My general area of research is uncertainty quantification, at the intersection of applied mathematics, probability, statistics, and computational science. A common theme underlying many of my current research interests is to add ‘the right amount of uncertainty’ to an otherwise certain or near-certain prediction, in order to correctly compensate for over-confidence in the modelling process. In the words of Julian Baggini:
The mark of a mature, psychologically healthy mind is indeed the ability to live with uncertainty and ambiguity, but only as much as there really is.
- Outlines of some research topics
- List of academic publications
- List of conferences, talks, and other academic gatherings
My research is funded by
- the Free University of Berlin within the Excellence Initiative of the German Research Foundation (DFG), 2015–present;
- the ECMath and MATH+ transition project CH-15 “Analysis of Empirical Shape Trajectories”, as co-PI, 2017–2019;
- the MATH+ project TrU-2 “Demand modelling and control for e-commerce using RKHS transfer operator approaches”, as co-PI, 2019–2020.
I have also received support from
- the DFG-funded project A06 “Enabling Bayesian uncertainty quantification for multiscale systems and network models via mutual likelihood-informed dimension reduction”, part of the Collaborative Research Centre SFB 1114 “Scaling Cascades in Complex Systems”, as PI, 2016–2017;
- the US National Science Foundation (NSF) under grant DMS-1127914 to the Statistical and Applied Mathematical Sciences Institute (SAMSI) and SAMSI's 2017–2018 Quasi-Monte Carlo Working Group II “Probabilistic Numerics”;
- the King's College London – Freie Universität Berlin Funding Programme for Joint Research Workshops, co-PI, 2017;
- the University of Warwick International Partnership Fund, co-PI, 2013–2014;
- the US Department of Energy NNSA (award DE-FC52-08NA28613), through the California Institute of Technology's ASC/PSAAP Center for the Predictive Modeling and Simulation of High Energy Density Dynamic Response of Materials, 2009–2012;
- the US Junior Oberwolfach Fellows project (NSF Grant 0540019);
- the Oberwolfach Leibniz Graduate Students programme;
- the University of Warwick Research Development Fund.