Institute for Mathematical Innovation

Leading international expert joins IMI as Global Chair

Tuesday 06 September 2016

 

Leading international expert in large-scale Bayesian inverse problems, Professor Colin Fox, is joining the Institute for Mathematical Innovation (IMI) as Global Chair.

Professor Colin FoxThe author of a number of hugely influential papers on Markov Chain Monte Carlo (MCMC) methods, keynote speaker at international conferences on Bayesian analysis, and editor of the SIAM/ASA Journal of Uncertainty Quantification, Professor Fox is a central and pioneering figure in the field.

He previously held the post as Head of the Applied Mathematics group at the University of Auckland, and he is currently University Professor in the Department of Physics at the University of Otago, New Zealand.

As IMI Global Chair, Professor Fox will give a course on ‘Computation for Bayesian models of inverse problems in PDEs’ which forms part of the BUC5 workshop on Uncertainty Quantification taking place from 20-23 September. On 30 September, he will present an IMI Public Lecture on the history of Bayesian inference and subjective probability, entitled ‘A subjective history of subjective probability’. During his stay in Bath, Colin will also take part in some of IMI’s commercial activities.

Professor Fox’s research interests lie in the field of computational Bayesian inference, where he specialises in fast algorithms and their application to inverse problems. Having held visiting positions in the departments of Probability and Statistics (CIMAT, Mexico); Applied Physics (Kuopio, Finland) Civil and Environmental Engineering (Clarkson, USA), and Engineering (Cambridge, UK), Professor Fox has an extensive and truly interdisciplinary international research profile. In addition to his academic achievements, he has a wide-ranging track record of industrial consultancy leading to various patent applications and significant impact.

Professor Jonathan Dawes, Director of IMI, commented: “I am delighted that Colin is able to take up the Global Chair position and to spend time in Bath this autumn. I’d like to encourage academic staff around the University to get in touch if they’d like to discuss their work with Colin during his visits, and also encourage staff to attend the workshops and seminars that are part of the IMI/SAMBa Thematic Semester on MCMC methods this autumn.”

Commenting on his first visit to Bath, Professor Fox said: “I am thrilled to be spending some time in the Department of Mathematical Sciences at the University of Bath. While I have never actually visited Bath, I am well aware of the established and growing reputation of the researchers at Bath who lead the way in my specialty field of Uncertainty Quantification. I am particularly impressed that the University of Bath has had the vision to actively grow this area of research that addresses the grand challenge of using scientific methods to make quantitative predictions in large-scale and complex problems.”

Coinciding with the start of the MCMC Thematic Semester, Professor Fox’s first visit to Bath will take place from 12–30 September, with a further visit planned later in the autumn.

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Get a free ticket to Colin Fox’s IMI Public Lecture on the history of Bayesian inference and subjective probability. 

For more information on Professor Colin Fox visit: otago.ac.nz/physics/staff/ColinFox.html