## Teaching

### University of Warwick

#### Courses Taught

- 2023–present, Term 1: ES98A Fundamentals of Predictive Modelling
- 2022–present, Term 2: ES3J1 Advanced Systems and Software Engineering
- 2021–present, Term 2: MA3H7 Control Theory
- 2020–2021, Term 2: MA134 Geometry and Motion
- 2020–2021, Term 2: MA4K0 Introduction to Uncertainty Quantification

#### Students Supervised

- Peter Hyland, MA4K9 Fourth Year Project (Research), 2024: “Comparing the predictive power of methods for time series data with financial applications”
- David Maxen, MA4K9 Fourth Year Project (Research), 2024: “Markov chain Monte Carlo on the sphere”
- Hefin Lambley, PhD thesis, 2022–present
- Kamran Pentland, PhD thesis, University of Warwick, 2023 (second supervisor):
*Towards Probabilistic Time-Parallel Algorithms for Solving Initial Value Problems* - Oscar Holroyd, PhD thesis, 2021–present (third supervisor)
- Hefin Lambley, MA4K9 Fourth Year Project (Research), 2022: “An order-theoretic perspective on modes and maximum a posteriori estimation in Bayesian inverse problems”
- Daniel Greening, URSS summer project, 2021
- Tadashi Matsumoto, PhD thesis, 2020–present
- Iain Best, PhD thesis, 2020–present (second supervisor)

### Freie Universität Berlin

#### Courses Taught

- 2019–2020, Winter Semester: FU Berlin Course Stochastik I (for mathematics mono-bachelors' students)
- 2019, Summer Semester: Inverse Probleme (Inverse Problems) (Numerik IV, Stochastik IV)
- 2018–2019, Winter Semester: FU Berlin Course Stochastik I (for mathematics mono-bachelors' students)
- 2018, Summer Semester: Research Seminar / Reading Group on Uncertainty Quantification
- 2017–2018, Winter Semester: Research Seminar / Reading Group on Uncertainty Quantification (Forschungsmodul: Numerische Mathematik)
- 2017–2018, Winter Semester: FU Berlin Course Stochastik I (for mathematics mono-bachelors' students)
- 2016–2017, Winter Semester: Research Seminar / Reading Group on Uncertainty Quantification
- 2016–2017, Winter Semester: FU Berlin Course Stochastik I (in English, for mathematics mono-bachelors' students)
- 2016, Summer Semester: Research Seminar / Reading Group on Uncertainty Quantification
- 2015–2016, Winter Semester: FU Berlin / BMS Course on Uncertainty Quantification

#### Students Supervised

- Mattes Mollenhauer, PhD thesis, 2020–2022, BMS faculty mentor:
*On the Statistical Approximation of Conditional Expectation Operators* - Lioba Feuring, Bachelor's thesis, 2020 (Humboldt-Universität zu Berlin): “Bayesian treatment of a seismological inverse problem”
- Raphael Franke, Bachelor's thesis, 2020: “Survey of various stability results for transformations of probability measures”
- Margarita Kostré, PhD Thesis, 2019–present, BMS faculty mentor
- Alexander Nenninger, Bachelor's thesis, 2019: “Deep Gaussian processes with applications to image reconstruction”
- Christof Wulkow, Bachelor's thesis, 2019: “Ensemble Kalman filter and parametric estimation”
- Felix Werdermann, Bachelor's thesis, 2019: “Stochastische Probleme und Spiele des kürzesten Pfades” — Winner of the Berlin Mathematical Society's 2019 Bachelor Prize (Bachelorpreis der Berliner Mathematischen Gesellschaft 2019)
- Benjamin Bangert, Bachelor's thesis, 2018: “Eine Einführung in Compressed Sensing”
- Niklas Wulkow, PhD thesis, 2017–2022, BMS faculty mentor:
*Modelling Observations of Dynamical Systems with Memory* - Oliver Schreiber, Bachelor's thesis, 2016: “Einführung in das Itô-Kalkül und andere stochastische Integrale”

### University of Warwick

#### Courses Taught

- 2014–2015, Term 2: MA225 Differentiation
- 2013–2015, Term 1: MA4K0 Introduction to Uncertainty Quantification
- 2012–2014, Term 1: MA398 Matrix Analysis and Algorithms

#### Students Supervised

- Joy Tolia, MA469 Fourth Year Project (Research), 2015: “Asynchronous Parallel Numerical Optimization”
- Calvin Khor, MA469 Fourth Year Project (Research), 2015: “The Bayesian Inverse Problem for Traffic Flow”
- Matthew Egginton, Jamie Lukins, Jack Skipper, MASDOC (PhD master's year) Research Study Group, 2013–2014: “Model-Based Emissions Control”
- Daniel Wilson, MA469 Fourth Year Project (Research), 2014: “Uncertainty Quantification for Spectral Properties of Multilayer Composite Materials Using Generalized Polynomial Chaos Expansions”
- Thomas Whitaker, MA469 Fourth Year Project (Research), 2014: “Analysing Page Rank of Random Graphs”
- Jamie Brennan, MA469 Fourth Year Project (Research), 2014: “Some optimal inequalities for vector-valued random variables”

### California Institute of Technology

#### Students Supervised

- Lan Huong Nguyen, Summer Undergraduate Research Fellowship, 2012 (jointly supervised with Houman Owhadi): “Dimensional Collapse in Optimal Uncertainty Quantification”
- Yutong Chen, Senior Thesis, 2012 (jointly supervised with Houman Owhadi): “On a Chebyshev-Type Inequality for Sums of Independent Random Variables”

### University of Warwick

#### Courses Taught as Teaching Assistant

- 2006–2007: MA4G6 Calculus of Variations
- 2006–2008: MA225 Differentiation
- 2006–2008: MA222 Metric Spaces
- 2005–2009: MA131 Analysis I

#### Students Supervised

36 undergraduate students supervised between 2005 and 2008; further details available upon request.

#### Notes from Courses Taught by Others

- MA482 Stochastic Analysis, by David Elworthy, 2005–2006
- MA3F4 Linear Analysis, by Stefan Teufel, 2003–2004
- MA475 Riemann Surfaces, by Mark Gross, 2003–2004
- MA377 Rings and Modules, by Charudatta Hajarnavis, 2003–2004
- MA359 Measure Theory, by Omri Sarig, 2002–2003
- MA453 Lie Algebras, by Roger Carter, 2002–2003
- MA3B8 Complex Analysis, by Young-Eun Choi, 2002–2003

### Miscellaneous Notes and Slides

- Well-posedness of Bayesian inverse problems in function spaces: analysis and algorithms A short course on Bayesian inverse problem theory given at the University of Oulu, Finland, in August 2018.
- The Gauge Integral of Denjoy, Luzin, Perron, Henstock and Kurzweil A brief introduction to the gauge integral, which is a simple modification of the Riemann integral but has better convergence theorems and other properties than the Lebesgue integral.
- A Hitchhiker's Guide to Γ-Convergence A brief introduction to de Giorgi's notion of Γ-convergence, a notion of convergence suitable for variational problems. The correspondence between Γ-convergence of functionals and Kuratowski-convergence of their epigraphs is emphasized.