Back to search results

PhD Studentship in Bayesian Computational Statistics - Monte Carlo Methods for Simulating from Multimodal Posteriors

Newcastle University

Qualification Type: PhD
Location: Newcastle upon Tyne
Funding for: UK Students, EU Students, International Students
Funding amount: £18,622
Hours: Full Time
Placed On: 10th October 2023
Closes: 19th February 2024
Reference: MSP075

Award Summary

100% of home tuition fees covered and a minimum tax-free living allowance of £18,622 (2023-24 UKRI rate). 

Overview

In Bayesian inference, the posterior distributions often exhibit a multi-modal characteristic. It is a challenging problem to draw random realisations from such multimodal posteriors via traditional Monte Carlo methods, such as Markov chain Monte Carlo (MCMC) which could get stuck in a local mode of the posterior. To tackle this challenge, methods based on  ‘mode jumping’ or  ‘space augmentation’ have been proposed in the literature.  

The aim of this project is to develop a novel sequential Monte Carlo (SMC) method, based on space augmentation of continuous Markov chains.  Convergence properties of the new SMC method will be studied as well.  

This project will be supervised by Prof. Hongsheng Dai, and Dr. Murray Pollock. The successful candidate will have the opportunity to join the PINCODE project team, and work with Prof. Gareth Roberts at University of Warwick and Dr. Louis Aslett at Durham University. 

Number Of Awards

1

Start Date

16 September 2024 

Award Duration

3 years 

Application Closing Date

19 February 2024 

Sponsor

School of Mathematics, Statistics and Physics, Newcastle University. 

Supervisors

Professor Hongsheng Dai, School of Mathematics, Statistics and Physics 

Dr. Murray Pollock, School of Mathematics, Statistics and Physics 

Eligibility Criteria

Applicants should have or expect a first class or high 2:1 honours degree in Mathematics, Statistics, or another relevant discipline. A Masters qualification in a relevant subject area will be highly advantageous. 

The studentship covers fees at the Home rate (UK and EU applicants with pre-settled/settled status and meet the residency criteria). However international/EU applicants will also be considered and if funding is available may have the difference between home and international fees covered. 

Applicants whose first language is not English require an IELTS score of 6.5 overall with a minimum of 5.5 in all sub-skills.  

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

To apply for a studentship, you must register and apply through the University’s Apply to Newcastle Portal 

Once registered select ‘Create a Postgraduate Application’.  

Use ‘Course Search’ to identify your programme of study:  

  • you can search for the ‘Course Title’ using the programme code: 8080F 
  • the Research Area is: Statistics 
  • select ‘PhD Mathematics (full time)’, with research area ‘statistics’ as the programme of study 

You will then need to provide the following information in the ‘Further Details’ section:  

  • a ‘Personal Statement’ (this is a mandatory field) - upload a document or write a statement directly in to the application form  
  • the studentship code MSP075 in the ‘Studentship/Partnership Reference’ field  
  • when prompted for how you are providing your research proposal - select ‘Write Proposal’. You should then type in the title of the research project from this advert - you do not need to upload a research proposal.

Contact Details

For further details, please contact:  

Professor Hongsheng Dai 

School of Mathematics, Statistics and Physics 

E-mail: hongsheng.dai@newcastle.ac.uk  

Telephone: +44 (0) 191 208 7238 

We value your feedback on the quality of our adverts. If you have a comment to make about the overall quality of this advert, or its categorisation then please send us your feedback
Advert information

Type / Role:

Subject Area(s):

Location(s):

PhD tools
 

PhD Alert Created

Job Alert Created

Your PhD alert has been successfully created for this search.

Your job alert has been successfully created for this search.

Ok Ok

PhD Alert Created

Job Alert Created

Your PhD alert has been successfully created for this search.

Your job alert has been successfully created for this search.

Manage your job alerts Manage your job alerts

Account Verification Missing

In order to create multiple job alerts, you must first verify your email address to complete your account creation

Request verification email Request verification email

jobs.ac.uk Account Required

In order to create multiple alerts, you must create a jobs.ac.uk jobseeker account

Create Account Create Account

Alert Creation Failed

Unfortunately, your account is currently blocked. Please login to unblock your account.

Email Address Blocked

We received a delivery failure message when attempting to send you an email and therefore your email address has been blocked. You will not receive job alerts until your email address is unblocked. To do so, please choose from one of the two options below.

Max Alerts Reached

A maximum of 5 Job Alerts can be created against your account. Please remove an existing alert in order to create this new Job Alert

Manage your job alerts Manage your job alerts

Creation Failed

Unfortunately, your alert was not created at this time. Please try again.

Ok Ok

Create PhD Alert

Create Job Alert

When you create this PhD alert we will email you a selection of PhDs matching your criteria.When you create this job alert we will email you a selection of jobs matching your criteria. Our Terms and Conditions and Privacy Policy apply to this service. Any personal data you provide in setting up this alert is processed in accordance with our Privacy Notice

Create PhD Alert

Create Job Alert

When you create this PhD alert we will email you a selection of PhDs matching your criteria.When you create this job alert we will email you a selection of jobs matching your criteria. Our Terms and Conditions and Privacy Policy apply to this service. Any personal data you provide in setting up this alert is processed in accordance with our Privacy Notice

 
 
 
More PhDs from Newcastle University

Show all PhDs for this organisation …

More PhDs like this
Join in and follow us

Browser Upgrade Recommended

jobs.ac.uk has been optimised for the latest browsers.

For the best user experience, we recommend viewing jobs.ac.uk on one of the following:

Google Chrome Firefox Microsoft Edge