Mark Girolami (PI) is a professor at Imperial College. He is an EPSRC Established Career Research Fellow (2012-2018) and was an EPSRC Advanced Research Fellow (2007-2012). He is the Director of the £10M Lloyds Register Foundation-Turing Programme on Data Centric Engineering and previously led the EPSRC funded Research Network on Computational Statistics and Machine Learning. In 2011 he was elected to the Fellowship of the Royal Society of Edinburgh when he was also awarded a Royal Society Wolfson Research Merit Award.
Mike Giles is a Professor of Scientific Computing at the University of Oxford. His research focuses on improving the accuracy, efficiency and analysis of Monte Carlo methods. A particular highlight has been the development and numerical analysis of multilevel Monte Carlo methods which are now being used widely. He is interested in high performance parallel computing, and for almost 10 years has been working on the exploitation of GPUs (graphics processors) for a variety of financial, scientific and engineering applications. His research in ICONIC will cover both of these aspects, looking at the development and analysis of efficient Monte Carlo solution methods for the models developed by Mark and Des, and also the parallel computing implementation of the numerical methods on GPUs and other many-core processors such as Intel’s Xeon Phi.
Des Higham is the 1966 Chair of Numerical Analysis at the University of Strathclyde. He is an EPSRC/RCUK Digital Economy Established Career Fellow. Des is a Fellow of the Royal Society of Edinburgh, a SIAM Fellow, and recently held a Royal Society Wolfson Research Merit Award. Des has experience in stochastic modelling and computation, and has been involved in extending the scope of Mike’s multilevel Monte Carlo techniques to discrete space models. He will be working with Mark on modelling and inference for urban behaviour, notably crime, and with Nick on some of the underlying issues in matrix computation.
Nick Higham is Richardson Professor of Applied Mathematics at the University of Manchester. His research focuses on the development of algorithms, primarily in numerical linear algebra, and analysis of their accuracy and stability. In ICONIC his research topics will include functions of matrices, rounding error analysis, and matrix nearness and completion problems. In particular, he will work with Mike to develop effective mixed precision algorithms that exploit GPUs other many-core processors. Nick is a Fellow of the Royal Society, a SIAM Fellow, and a Member of Academia Europaea. He publishes a blog about applied mathematics.