About Me

Jonny Law is a data scientist at the National Innovation Centre for Data, working with local and national companies to allow them to make the most of their data. Previously he was a Statistics PhD student on the Cloud Computing for Big Data CDT. His primary research interest is in using functional programming for Bayesian Inference (often called probabilistic programming), using Scala.


  • R
  • Scala
  • Python
  • SQL
  • Bayesian Modelling
  • Time series analysis
  • Machine Learning


Bayesian State Space Model

git.io/dlm A Scala library for Dynamic Linear Models, with filtering and parameter inference algorithms

Gaussian Processes

git.io/gaussianprocesses A Scala library for Gaussian Processes

Composable POMP Models

git.io/statespace A Scala library for online Bayesian filtering of univariate state space models, sometimes called POMP (Partially Observed Markov Process Models).