Department of Mathematical Sciences
Dr James Foster
Research interests
James is interested in stochastic numerics, differential equations and their application to machine learning. His mathematics research has mainly focused on developing numerical approximations for stochastic differential equations (SDEs), which have subsequently been applied to prominent SDEs within data science, such as Langevin dynamics and Neural SDEs. Alongside his SDE research, James has worked on differential equation models and algorithms in machine learning, especially focusing on problems involving time series. These projects build upon ideas from an area known as “rough path theory” and have been in collaboration with several members of the DataSıg team (https://datasig.web.ox.ac.uk/).
LINKS:
James Foster on the University of Bath Research Portal
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.