The Statistics Group at King’s College London was founded in 2015 and is continuing to expand. The group has research strengths in the design and analysis of experiments, time series and Markov chain Monte Carlo and sequential Monte Carlo methods. The group also collaborates with researchers across King’s and beyond.
Themes

Design and analysis of experiments
We work on the theory, methodology and applications of the design of experiments and the corresponding methods of modelling the resulting data. Many modern experiments are more complex than in the past and produce far more data. New methods are constantly required to plan these experiments in the most cost-effective way possible. Particular areas of interest include multi-stratum designs, experiments on networks and supersaturated designs. We work closely with scientists, engineers and medical researchers to ensure that the methods we develop can be applied in practice. Steven Gilmour and Kalliopi Mylona work in this area.

Monte Carlo and time series methods
We have particular interests in sequential Monte Carlo (SMC) methods, also known as particle filtering, especially for application to financial time series. Work continues on improving the efficiency of Markov chain Monte Carlo methods and on proving limit theorems for stationary processes. As well as developing methodology, we work on implementing it to discrete and continuous time processes in finance. George Deligiannidis and Michael Pitt work in this area.
Publications
Activities

Kalliopi Mylona to give keynote talk at 25th International Conference on Computational Statistics
Dr Kalliopi Mylona, Senior Lecturer in the Statistics research group will be delivering a keynote talk on 'Multi-objective optimisation of restricted randomised designs' at the 25th International Conference on Computational Statistics (COMPSTAT2023). The conference will be taking place at Birkbeck, University of London from 22 - 25 August 2023.
News
King's women in maths: Dr Vasiliki Koutra
Vasiliki Koutra interview

King's women in maths: Maria Kalli
Maria Kalli interview

Dr Vasiliki Koutra shortlisted for L'Oréal-UNESCO For Women in Science award
Vasiliki is among ten women scientists who have been shortlisted for the L'Oreal-UNESCO Rising Talents award.

Seminars
The group runs a regular seminar programme on Thursday afternoons at 14.00.
The current organiser is Yu Luo: yu.luo@kcl.ac.uk
Our location also makes it very easy to attend seminars at other London universities and at the Royal Statistical Society.
Themes

Design and analysis of experiments
We work on the theory, methodology and applications of the design of experiments and the corresponding methods of modelling the resulting data. Many modern experiments are more complex than in the past and produce far more data. New methods are constantly required to plan these experiments in the most cost-effective way possible. Particular areas of interest include multi-stratum designs, experiments on networks and supersaturated designs. We work closely with scientists, engineers and medical researchers to ensure that the methods we develop can be applied in practice. Steven Gilmour and Kalliopi Mylona work in this area.

Monte Carlo and time series methods
We have particular interests in sequential Monte Carlo (SMC) methods, also known as particle filtering, especially for application to financial time series. Work continues on improving the efficiency of Markov chain Monte Carlo methods and on proving limit theorems for stationary processes. As well as developing methodology, we work on implementing it to discrete and continuous time processes in finance. George Deligiannidis and Michael Pitt work in this area.
Publications
Activities

Kalliopi Mylona to give keynote talk at 25th International Conference on Computational Statistics
Dr Kalliopi Mylona, Senior Lecturer in the Statistics research group will be delivering a keynote talk on 'Multi-objective optimisation of restricted randomised designs' at the 25th International Conference on Computational Statistics (COMPSTAT2023). The conference will be taking place at Birkbeck, University of London from 22 - 25 August 2023.
News
King's women in maths: Dr Vasiliki Koutra
Vasiliki Koutra interview

King's women in maths: Maria Kalli
Maria Kalli interview

Dr Vasiliki Koutra shortlisted for L'Oréal-UNESCO For Women in Science award
Vasiliki is among ten women scientists who have been shortlisted for the L'Oreal-UNESCO Rising Talents award.

Seminars
The group runs a regular seminar programme on Thursday afternoons at 14.00.
The current organiser is Yu Luo: yu.luo@kcl.ac.uk
Our location also makes it very easy to attend seminars at other London universities and at the Royal Statistical Society.