Dr Jon Cockayne is a Lecturer in Statistics at the University of Southampton.
His research interests are in statistical computing and Bayesian methods, particularly when applied to problems from numerical analysis.
A link to Jon's personal homepage can be found here.
- Statistical Computing
- Bayesian Computation
- Probabilistic Numerical Methods
Jon is researching the construction of probabilistic numerical methods, that use ideas from probability and statistics to build numerical methods that provide uncertainty quantification.
Current PhD Students
Jon is co-module lead for the second year Statistical Modelling module (MATH2010) in the Mathematical Sciences Department.
Jon studied Mathematics at Imperial College London, before working in industry for 6 years at RBS, Barclays Capital and Warwick Analytics. He then completed a PhD in Statistics at the University of Warwick under Mark Girolami. The title of his thesis was "Bayesian Probabilistic Numerical Methods".
After completing his PhD, he spent two years as a Postdoctoral Research Assistant at the Alan Turing Institute before being appointed as a Lecturer at the University of Southampton.