Staff
Kari Heine

Department of Mathematical Sciences

Dr Kari Heine

Research interests:

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

Kari is interested in Monte Carlo methods, especially in the development of efficient sequential Monte Carlo methods for high dimensional filtering problems, keeping in mind the parallelism of the algorithms, which plays an important role with modern computing architectures. The analysis often involves the theory of Markov processes and martingales. He is also interested in the development of computational methods for applications in population genetics, e.g. Bayesian inference on ancestral recombination graphs.

 

LINKS:

Kari Heine on the University of Bath Research Portal

Lead Supervisors

Federico Cornalba

Department of Mathematical Sciences

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

Department of Mathematical Sciences

  • 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
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Christoforos Panagiotis

Department of Mathematical Sciences

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

Department of Mathematical Sciences

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

Department of Mathematical Sciences

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

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Jennifer Tweedy

Department of Mathematical Sciences

  • Mathematical medicine
  • Fluid mechanics
  • Mathematical modelling
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Thomas Burnett

Department of Mathematical Sciences

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

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Vangelis Evangelou

Department of Mathematical Sciences

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

Department of Mathematical Sciences

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