Angus Lewis

School of Computer and Mathematical Sciences

Faculty of Sciences, Engineering and Technology


I am a Lecturer in applied probability with interests in stochastic processes, in particular matrix-analytic methods, matrix-exponential distributions, Markov-modulated processes, stochastic modelling and filtering. I also have interests in tracking, optimisation, and data science.

Current interests include:

  • The application and theory of matrix-analytic methods and matrix-exponential distributions. In particular, using the probabilistic or physical interpretations of processes to analyse them.
  • Applied, near real-time tracking and optimal track association using diverse infromation sources and formats, and using methods such as stochastic filtering, statistical parameter matching, clustering, ranking, optimisation.
  • Applied statistics for stochastic processes such as hidden Markov time-series models, signal processing and signal detection, new methods for sclerochronology (ecological time-series), estimating parameters of continuous-time Markov chains and branching processes.
  • Approximations of stochastic processes such as multi-type branching processes with applications to fitting them to data, or the approximation of fluid queues with applications to numerical methods for more complex processes.
  • Optimisation, stochastic optimisation and Markov decision processes. 

 


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