Statistics

The group is very active both in applications of statistical techniques and in theory.

Statisticians within the School have been prominent in collaborating with researchers in other disciplines. Locally there are strong links with the Cardiff School of Medicine working on applications of multivariate statistics and time series analysis in bioinformatics; with the Cardiff School of Engineering in the areas of image processing and stochastic global optimisation of complex systems; and with the Cardiff Business School in the field of analysis of economics time series.

Significant industrial sponsorship has been obtained from

• Procter and Gamble (USA) working on statistical modelling in market research;
• the Biometrics unit of SmithKline Beecham collaborating on different aspects of pharmaceutical statistics;
• ACNielsen/BASES (USA) on applications of mixed Poisson models in studying marketing consumer behaviour;
• General Electric HealthCare on environmental statistics.

Ongoing international collaborations exist with universities at Columbia , Taiwan,  Queensland, Aarhus, Roma, Cleveland,  Pau, Hokkaido, Boston, Caen , Calambria,  Maine, Trento, Nice, Bratislava, Linz,  St.Petersburg, Troyes,  and Vilnius as well as many more.

Key Research Areas

The main areas of research within the current group are:

• time series analysis;
• multivariate data analysis;
• applications to market research;
• search algorithms and stochastic global optimisation;
• probabilistic number theory;
• optimal experimental design;
• stochastic processes and random fields with weak and strong dependence;
• diffusion processes and PDE with random data;
• anomalous diffusion;
• Burgers and KPZ turbulence;
• fractional ordinary and PDE, and statistical inference with higher-order information.

Various topics in fisheries and medical statistics are also considered, such as errors in variables regression.