1. September 2025: 'Losing Momentum in Continuous-time Stochastic Optimisation' published in JMLR; 2. June 2025: New preprint on length scale-informed sparse grids released; 3. The Philosophical Transactions of the Royal Society A published a theme issue on ‘Partial differential equations in data science’; 4. April 2025: Simon Urbainczyk won the SIAM Student Poster Prize; 5. March 2025: Article on 'Bayesian adversarial robustness' published in the European Journal of Applied Mathematics.
Research Experience
Currently a Lecturer in Applied Mathematics at the University of Manchester; involved in research areas including Bayesian and deterministic inverse problems, hierarchical random fields, the theoretical foundations of stochastic optimisation, efficient computational methods in data science and uncertainty quantification, etc.
Education
No specific educational background information provided
Background
Research Interests: Statistics and probability, numerical analysis, computational science. Focuses on methods that can be used to blend mathematical models with observational data. Recently, he has been studying Bayesian and deterministic inverse problems, hierarchical random fields, the theoretical foundations of stochastic optimisation, efficient computational methods in data science and uncertainty quantification, and related problems.