“Try not to become a man of success but rather to become a man of value.” Albert Einstein (1879-1955)

Dr Ali Eshragh
Senior Lecturer in Statistics & Optimization


School of Mathematical and Physical Sciences
The University of Newcastle
University Drive
Callaghan NSW 2308




(+61) (2) 4921 5127


(+61) (2) 4921 6898

Past Students

1.  Luke Yerbury, A New Algorithm for Fitting ARMA Models to Big Time Series Data, Honours, 2020.

2. Thomas McCarthy McCann, Rollage: Ecient Rolling Average Algorithm to Estimate ARMA Models for Big Time Series Data, Honours, 2020.

3. Riley Cooper, A New State Aggregation Algorithm to Solve Large Markov Decision Processes, Honours, 2019.

4. Benjamin Moran, Exploration of Flu-tracking Approaches Using Time Series Models, 2017-2018.

5. Thomas McCallum, Optimal Observation Times, Fisher Information and Generating Functions, Honours, 2016-2017.

Current Students

1. Luke Yerbury, Detecting Anomalies in Big Time Series Data, PhD, 2021-2024.

2. Scott Howard, Solution Algorithms for Large Markov Decision Processes, Honours, 2021-2022.

3. Oliver Di Pietro, Toeplitz Least Squares Problems, Fast Algorithms and Big Data, Honours, 2021.

4. Elizabeth Harris, Efficient Algorithms to Detect Outliers in Big Data, PhD, 2020-2023.

5. Vektor Dewanto, Policy Optimization in Reinforcement Learning, PhD.

6. George Dunn, Reinforcement Learning with a Weighted-Sum Reward Function, MPhil.

Prospective Students

If you are interested in any of the following topics, please contact me via email to discuss them with you in a meeting:

1. Approximate solutions to large Markov Decision Processes

2. Reinforcement Learning

3. Modeling and analyzing big data time series data