I lead a team working in the areas of Computational Statistics and Probabilistic Machine Learning at Newcastle University in the UK.
Recent News
For 2025-2027 I am serving as an Associate Editor of the SIAM/ASA Journal of Uncertainty Quantification.
Our new paper on Probabilistic Richardson Extrapolation has been accepted for publication at JRSSB!
New book draft: Scalable Monte Carlo for Bayesian Learning, feedback welcome!
The Heilbronn Institute for Mathematical Research have awarded my team funding to explore and develop Mathematical Foundations for the Next Generation of Extrapolation Methods.
I am delighted to be awarded the Guy Medal in Bronze from the Royal Statistical Society!
I have been awarded a new Turing Fellowship, which will run from 2024-2026.
I have been awarded a Leverhulme Prize, which will support the team’s activities in 2024-2027.
For 2024-2025 I am serving as Chair of the Computation section of ISBA.
I have been awarded £0.8M to research methodologies based on Stein Discrepancies for Bayesian computation, funded by EPSRC (2022-2026).
Our software Stein Thinning is available to download at stein-thinning.org.
Selected Recent Papers
Current Group Members
Qingyang Liu (2024-2027) PhD candidate in the School of Mathematics, Statistics and Physics, Newcastle University, supported by the China Scholarship Council.
Huihui Wang (2024-2028) PhD candidate in the Department of Mathematics, King’s College London, UK. (Co-supervised by Dr. Marina Riabiz.)
Mengxin Xi (2023-2027) PhD candidate in the Department of Mathematics, King’s College London, UK. (Co-supervised by Dr. Marina Riabiz.)
Zheyang Shen (2023-2025) Postdoctoral researcher in the School of Mathematics, Statistics and Physics, Newcastle University, supported by EPSRC.
Congye Wang (2022-2025) PhD candidate in the School of Mathematics, Statistics and Physics, Newcastle University, supported by the China Scholarship Council.
Aidan Mullins (2022-2025) PhD candidate in the School of Mathematics, Statistics and Physics, Newcastle University. (Co-supervised by Dr. Steffen Grunewalder.)
Carrow Morris-Wiltshire (2022-2025) PhD candidate in the Geospatial Systems CDT, Newcastle University, supported by EPSRC. (Co-supervised by Prof. Stuart Barr.)
Heishiro Kanagawa (2022-2025) Postdoctoral researcher in the School of Mathematics, Statistics and Physics, Newcastle University, supported by EPSRC.
Marina Strocchi (2021-2025) Postdoctoral researcher on a BHF Programme Grant, joint with Imperial College London, UK. (Co-supervised by Prof. Steven Niederer and Prof. Richard Wilkinson.)
Former Group Members
Takuo Matsubara (2019-2023) PhD candidate in the School of Mathematics, Statistics and Physics, Newcastle University, joint with the Alan Turing Institute, London, UK. (Joined the University of Edinburgh on a William Gordon Seggie Brown Research Fellowship in 2023.)
Matthew Fisher (2021-2022) UKRI Mathematical Sciences Fellow in the School of Mathematics, Statistics and Physics, Newcastle University, UK. (2018-2021) PhD candidate in the EPSRC Cloud Computing CDT. (Joined Newcastle University as a Lecturer in Statistics in 2022.)
Onur Teymur (2020-2021) Postdoctoral researcher in the School of Mathematics, Statistics and Physics, Newcastle University, joint with the Alan Turing Institute, London, UK. (Joined the School of Mathematics, Statistics and Actuarial Science at the University of Kent as a Lecturer in Statistics in 2021.)
Toni Karvonen (2020-2021) Postdoctoral researcher at the Alan Turing Institute, London, UK. (Co-supervised by Prof. Mark Girolami.) (Joined the University of Helsinki on an Academy of Finland Postdoctoral Fellowship in 2021.)
Matt Graham (2020-2021) Postdoctoral researcher in the School of Mathematics, Statistics and Physics, Newcastle University, joint with the Alan Turing Institute, London, UK. (Joined the Research Software Development team at University College London in 2021.)
Liam Fleming (2019-2022) PhD candidate in the School of Mathematics, Statistics and Physics, Newcastle University, joint with the Alan Turing Institute, London, UK. (Joined Johnson Matthey as a Process and Control Optimisation Engineer in 2022.)
Marina Riabiz (2018-2021) Postdoctoral researcher on a BHF-Turing Cardiovascular Data Science Award, joint with King's College London and the Alan Turing Institute, London UK. (Co-supervised by Prof. Steven Niederer. Joined the Statistics group at King’s College London as a Lecturer in 2021.)
Junyang Wang (2017-2021) PhD candidate in the EPSRC Cloud Computing CDT. (Joined the Faculty of Engineering at Imperial College London as a postdoc in 2021.)