Jon Cockayne

Jon Cockayne is an Associate Professor at the University of Southampton specializing in Bayesian Numerical Methods, Probabilistic Numerical Methods, and Uncertainty Quantification.

His research focuses on integrating probabilistic approaches into numerical algorithms, particularly for solving linear systems, differential equations, and MCMC output analysis. He has contributed to BayesCG (Bayesian Conjugate Gradient) and Computation-Aware Gaussian Processes.

Notable collaborations include work on Statistical Finite Element Methods, Probabilistic Iterative Methods, and Calibrated Numerical Algorithms for industrial applications like Hydrocyclone Equipment state estimation.