PhD: Exact-Constrained Monte Carlo for Aggregated Data

University of Birmingham; Birmingham; On-site; GBP 18,000 - 22,000; Full time

Benefits offered by this job

Stipend provided

Tuition fees covered

Research training

Job summary

University of Birmingham is offering a PhD studentship to develop and analyse Monte Carlo methods for problems with exact constraints. The project includes Fusion methods, sequential Monte Carlo, and optimal scaling in constrained domains, guided by the student's interests and with opportunities to integrate learned proposals.

Applicants should hold a 2:1 in a maths-related subject; strong mathematical ability and interest in probability and statistics are essential.

Qualifications

• Strong mathematical ability and genuine interest in probability and statistics.
• Background in mathematics; statistics or stochastic processes helpful.
• Some programming experience in Python or R is advantageous.

Responsibilities

• Develop and analyse Monte Carlo methods for problems with exact constraints.
• Create and evaluate Fusion methods and sequential Monte Carlo extensions.
• Derive scaling limits and tuning rules for constrained samplers.

Skills

Mathematical ability

Probability and statistics

Programming (Python or R)

Education

2:1 four-year degree in mathematics-related subject

Tools

Python

R

Job description

University of Birmingham is offering a PhD studentship to develop and analyse Monte Carlo methods for problems with exact constraints. The project includes Fusion methods, sequential Monte Carlo, and optimal scaling in constrained domains, guided by the student's interests and with opportunities to integrate learned proposals.

Applicants should hold a 2:1 in a maths-related subject; strong mathematical ability and interest in probability and statistics are essential.