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The WinBUGS software (and now OpenBUGS software), developed initially at Cambridge from 1989-1996 and then further at Imperial from 1996-2007, has made practical MCMC Bayesian methods readily available to applied statisticians and data analysts. The software has been instrumental in facilitating routine Bayesian analysis of a vast range of complex statistical problems covering a wide spectrum of application areas, and over 20 years after its inception, it remains the leading software tool for applied Bayesian analysis among both academic and non-academic communities internationally. WinBUGS had over 30,000 registered users as of 2009 (the software is now open-source and users are no longer required to register) and a Google search on the term `WinBUGS' returns over 205,000 hits (over 42,000 of which are since 2008) with applications as diverse as astrostatistics, solar radiation modelling, fish stock assessments, credit risk assessment, production of disease maps and atlases, drug development and healthcare provider profiling.
Methodological, algorithmic and interpretational advances in wavelet techniques for time series analysis are encapsulated in the research monograph by Percival and Walden (2000): "Wavelet Methods for Time Series Analysis" (WMTSA). Multiple language software packages have been developed from the book's contents, including the Spotfire S+ package from the major commercial software company TIBCO (2008-present). TIBCO Spotfire clients span many sectors and include major companies such as GE, Chevron, GlaxoSmithKline and Cisco. Further applications of the wavelet techniques developed in WMTSA include in the biomedical, conservation and financial sectors. WMTSA is used, for example, in functional Magnetic Resonance Imaging by GlaxoSmithKline, to monitor cracks in the dome of the UNESCO world heritage site Santa Maria del Fiore Cathedral in Florence, and by the Reserve Bank of New Zealand in its analysis of measuring core inflation.
Wavelets and multiscale methods were introduced and rapidly became popular in scientific academic communities, particularly mathematical sciences, from the mid-1980s. Wavelets are important because they permit more realistic modelling of many real-world phenomena compared to previous techniques, as well as being fast and efficient. Bristol's research into wavelets started in 1993, has flourished and continues today. Multiscale methods are increasingly employed outside academia. Examples are given here of post-2008 impact in central banking, marketing, finance, R&D in manufacturing industry and commercial software, all originating from research at Bristol. Much of the impact has been generated from the original research via software. This software includes freeware, distributed via international online repositories, and major commercial software, such as Matlab (a preeminent numerical computing environment and programming language with over one million users worldwide).
Reversible Jump Markov chain Monte Carlo, introduced by Peter Green [1] in 1995, was the first generic technique for conducting the computations necessary for joint Bayesian inference about models and their parameters, and it remains by far the most widely used, 18 years after its introduction. The paper has been (by September 2013) cited over 3800 times in the academic literature, according to Google Scholar, the vast majority of the citing articles being outside statistics and mathematics. This case study, however, focusses on substantive applications outside academic research altogether, in the geophysical sciences, ecology and the environment, agriculture, medicine, social science, commerce and engineering.
Spatial decomposition methods have been extended to apply to spatial, scale, and temporal domains as a result of work at the Numerical and Applied Mathematics Research Unit (NAMU) at the University of Greenwich. This work has led to a numerical framework for tackling many nonlinear problems which have been key bottlenecks in software design and scientific computing. The work has benefitted the welding industry in the UK because these concepts are now embedded, with parallel computing, in the industry's modern welding design process software.
The work of the UK's largest radiocarbon measuring laboratory, at the Scottish Universities Environmental Research Centre (SUERC, University of Glasgow), has had a range of impacts including the identification of the remains of Richard III; [text removed for publication]; providing evidence to solve high-profile murder cases and to prosecute people trading animal parts from endangered species e.g. rhinoceros horn and elephant ivory. The laboratory also leads inter-calibration studies that provide quality assurance to >75% of the world's radiocarbon laboratories.
Novel statistical methods were developed in order to address the needs of Federal-Mogul Corporation (FM), an innovative and diversified $6.9bn global component supplier to vehicle manufacturers, with a broad range of customers in the industrial sector. During 2012, the research underpinned the production of new disc brake pad products for Audi, BMW, Ford, GM, Mercedes Benz and VW. The research has already resulted in significant benefits for the company by improving the manufacturing process, allowing it to be optimised to a mean specification, and by reducing the production cycle time by 30%.
Our research has been applied directly by Aviva plc. to develop improved products in the general insurance market (e.g. household and car) and in the more specialised area of enhanced pension annuities. As a result, Aviva has become more competitive in these markets and customers are enjoying better value for money. In the case of enhanced annuities, the benefits are in the form of higher pension income for those accurately identified as facing shortened life expectancies. Aviva is the largest insurance company in the UK and the sixth largest in the world.
Improvements in traffic flow on urban road networks have a direct daily impact on citizens, business and tourism. To make improvements, transportation planners and signal engineers rely on modelling and control software that implements mathematical methods designed to optimize traffic flows, signal timings or both. Research by Mike Smith's group at York since 1993 has led to:
Computational Dynamics Ltd, partnering with adapco and trading as CD-adapco www.cd-adapco.com is the world's largest independent CFD-focused provider of engineering simulation software, with major products STAR-CD and STAR-CCM+. It was formed by Professor David Gosman and Dr Raad Issa and its turnover has grown more than 30 fold since 1993 and by over 250% since 2008 to currently ~ $190M pa. It employs around 750 staff, of whom roughly 80 are located in the London office. The company won a Queen's Award for Exports in 1997. Key technologies that underpin this growth were developed since 1993 in the Mechanical Engineering department at Imperial College. CD-adapco has over 7000 users of its software, working at 3000 different companies. It makes a major contribution in maintaining the competiveness of UK industry via improved understanding and design and lower costs through the reduced need to undertake expensive experimental studies.