Imperial College London

Professor Philip A. Ernst

Faculty of Natural SciencesDepartment of Mathematics

Chair in Statistics and Royal Society Wolfson Fellow



p.ernst Website




544Huxley BuildingSouth Kensington Campus




Grant Support

I gratefully acknowledge support for my research from the following grants:

(PI) 2023-2026: British Academy/Wolfson FellowshipSustainability of agrarian societies in the Lake Chad basin.

(PI) 2022-2027: Royal Society Wolfson Fellowship. New frontiers in statistical inference for stochastic processes.

(PI) 2021-2024. Office of Naval Research (ONR) N00014-21-1-2672. Nonparametric tests of independence for pairs of paths of stochastic processes.

(PI) 2018-2021 U.S. Army Research Office (ARO) Young Investigator Award ARO-YIP-71636-MA. Next-generation quickest detection.

(PI) 2018-2022. National Science Foundation (NSF) DMS-1811936. Exact and asymptotic distribution theory for general Gaussian processes.

(PI) 2018-2021. Office of Naval Research (ONR) N00014-18-1-2192. Statistical inference for stochastic processes with correlations.

(Co-PI) 2017-2019. Clarkson Aerospace Corporation, RICE 17-D-0018-S13. Cyber-spectrum collaborative research environment.