PhD in Statistics - Computational Methods for Complex Statistical Models

Newcastle University

A tax-free stipend of £14,553 per year (subject to minor change) and 100% tuition fees. The studentship also includes a desktop computer and £1,500 travel allowance.

Number of awards:1

Start date and duration: September 2018 for 42 months

Application closing date:26 January 2018

Overview

The PhD is aimed at developing scalable computational statistics methods using machine learning tools, applied to complex stochastic models defined by stochastic processes or latent-variable structures.

Many of these realistic models do not have closed-form likelihood functions, and it is very useful to base the inference on computer simulations. We are interested in extending the application of simulation-based inference, including approximate Bayesian computation (ABC) and sequential Monte Carlo (SMC), to massive data sets and ultra-high dimension stochastic models, trying to tackle the cost of generating simulations and the curse of dimensionality due to the high-dimension parameter space.

Particular interest will be given to large-scale stochastic biochemical network and high-frequency financial models with latent variables. This project is motivated by the recent advances in both theory and methodology of ABC and machine learning methods such as random forests and generative adversarial networks.

Sponsor

School of Mathematics, Statistics and Physics, Newcastle University.

Name of supervisor(s)

Dr Wentao LiSchool of Mathematics, Statistics and Physics

Eligibility Criteria

This studentship is available to UK/EU and international candidates who have/expect a first class or high 2:1 honours degree in mathematics, physics or another relevant discipline. A Masters qualification in a relevant subject area will be advantageous.

Applicants whose first language is not English require a minimum of IELTS 6.5. International applicants may require an ATAS (Academic Technology Approval Scheme) clearance certificate prior to obtaining their visa and to study on this programme.

How to apply

You must apply through the University’s online postgraduate application system.  To do this please ‘Create a new account’.
Only mandatory fields need to be completed.  However, you will need to include the following information:

  • insert the programme code 8080F in the programme of study section
  • select 'PhD Mathematics and Statistics (full time) - statistics', as the programme of study
  • insert the studentship code msp005
  • attach covering letter, CV and (if English is not your first language) a copy of English language qualifications. The covering letter must state title of studentship, quote reference msp005 and describe how your research interests fit with the topic of research project outlined in the advertisement (maximum of two pages).

Contact

Dr Wentao Li
School of Mathematics, Statistics and Physics
Email:Wentao.Li@newcastle.ac.uk

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Type / Role:

PhD

Location(s):

Northern England