergey Dolgov

• Numerical linear algebra and scientific computing
• Approximation and reduction of multivariate functions and tensors
• Probabilistic and quantum modelling

Silvia Gazzola

• Inverse problems and regularization
• Image restoration and reconstruction
• Numerical linear algebra, Krylov subspace methods

Simon Shaw

• Bayesian networks and uses of conditional independence
• Bayes linear methods
• Analysis of collections of (second-order) exchangeable sequences

Tatiana Bubba

• Inverse problems (in particular, tomography)
• Sparse regularisation and optimisation (in particular, wavelet and shearlets)
• Machine learning and deep learning in imaging

Theresa Smith

• Methods for spatial and spatio-temporal data
• Computation for Bayesian methods
• Applications in the public health and the social sciences

Thomas Burnett

Tom’s research interest is in medical statistics, with a particular focus on the design and analysis of adaptive clinical trials.

Tim Rogers

• Graphs and networks
• Applied stochastic processes
• Emergent phenomena

Tony Shardlow

• Stochastic PDEs and their applications
• Langevin equations
• Numerical methods for strong and weak approximation

Tristan Pryer

• Numerical methods for geophysical fluid problems
• Natural Disasters
• Automated computational adaptive algorithms

Vangelis Evangelou

• Generalised Linear Models: Modelling, Approximate Methods, Value of Information
• Spatial and Spatial-Temporal Geostatistics: Modelling, Sampling Design
• Time Series: Modelling, Sequential Analysis

Veronique Fischer

• Harmonic Analysis (commutative and non-commutative)
• Lie groups, homogeneous domains, representation theory
• Pseudo-differential operators and Partial Differential Equations

Yury Korolev

• Inverse problems and imaging
• Machine learning in infinite dimensions
• Non-smooth variational problems