PhD Scholarship Top-Up Awards in Computational Statistics
UNSW

The School of Mathematics and Statistics

Closing date: 16th October 2015

Description of Award

The School of Mathematics and Statistics at UNSW Australia in Sydney is offering PhD scholarship top-up awards of $8,151 per annum (tax free) in the area of Computational Statistics and Monte Carlo Simulation, commencing in 2016.

The scholarship is intended to complement the Australian PostGraduate Award (APA) of $25,849 for a total tax-free PhD stipend of $34,000 per annum. The scholarship is open to international students as well.

The scholarship is partially funded by the Australian Research Council under the DECRA fellowship (DE140100993) of Dr Botev with a project titled: Mathematics of importance: The optimal importance sampling algorithm for estimating the probability of a black swan event.

The successful applicant will work with Dr Botev (http://web.maths.unsw.edu.au/~zdravkobotev/) and his collaborators (Professor L'Ecuyer from Montreal, Canada, and Dr Tuffin from Rennes, France).

The successful applicant will be given opportunities to travel abroad and present their research findings at leading international conferences in the USA and Europe. In addition, the candidate may visit and interact with researchers in Canada and France.

General information about the research environment at the School of Mathematics and Statistics at UNSW can be found at: https://www.maths.unsw.edu.au/research/ranking-our-research.

Project Description

The successful applicant is expected to work on a project in the area of Computational Statistics and Monte Carlo Simulation. This includes topics such as: rare-event probability estimation, high-dimensional numerical integration, Monte Carlo Methods in Financial Engineering, Markov Chain Monte Carlo and splitting methods in Bayesian inference, network reliability modeling and estimation.

The applicant should have some knowledge of stochastic processes, applied probability and computational statistics. The project will involve the design and implementation of algorithms in software platforms like Matlab or R, so any experience in computer programming will be advantageous.

For more information, and to apply, click here.



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