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Jamie Fairbrother

Talks

Academic

  • A network-based integer program for physical cell identifier assignment in 4G, Meeting of Networks 15, Bath, 2016-05-17 [pdf]
  • Problem-driven scenario generation, International Conference on Stochastic Programming, B├║zios, 2016-05-17 [pdf]
  • Projection results for the k-partition problem, International Symposium on Combinatorial Optimization, Salerno, 2016-05-17 [pdf]
  • Scenario generation for portfolio selection with tail risk measure, EURO Conference, Glasgow, 2015-07-13 [pdf]
  • Scenario generation for stochastic programs with tail risk measure, INFORMS Conference, San Francisco, 2014-11-13 [pdf]
  • Statistical modelling of TV interference for shared-spectrum devices, KTN Showcase Day, Oxford, 2013-11-25 [pdf]

Software

  • Tips for coding numerical tests, STORC session, Lancaster University, 2016-02-18 [zip]
  • A Changepoints package for Julia, Time Series Reading Group, Lancaster University, 2015-05 [pdf]
  • Make: the universal project management tool, STORC session, Lancaster University, 2014-07 [zip]
  • Introduction to Subversion, STORC session, Lancaster University, 2013-10 [pdf]

Software

Julia

  • Changepoints.jl: A Julia package for the detection of multiple changepoints in time series
  • GaussianProcesses.jl: A Julia package for Gaussian Processes
  • EllipticalScenGen.jl: Scenario generation for portfolio selection problems with tail risk measures
  • SkewDist.jl: A Julia package which implements some multivariate skew distributions

Miscellaneous

  • ParallelSimulation: Simple C++ API for running serial and parallel Monte Carlo simulations to specified accuracies [tgz]

Publications

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Conference Papers

Enhanced algorithms for TV whitespace power maximization
Keith Briggs, Jamie Fairbrother
EuCAP2014 Den Haag April 6-11, 2014

The secondary use of television spectrum (TV whitespace) by low-power radio devices is now a reality in the UK and the USA. The UK regulator Ofcom has released rules or computation of maximum allowed transmit power. These rules, however, allow some leeway for different algorithms for internal steps, and one would like to exploit this leeway to the advantage of secondary users, while still protecting the primary user to the required degree. We describe here two techniques implemented in a current BT software product, which additionally allows a compute-on-demand mode of operation, in distinction to so-called TV whitespace databases which merely look up pre-computed tables.

MRes Project Work

In a mathematical programme one tries to minimise (or maximise) of a function given a set of constraints. Conic programming is the special case of this where one is optimising the function over a conic section. Conic programming covers a surprisingly wide class of problems and efficient solution algorithms are allowing one to solve previously intractable problems. This report outlines the basic theory of conic programmes before presenting some of its applications. Written under the supervision of Adam Letchford

Particles filters are used to make inference about underlying states based on noisy observations. This poster introduces two basic particle filters and applies them to a tracking problem.

Jamie Fairbrother, Tim Park, Bethan Turner

Operational Research came to prominence during the second world war where it was used to great effect by the allies. This website describes the work Coastal Command Operational Research Section did against the persistant threat of German U-boats.

Home

Jamie Fairbrother

Welcome. I am currently a senior research associate at Centre for Transport and Logistic based in Lancaster University working on the OR-MASTER project.

My interests lie in the areas of optimization, applied probability and statistics, and I have worked on applications in logistics and telecommunications. My PhD research concerned scenario generation which is an issue that arises in stochastic programming. I was jointly supervised by Stein Wallace and Amanda Turner.

I also have a strong interest in developing statistical software packages and have in particular developed packages for Julia. See the Software tab for a full list.

Last updated on 05 July, 2017.