Department of Statistical Science

Dr Soo Ling Lim (UCL Statistical Science) and Dr Peter Bentley (UCL Computer Science) have modelled Apple's App Store marketplace as an ecosystem, revealing what makes it thrive. 

Applications are invited for several PhD funding opportunities (one EPSRC studentship and up to four internally-funded studentships) based in the UCL Department of Statistical Science, to commence in September 2012.

Professor Mark Girolami has been awarded an EPSRC Established Career Fellowship which will run for a period of five years (2012 - 2017). The fellowship will support his ongoing investigations into the geometric basis of computational statistics and is entitled "Advancing the Geometric Framework for Computational Statistics: Theory, Methodology and Modern day Applications".

In a paper recently accepted for publication in Biometrika, Papaspiliopoulos, Pokern, Roberts and Stuart have introduced nonparametric drift estimation for stochastic differential equations using novel partial differential equation methods. Applications to molecular dynamics and mathematical finance are also presented. The underlying probability theory requires new convergence theorems for the local time of diffusions on the circle and is presented in a separate paper (submitted). Possible extensions include second order hypoelliptic diffusions.