Nick Whiteley

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Professor Nick Whiteley

M.Eng.(Oxon.), PhD (Cambridge)

 https://orcid.org/0000-0002-8337-626X

  • BS8 1UG

Personal profile

Research interests

For the most up to date information about my research, supervision and teaching see my home page.

  • Statistical Inference in high-dimensional dynamic stochastic systems
  • Non-linear filtering theory and algorithms
  • Interface between convex optimization, probabilistic modelling and sampling methods
  • Bayesian modelling, hidden Markov models, state-space models, time series

 

 

External positions

Faculty Fellow, The Alan Turing Institute

Structured keywords and research groupings

  • Jean Golding

Keywords

  • Data Science
  • Statistical Modelling
  • Probabilistic Forecasting
  • Computational Statistics
  • Financial Mathematics
  • Stochastic Processes
  • Monte Carlo Algorithms
  • Optimization
  • Machine Learning

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Collaborations and top research areas from the last five years

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  • 30 Article (Academic Journal)
  • 4 Conference Contribution (Conference Proceeding)
  • 4 Conference Paper
  • 2 Preprint
View all 40 research outputs