Associate Professor
- Locations
- Lab 526/528
Room 523 - Phone numbers
- 7806 (Office)
64 3 479 7806 (Office Direct Dial)
7808 (Lab) - colin.fox@otago.ac.nz
Biography
I completed my BSc in Physics and Pure Mathematics, then MSc in Physics (on building acoustics) at The University of Auckland, while running an electronics design company. I completed my PhD in the Cavendish Laboratory of Cambridge University, in the group lead by Steve Gull, John Skilling, and Ed Jaynes. After 18 months implementing my PhD findings for Schlumberger Cambridge Research, I took a post-doctoral position with Vernon Squire in Applied Mathematics at Otago University. From 1990 to 2007 I grew the Applied Mathematics programme at Auckland University, was concurrently Head of the Acoustics Research Centre for 12 years, undertook field work on the sea-ice in Antarctica for a dozen seasons, held visiting positions at Le Mans France (Acoustics), CIMAT Mexico (Probability and Statistics), Clarkson USA (Engineering), Cambridge (Engineering), and Kuopio Finland (Physics), and was seconded on two occasions to Agilent Technology (Palo Alto and Colorado) to undertake research for product development. In 2007 I moved to Otago University to the Electronics research group within the Physics department.
My current research is principally in the field of computational Bayesian inference, specializing in fast algorithms and applications to inverse problems. My recent work includes the polynomial accelerated and conjugate direction samplers that are the state-of-the-art. Much of my work, including my work in physical-stochastic modelling, exploits the interplay between mathematical physics, computational methods, applied mathematics, and statistics. This work is central in the new field of Uncertainty Quantification that studies prediction and estimation using physical models in the presence of uncertainty. I am a founder Editor of the new ASA/SIAM Journal on Uncertainty Quantification. I have previously specialized in Acoustics of the built environment, particularly on the topics of sound transmission in light-weight timber-framed construction, aurilization, and modelling and measuring vibration in complex random structures. I have contributed to the acoustical design of several well-known concert halls, including the Barbican Centre in London and the Michael Fowler Centre in Wellington. From 1995 to 2007 I was Head of the Acoustics Research Centre at Auckland University, leading modelling and development of novel building details with improved acoustic ratings. I have also made fundamental contributions to the study of ocean-wave interaction with sea-ice, both in terms of new mathematical models and solutions, and through conducting field work in Antarctica over a dozen seasons.
Publications
Parker, A., & Fox, C. (2012). Sampling Gaussian distributions in Krylov spaces with conjugate gradients. SIAM Journal on Scientific Computing, 34(3), B312-B334. doi: 10.1137/110831404 Journal - Research Article
Bardsley, J., & Fox, C. (2012). An MCMC method for uncertainty quantification in nonnegativity constrained inverse problems. Inverse Problems in Science & Engineering, 20(4), 477-498. doi: 10.1080/17415977.2011.637208 Journal - Research Article
Cui, T., Fox, C., & O'Sullivan, M. J. (2011). Bayesian calibration of a large-scale geothermal reservoir model by a new adaptive delayed acceptance Metropolis Hastings algorithm. Water Resources Research, 47(10), W10521. doi: 10.1029/2010wr010352 Journal - Research Article
Watzenig, D., Neumayer, M., & Fox, C. (2011). Accelerated Markov chain Monte Carlo sampling in electrical capacitance tomography. COMPEL, 30(6), 1842-1854. doi: 10.1108/03321641111168147 Journal - Research Article
Kaipio, J. P., & Fox, C. (2011). The Bayesian framework for inverse problems in heat transfer. Heat Transfer Engineering, 32(9), 718-753. doi: 10.1080/01457632.2011.525137 Journal - Research Article