Gatsby Bridging Programme

During the programme, you will attend interactive lectures and actively participate in problem-solving sessions and tutorials in undergraduate-level linear algebra, calculus, probability, ordinary differential equations and dynamical systems, and Fourier analysis and convolution, with assignments to complete in your own time. You will build a rigorous, often proof-based, understanding of mathematical methods from first principles.

Participants must:

1. attend in person all sessions (lectures, tutorials, problem-solving; including Saturdays) during the 7-week programme;
2. commit to providing feedback at the end of the programme.

The programme is designed for predoctoral students whose degree(s) does not have a strong mathematical focus. If you already have a solid mathematics foundation, you may wish to look into other opportunities under 'Pre-doctoral research experience' on the Study and work page.

• Programme dates: 22 Jun - 7 Aug 2026.
• Application open: 19 Jan 2026.
• Information webinar: 23 Jan 2026, 10-11AM GMT.
• Application deadline: 16 Feb 2026. Applications may close earlier if the number of applications exceeds our capacity to review.
• Outcome communicated by mid-April 2026.
• Deadline for offer acceptance: 1 week after outcome notification.

Topics to be covered (non-exhaustive)

• Multivariate calculus: Sequences, series, limit, continuity, derivation (Taylor expansion), univariate integration, multivariate functions, partial derivatives, chain rule, directional derivatives and gradients, Riemann sums, multivariate integration and multidimensional change of variables, multivariate Taylor expansions, extremal values, unconstrained optimisation in multiple variables, Lagrange multipliers, convexity, numeric methods for optimisation, numerical integration.
• Linear algebra: Rn (vectors, basis, subspaces, orthogonality), linear maps (Image space, null space, inverses, rank-nullity theorem), matrices, determinants, eigendecomposition, PCA, projections, SVD, linear regression, pseudoinverse.
• Probability: Events, random variables, expectations, discrete distributions, probability density, moments, continuous random variables, exponential family and maximum entropy principle, joint distributions, conditional probability, random vectors, functions of random variables, limit theorems, confidence intervals and hypothesis testing, maximum likelihood, Bayesian statistics and inference, latent variable models, Markov chains and sampling.
• ODEs & dynamical systems: Dynamical systems, analytical techniques, graphical analysis, bifurcations, complex numbers.
• Fourier analysis & convolution: Introduction to signals and systems, continuous time Fourier series, Fourier Transform (FT), Inverse FT, LTI systems in Fourier domain, solving ODEs, 2D FT, discrete time Fourier series/transform, fast FT, random process and Fourier analysis.

For past schedules, see 2024 programme schedule for an example.

Recommended textbooks (non-exhaustive)

• Introduction to Linear Algebra by Strang
• Calculus by Stewart
• Probability and Random Processes with Applications to Signal Processing by Stark & Woods
• Signals and Systems by Oppenheim, Willsky and Nawab
• Nonlinear Dynamics and Chaos by Steven Strogatz

Applicants must meet all eligibility criteria and will be assessed competitively.

Eligibility criteria

1. Be currently taking or have recently completed an undergraduate or Master’s degree which does not offer the type of mathematical training in our programme (see Syllabus above). If you are an undergraduate student, you must be in the penultimate or final year of your degree (i.e., in your final two years of an undergraduate degree). If you are a PhD student, please see our frequently asked questions (under "Gatsby Bridging Programme).
2. Have a keen interest in postgraduate research in theoretical neuroscience and/or foundational machine learning.
3. Have a background in a relevant field such as biological sciences (neuroscience, psychology and cognitive science in particular) or computer science.
4. You should have achieved a grade of A (or higher) in A-level mathematics, or an equivalent school- or university-level examination. If you think you have an equivalent qualification, please go through the list of A-level subject content for mathematics to see if you have covered (at similar level) all prerequisite mathematics topics. (An A is roughly equivalent to a 4.0 GPA.)
5. Have proven and potential academic excellence.
6. Have a good command of the English language.
7. Consent to abide by the terms and conditions of the offer, should you be made one.

We will be using positive action under the Equality Act 2010 to tackle the underrepresentation of certain groups in STEM (see below for a non-exhaustive list on widening participation criteria). We will ask you to describe your circumstances and provide relevant supporting documentation in your application. Any information you share with us will be held securely and confidentially by the Admission Team.

Underrepresented groups in STEM, include but are not limited to,

1. Women
2. Certain ethnic minorities
3. Care background or family estrangement. For example, you entered your degree study from a care background (or as a Foyer resident); you are estranged from immediate family or designated caregivers.
4. Those granted refugee status in their country of residence.
5. Caring responsibilities. You have/had caring responsibilities for an ill or disabled family member who could not manage without this help; you are/were a single parent, lone foster parent or lone guardian of a young person who is aged under 18 and/or is still in full-time education.
6. Those in the first generation of their family to go to university.
7. Low-income background. For example, if you were in receipt of free school meals at secondary school and/or have received full state support for maintenance for your undergraduate study.

There are no programme fees, but students are expected to cover their own travel, accommodation and subsistence expenses.

To broaden participation, we are offering a small number of bursaries to students who may find it difficult to participate for financial reasons. The bursary may cover one or both of the following: student accommodation (room only, shared facilities), travel expenses to and from London at the start and end of the programme. As the funding is very limited, each request will be assessed carefully to ensure that the bursary goes to the student who needs it most.

As part of the application process,

1. You will be required to enter information about your education and mathematics background, provide a motivation statement (see 2), and complete a mathematics questionnaire. Allocate enough time to review the mathematics questionnaire and answer honestly.
2. Motivation statement (up to 300 words) is where you showcase your research interests and academic potential, and explain why you want to join the programme and how it may enrich your academic journey. It is important that the statement is your own. If your statement appears generic or inauthentic, it could impact your chances of being offered a place. You may wish to show your statement to an academic mentor for feedback.
3. You will be asked to upload a copy of your university transcript for each degree (undergraduate and if applicable master's); if you have more than one transcript, please combine them into a single file before uploading.
4. We do not require recommendation letters.

We will only consider completed applications submitted via our online application form. 

The form is best viewed and completed via a web browser on a computer. Unfortunately, you won't be able to save your progress and come back to it later. To help you gather all the information and documentation you need to make a competitive application, please review carefully the information on this web page and the full list of questions in the application form before starting your application. Please follow the instructions and complete in English all sections as accurately and comprehensively as you can.

> Cilck here to start your application

(If clicking the link gives you an error message, try copying and pasting the link address in a new tab, or right-clicking and selecting 'Open Link in New Tab/Window'.)

Deadline for applications: Monday 16 February 2026, 17:00 GMT. Please be advised that we may need to stop accepting applications before the deadline if the number of applications received exceeds our capacity to review.

Due to the high volume of applications we receive, we are unable to provide individual feedback regarding the outcome. Competitive applicants may be invited to join the waiting list for places that later become available.

Slides and recordings will be posted here once available.

> Click here to view the slide deck

> Click here to view the webinar recording

Friday 23 January 2026, 10-11 AM (GMT)

This webinar will feature programme instructors who will provide an overview of the programme and answer your questions live. You will learn more about the programme  (what the programme is about, who the programme is for, what the programme does not cover, how a participant should prepare before the programme starts) and get useful information on the application process and the mathematics prerequisites.

This webinar is the perfect opportunity to hear directly from the instructors, ask questions, and gain a deeper understanding of whether the programme is for you and how it may enrich your academic journey. We look forward to you joining.

See section "Gatsby Bridging Programme" on the FAQs page.