Durham University Statistics and Probability Group
Durham University Statistics and Probability


Welcome to the Stats4Grads website! Here you will find all the information about the seminar series.

Stats4Grads is a weekly seminar in statistics, organised by and for postgraduate students. We meet on Wednesdays from 1pm-2pm, usually in CM105, with tea, coffee and biscuits provided by the Department of Mathematical Sciences.

Stats4Grads is a great chance to see the other ways postgraduate students use statistics: statisticians can better understand the importance and applications of statistics, how the subject is being used in current "real-world" problems, and what techniques and approaches are needed in the future. Meanwhile, the non-statisticians can learn about new methods and techniques being developed, and get help and insight from students who may have a deeper understanding of the theory behind statistical methods.

Feel free to invite a friend or collaborator from another institution or department to give a talk if they're in town!

Organiser: Clare Wallace. For information or to give a talk contact: clare.wallace@durham.ac.uk .

Stats4Grads Timetable 2018/2019

For details of previous years' seminars, click here.

The following dates are free this term: all of them!

Drunken Heroine Quest 2: Deep Fantasy World Application of the Theory of Random Walks

Speaker: Hugo Lo, Department of Mathematical Sciences, Durham University
Wednesday 12th December 2018: 1pm, CM105


Our research on random walk problems has a lot of useful applications in ecology, psychology, computer science, physics, chemistry, biology as well as economics. However, most of them are too serious for this presentation. Instead, we will guide you through some basics of random walk theory, in a format of a fantasy story... Once upon a time, the brave Edward went on a fearful quest of defeating a dragon to win the heart of the beautiful Dorothy. After falling foul of a curse, Edward is trapped in a skyscraping tower of unknown location in the boundless land of Promenatoria. It is now up to Dorothy to break the curse to free her inamorato. With Edward nowhere to be found, alcohol seems to be the only way for Dorothy to pass the days. Without a particular direction nor a systematic search, a random walk journey begins. Are you ready for this exhilarating and unforgettable adventure? In this second episode of the series we will dive into the feelings deep in our heroine heart. All are welcome.

Bayes linear emulation, decision support and applications to petroleum reservoir models

Speaker: Jonathan Owen, Department of Mathematical Sciences, Durham University
Wednesday 5th December 2018: 1pm, CM105


Complex mathematical computer models are used across many scientific disciplines to improve the understanding of the behaviour of the physical system and provide decision support. These often require the specification of a large number of unknown model parameters; involve a choice of decision parameters; and take a long time to evaluate. Decision support, commonly misrepresented as an optimisation task; often requires a large number of model evaluations rendering traditional methods intractable due to their slow speed. Bayes linear emulators as surrogates provide fast, statistical approximations for computer models, yielding predictions for as yet unevaluated parameter settings, along with a corresponding quantification of uncertainty.

The Integrated Systems Approach for Petroleum Production (ISAPP) is a research program with the aim of increasing hydrocarbon recovery who along with TNO (Netherlands Organisation for Applied Scientific Research) have designed a Field Development Optimisation Challenge centred on a fictitious oil reservoir known as OLYMPUS. This challenge exhibits many of the common issues associated with computer experimentation with further complications arising due to geological uncertainty expressed through an ensemble of 50 models. In this presentation, I will discuss Bayes linear emulators and their use in decision support, before describing some of the difficulties encountered in my work to date on the ISAPP Field Development Optimisation Challenge.

Cost effective component swapping to increase system reliability

Speaker: Aesha Najem, Department of Mathematical Sciences, Durham University
Wednesday 21st November 2018: 1pm, CM105


One of the strategies that might be considered to enhance reliability and resilience of a system is swapping components when a component fails, so replacing it by another component from the system which is still functioning. This presentation considers cost effective component swapping to increase system reliability. The cost is discussed in two scenarios, namely fixed cost and time dependent cost for system failure.

Random set theory for frequentist inferences

Speaker: Daniel Krpelik, Department of Mathematical Sciences, Durham University
Wednesday 14th November 2018: 1pm, CM105


Recently, several inferential methods based on the random sets theory were proposed in the literature. Among those, we would like to focus on Confidence Structures. These can be seen as a generalisation of the inferential approach based on Confidence Distributions. In those, the result of the inference is a probability distribution over the range of parameter of interest which can be used to construct confidence intervals and test hypotheses on any level of significance. Using the random set models allows us to seamlessly derive approaches for analysing censored observations without any assumptions about the underlying censoring model whilst retaining the coverage properties of the confidence distributions. We will show the basic ideas behind the concept of confidence structures and demonstrate its use on reliability analysis of a simple system based on a set of censored observations of lifetimes of its components.

History Matching techniques applied to petroleum reservoir: discussing MCMC as sampling technique

Speaker: Helena Nandi Formentin, Department of Mathematical Sciences, Durham University
Wednesday 7th November 2018: 1pm, CM107


In petroleum engineering, reservoir simulation models are representations of real petroleum fields used in production forecast and decision-making process. Observed dynamic data (e.g. bottom-hole pressure and oil production) support the calibration of reservoir models. We use History Matching techniques to reduce our highly-dimensional input space - which contains parameters such as porosity and permeability and fluid properties - through the assimilation of measured data. We use emulation techniques to explore a simplified simulator of a reservoir model, and HM processes to reduce the simulator’s input space. In this section, we will discuss MCMC techniques applied to sample in a reduced and complex space.

Maintenance Record Labelling of Wind Turbine Data for Fault Prognosis

Speaker: Roger Cox, Department of Engineering, Durham University
Wednesday 31st October, 2018: 1pm, CM105


A set of methods are being developed for the determination of the health history of mechanical plant. These are to be applied both in offshore wind turbine maintenance trouble shooting (fault diagnosis) and in condition based maintenance (fault prognosis). One of the methods used is Bernoulli Naive Bayes classification.

Wednesday 24th October 2018:

1pm, CM105

Introduction to Stats4Grads

Speaker: everyone!


Come along to CM105 on Wednesday 24th October at 1pm to get to know your fellow statisticians! We'll introduce ourselves and our research area (briefly!), and then just have an informal chat. Of course, the introductory meeting wouldn't be complete without free pizza ;)

Back to the Statistics Seminar list.