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Modelling and Inference

Contact information

Type of addressPostal address
CountryUnited Kingdom

Organisation profile

Statistical research involves developing and applying methods to learn from data.

The Modelling and Inference group focusses on developing novel approaches that can be applied to generic classes of data. For example we have been at the forefront of research looking at how to estimate the probability of future extreme events - work that feeds into applications ranging from the design of flood defences to appropriately quantifying risk of investments - and have one of the largest groups in the UK investigating methods for detecting changes in time-series data. Full details of the range of research areas are given below.

Much of our work is motivated by real-life applications from a range of scientific and industrial areas. In particular we are currently collaborating with BT, DSTL, Shell, Unilever and the Met Office. The group also has strong links with the Operational Research group based in the Department of Management Science and plays a leading role in the running of the STOR-i Centre for Doctoral Training.

Specific research areas include:

  • Extreme Value Modelling
  • Wavelets and Locally-Stationary Time Series
  • Computational Statistics
  • Functional Data Analysis
  • Robust estimation for Finance


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