Imperial College London

Alastair Gregory

Faculty of Natural SciencesDepartment of Mathematics

Research Postgraduate



a.gregory14 CV




Blackett LaboratorySouth Kensington Campus





Alastair graduated from the University of Exeter with a First Class MMath Degree in 2014. During this time, he undertook placements within the University of Reading Meteorology department and the Met Office in conjunction with his Masters project. Alastair also worked as a Research Assistant at Imperial College London studying the feasibility of applying a novel variance reduction technique to flood risk asssesment.

He is undertaking a PhD project, applying multilevel Monte Carlo to ensemble forecasts, in the Mathematics department at Imperial College London, working alongside Dr. Colin Cotter. The project is part of the Grantham Institute of Climate Change DTP, sponsered by NERC. Alastair's research interests include the novel Multilevel Monte Carlo, statistics and the numerical modelling of weather and climate systems. This work has so far has seen one of the first applications of the Multilevel Monte Carlo method to filtering be accepted for publication, one of three papers that could redefine the efficiency of filtering.

This work continues to work alongside the state-of-the-art software package, Firedrake, developed at Imperial, which will be able to apply the aforementioned methodology to high-dimensional geophysical systems.


Postage stamp ensemble forecast of shallow water equations



In addition to this, the PhD project concentrates on the production of open source software in which users can use to apply a wide range of Multilevel Monte Carlo techniques to a user-defined problem on Firedrake. Links to these packages can be found on the Research tab.



Gregory ACA, Cotter CJ, A Seamless Multilevel Ensemble Transform Particle Filter, Siam Journal on Scientific Computing, ISSN:1095-7197

Gregory A, Cotter CJ, Gregory A, et al., 2017, On the calibration of multilevel Monte Carlo ensemble forecasts, Quarterly Journal of the Royal Meteorological Society, Vol:143, ISSN:0035-9009, Pages:1929-1935

Gregory A, Cotter CJ, Reich S, et al., 2016, MULTILEVEL ENSEMBLE TRANSFORM PARTICLE FILTERING, Siam Journal on Scientific Computing, Vol:38, ISSN:1064-8275, Pages:A1317-A1338

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