Imperial College London

Dr Alastair Gregory

Faculty of Natural SciencesDepartment of Mathematics

Research Associate



a.gregory14 CV




Blackett LaboratorySouth Kensington Campus




Publications and Preprints

    • A. Gregory, F. D. H. Lau, L. Butler, M. Girolami and M. Elshafie. The synthesis of data from instrumented structures and physics-based models via Gaussian processes. arXiv/1811.10882. (2018) PDF
    • A. Gregory. A streaming algorithm for bivariate empirical copulas. Computational Statistics and Data Analysis (2018). PDF
    • A. Gregory, F. D. H. Lau and L. Butler. A Quantile-Based Approach to Modelling Recovery Time in Structural Health Monitoring. arXiv/1803.08444 (2018). PDF
    • A. Gregory and C. J. Cotter. A Seamless Multilevel Ensemble Transform Particle Filter. SIAM J. Sci. Comput. 39(6): A2684-A2701 (2017). PDF
    • A. Gregory and C. J. Cotter. On the Calibration of Multilevel Monte Carlo Ensemble Forecasts. Quarterly Journal of the Royal Meteorological Society. 143: 1929–1935 (2017). PDF
    • A. Gregory, C. J. Cotter and S. Reich. Multilevel Ensemble Transform Particle Filtering. SIAM J. Sci. Comput. 38(3): A1317-A1338 (2016). PDF

Flooddrake Software

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This software package is a spin-off from Firedrake of a DG Shallow Water model, with demos of 2-dimensional flooding and drying. It was built during a feasibility study awarded by Maths Foresees from April 2016 - November 2016.

This package can be found at



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This is a tool-box of data-assimilation algorithms to be used alongside Firedrake. Using a number of different data-assimilation algorithms, including the efficient, recently coined Multilevel Ensemble Transform Particle Filter (Gregory et al. [2015, 2016]), one can assimilate data into high-dimensional geophysical systems with random initial conditions or forcing.

It is available from here.