PhD studentship in Bayesian computational statistics – Monte Carlo methods for simulating from multimodal posteriors

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: [email protected]   

Telephone: +44 (0) 191 208 7238