From time to time vacancies arise within the department. Posts will be advertised on this page as and when they arise.
Research Associate in Monte Carlo Methods for Calibrating High-Dimensional Models
The post holder will be expected to conduct research in statistical methodology and Monte Carlo computations related to a project led by Dr Alexandros Beskos to develop and apply state-of-art Monte Carlo methods to calibrate complex high-dimensional models. There is flexibility in terms of the overall scope, but two possible topics are: Markov Chain Monte Carlo (MCMC) in High Dimensions and Sequential Monte Carlo (SMC) in High Dimensions (more details are available in the further particulars document). The project will involve expert collaborators.
Candidates should hold or be close to submitting a PhD (or equivalent qualification) in Statistics, Mathematics or a closely related field. It is essential that the successful candidate has a strong background in Computational Statistics, with previous experience of Bayesian theory and Monte Carlo algorithms, numerical programming experience with e.g. Matlab or C, C++ and excellent communication skills.
The post is available from 1 May 2016 (or as soon as possible thereafter) and is funded for 12 months in the first instance.
Closing date: 28 February 2016