I am currently Professor of Statistics at Lancaster University. I have been at Lancaster since 2001, initially appointed as a lecturer. Previously I did a DPhil with Peter Clifford and a Post-doc with Peter Donnelly, both at the University of Oxford.

Below are details of my research interests, including current research projects. This site also contains details of my publications, access to software, and results of recent research looking at ranking of US college basketball teams.

Research Interests

  • Computational statistics, in particular sequential Monte Carlo and forward-backward filters.
  • Bayesian analysis of changepoint models.
  • Population genetics, including inference for Campylobcater jejuni.
  • Inference for diffusions and other continuous-time stochastic processes.

Graduate Training Courses

I gave a course on Modern Computational Statistics (Alternatives to MCMC) as part of the 2012 Graduate Training Programme. Course material is available here.

I gave an invited tutorial on Exact Approximate Learning at NIPS 2012 [Slides].

Introduction to R material

Notes; functions.r; examples.r; and FTSE.R.


Current Research Funding

  • 2013-2017Intractable Likelihood: New Challenges from Modern Applications (ILike).
    An EPSRC funded programme grant, led by Prof. Gareth Roberts (Warwick); also with Prof. Christophe Andrieu (Bristol), Prof. David Firth (Warwick) and Prof. Chris Holmes (Oxford).
  • 2009-2012 Inference for diffusions and related processes.
    An EPSRC funded project, joint with Prof. Gareth Roberts, University of Warwick. This funds two RAs, one based at Lancaster and one at Warwick.
  • 2009-2012 Cows, Starlings and Campylobacter in New Zealand.
    I am co-investigator on this NZ Royal Society grant awarded to Prof. Nigel French
  • 2011-2014 Understanding consumer demand through clustering, and its impact on optimal pricing policies.
    EPSRC CASE-studentship with KSS Fuels LtD.