Dr Fraser Daly

Associate Professor

Department of Actuarial Mathematics and Statistics
Heriot-Watt University, UK

I am an Associate Professor in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, also affiliated with the Maxwell Institute for Mathematical Sciences.  

I am a Fellow of the Higher Education Academy.

My research is in applied probability. In many real-life situations probability distributions of interest are tricky to handle, but can be well approximated by distributions which are much easier to work with (such as a Gaussian or Poisson distribution). Much of my work has been in the theory and application of Stein's method, which allows the quality of such probability approximations to be explicitly evaluated in a wide variety of settings without relying on assumptions of independence. Some of my recent work has applied these techniques to various Markovian and random graph models. Details of my published papers are available here, and details of selected research presentations are available here.

From January 2022 to December 2024 I served as director of the Scottish Mathematical Sciences Training Centre (SMSTC). I have also previously served as vice-chair of the Applied Probability Section of the Royal Statistical Society, and as programme director for the MSc Financial Mathematics jointly run by Heriot-Watt University and the University of Edinburgh. 

I have previously worked in Bristol, Zürich and Nottingham. A copy of my CV is available here (last updated February 2023).