Jon Cockayne


Associate Professor at University of Southampton

About Me


I am an associate professor in Statistics at the University of Southampton. My primary research interests are in uncertainty quantification, particularly for numerical algorithms (i.e. Probabilistic Numerics). I am also interested in statistical calibration and Gaussian process approximation. For a summary of my research interests see my recent publications.

I am also:

  • Postgraduate Research Coordinator for Statistics. Please speak to me if interested in a PhD at Southampton! See here for information.
  • Southampton Co-Director for the Mathematics for out Future Climate CDT.
  • Co-Organiser of ProbNum26, to be held in Lappeenranta, Finland 9-11 September 2026.

Research Group


I currently have four doctoral candidates under my supervision:

  • Disha Hegde
  • Niall Vyas (co-supervised by Selin Ahipasaoglu)
  • Zoe Abbott
  • Rupert Watts (co-supervised by Kevin Oliver)

I meet with my supervisees weekly and we are an active, productive and sociable group. I have projects available for new students - please reach out if you are interested!

Contact