The group’s research interests are rather broad and diverse covering both theory and applications. In particular, members of the group work on the theory of stochastic processes, time series and parametric estimation, and apply statistics and probability theory in clinical psychology, biomedical imaging and computer aided diagnosis of cancer, finance and epidemiology.
Members & Interests
Dr Alexey Koloydenko:
I work on computationally intensive applications of Probability Theory and Statistics, including non-Euclidean statistics (e.g. diffusion tensor MRI), biomedical imaging based on Raman spectroscopy and fluorescence to automate diagnosis of skin and breast cancers. I have also worked on hidden Markov models, most recently in the Bayesian framework, and algebraic methods in probability and statistics.
Dr Teo Sharia:
My research interests are in stochastic approximation, parametric estimation theory, statistics of stochastic processes, recursive estimation procedures, time series analysis, and in statistical methods in clinical psychology.
Dr Vadim Shcherbakov:
In general, my research interests are in probability and its applications.
In particular, I am interested in probabilistic models of multicomponent systems with interaction (e.g. multivariate Markov processes with interaction) and their applications (e.g. modelling competition between populations, the spread of infection etc). I am also interested in applications of probability to finance (e.g. local volatility models with discontinuities).
Publications
Most of the publications of the group can be found here.
