Growing capability in Statistics and Applied Probability: as seen from Bath

Posted by Professor Andreas Kyprianou on 27 February 2017
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Vector Illustration of Waves with Particles

A history of excellence

In 2010, the International Review of Mathematical Sciences highlighted the strong connection of statistics and applied probability to an array of current challenges in sciences, industry, business and government. EPSRC responded by identifying "Statistics and Applied Probability" as a growth area in their Shaping Capability strategy.

The Department of Mathematical Sciences at the University of Bath has always been home to a fluid research culture, collaborating across mathematical boundaries. We have a long history of research excellence in analysis, scientific computing, industrial mathematics, statistical computation, and probability theory. This gave us a firm basis on which to build on the opportunities presented by EPSRC's decision and has manifested in the form of two major pivotal centres of activity.

Our centres

The first is Prob-L@B (Probability Laboratory at Bath). Now ten years old, it grew out of the former probability group, and has developed a strong focus on collective doctoral and postdoctoral training in contemporary areas of probability theory. With no base of infrastructure funding, we have fuelled its existence through a constant stream of medium to large-sized grants - £3.8M over the last five years, including nine EPSRC and Royal Society fellowships. We have brought in 12 postdocs and 24 PhD students and this contributes hugely to the vibrant and collaborative atmosphere of Prob-L@B. The successful grant capture of the laboratory has been acknowledged by the University of Bath who have awarded us additional fellowships to help drive forward an expansion in research activity.

Alongside Prob-L@B, in 2014, we were awarded an EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa). The CDT has consolidated the unique blend of research expertise in Bath and is developing a new generation of mathematicians who are research cultured at the crossroads where randomness and associated data meet real-world models. This arena plays an increasingly important role for both academia and industry and, through SAMBa, we have pioneered a new kind of workshop known as an Integrative Think Tank (ITT) to bring stakeholders together. ITTs are a week-long facilitated programme of engagement with industrial and academic partners that promote the notion of problem formulation rather than problem solution. These ITTs form strong collaborative relationships which extend well beyond the week itself. Through the base funding provided by EPSRC, we can offer students outside of SAMBa the opportunity to benefit from this training. The aforesaid are not just mathematics students, we have welcomed pharmacy, engineering and physics students to the ITT and this has helped to significantly broaden the impact of SAMBa.

Outcomes and opportunities

The symbiosis of these two centres of excellence, Prob-L@B and SAMBa, has delivered some remarkable outputs that may otherwise never have been realised. These include research into random graph colouring problems and their relation to static and dynamic autonomous mobile network configuration sponsored by BT; parallelisable Monte-Carlo simulation of nuclear reactor cores via stochastic representations of the neutron transport equation sponsored by the engineering consultancy Amec Foster Wheeler, complimented by a £442k EPSRC grant; Bayesian network approaches to risk analysis of oil platforms, sponsored by DNV GL.

It takes constant hard work from dedicated staff in the department to deliver the excellent environment we provide for our students and postdocs. The rewards, however, are clear and measurable as we see our early career researchers grow in confidence and capability, making the most of the opportunities open to them in progressing their research careers through academia and industry.

Additional information

In February 2017, EPSRC published its latest Balancing Capability strategy in which Statistics and Applied Probability retained its 'Grow' status. To find out more about other research areas in our portfolio please read our Balancing Capability results.


In the following table, contact information relevant to the page. The first column is for visual reference only. Data is in the right column.

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Andreas Kyprianou

Name: Professor Andreas Kyprianou
Job title: Director
Section / Team: Probability Laboratory at Bath
Department: Department of Mathematical Sciences
Organisation: University of Bath

Andreas Kyprianou was educated at the Universities of Oxford and Sheffield. Alongside a two-year stint working as a mathematician in the oil industry, he has previously held academic positions at the London School of Economics, University of Edinburgh, Utrecht University and at Heriot Watt University, before coming to Bath in 2006. His main research interests lie in the theory and application of a wide variety of different stochastic processes. He co-founded and is current director of the Probability Laboratory at Bath (Prob-L@B) and also co-directs the EPSRC CDT in Statistical Applied Mathematics at Bath (SAMBa).


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