About
Dr Jon Cockayne is a Lecturer in Statistics at the University of Southampton.
His research interests are in statistical computing and Bayesian methods, particularly when applied to problems from numerical analysis.
A link to Jon's personal homepage can be found here.
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Research
Research interests
- Statistical Computing
- Bayesian Computation
- Probabilistic Numerical Methods
Current research
Jon is researching the construction of probabilistic numerical methods, that use ideas from probability and statistics to build numerical methods that provide uncertainty quantification.
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Research groups
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Research interests
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Current research
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Research projects
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Publications
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Supervision
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Teaching
Jon is co-module lead for the second year Statistical Modelling module (MATH2010) in the Mathematical Sciences Department.
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Courses and modules
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Biography
Jon studied Mathematics at Imperial College London, before working in industry for 6 years at RBS, Barclays Capital and Warwick Analytics. He then completed a PhD in Statistics at the University of Warwick under Mark Girolami. The title of his thesis was "Bayesian Probabilistic Numerical Methods".
After completing his PhD, he spent two years as a Postdoctoral Research Assistant at the Alan Turing Institute before being appointed as a Lecturer at the University of Southampton.
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Prizes
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