Jon Cockayne

Dr Jon Cockayne is a Lecturer in Statistics at the University of Southampton's Mathematical Sciences Department. His research focuses on probabilistic numerical methods, Bayesian computation, and statistical computing, particularly in numerical analysis and uncertainty quantification. He co-leads the second-year Statistical Modelling module (MATH2010).

Education:

• Bachelor's in Mathematics from Imperial College London.
• PhD in Statistics at the University of Warwick under Prof. Mark Girolami, titled Bayesian Probabilistic Numerical Methods.

Research Interests:

Jon develops probabilistic numerical methods that integrate statistical principles into computational algorithms for uncertainty quantification. His work spans Bayesian linear solvers, radiative transfer modeling, and calibration of machine learning procedures. He collaborates on EPSRC-funded projects like Unifying Probabilistic Computation for PDEs and Linear Systems.

Grants & Projects:

• EPSRC grant for Unifying Probabilistic Computation for PDEs and Linear Systems.
• Postdoctoral research at the Alan Turing Institute (2017–2019).

Advising:

• Supervises PhD students Zoe Abbott (iPhD AI for Sustainability) and Disha Hegde (Mathematical Sciences).

Labs & Teams:

Member of the Statistics group and the Statistical Sciences Research Institute (S3RI) at Southampton.