EPSRC DTP Fully Funded PhD Studentship

EPSRC DTP PhD Studentship: Bayesian inference of discretely observed diffusions (2022)

What you get

• Fully-paid tuition fees for three and a half years.
• A tax-free bursary for living costs for three and a half years. From October 2022/23 this is expected to be £16,062 per year
• A support grant for three and a half years of £1,650 per year for travel and conferences.

• If you are not a UK national, nor an EU national with UK settled/pre-settled status, you will need to apply for a student study visa before admission

Type of award

Postgraduate Research

PhD project

The project: 

Bayesian inference of discretely observed diffusions

Many dynamical processes involving noise are modelled by stochastic differential equations (SDEs). Often in applications all or part of the coefficients of the model are unknown but we have access to some data generated by the process itself. The project aims to study some problems related to the estimation of diffusion and drift coefficients of an SDE given discrete measurements of its solution. A Bayesian approach will be employed and some aspects of well-posedness and approximations of the solution to this approach will be investigated. This research lies in the intersection of analysis and applied probability, both very active areas in the Mathematics department of the University of Sussex. The project has both a theoretical and a computational component and will use techniques from the analysis of SDEs and parabolic partial differential equations, applied probability and sampling methods. The lead supervisor will be Dr Masoumeh Dashti with co-supervisors Dr Omar Lakkis and Dr Antoine Dahlqvist.

Eligibility

• Applicants must hold, or expect to hold, at least a UK upper second class degree (or non-UK equivalent qualification) in Mathematics, or a closely-related area, or else a lower second class degree followed by a relevant Master's degree.
• This award is open to UK and International students

Deadline

10 June 2022 23:45

How to apply

Apply through the University of Sussex on-line system. 

https://www.sussex.ac.uk/study/phd/apply/log-into-account

Select the PhD in Mathematics, with an entry date of September 2022.

In the Finance & Fees section, state that you wish to be considered for studentship no EPSRC/2022/Maths/01 

Due to the high volume of applications received, you may only hear from us if your application is successful.

Contact us

If you have practical questions about the progress of your on-line application or your eligibility, contact Emma Ransley at mps-pgrsupport@sussex.ac.uk

For academic questions about the project, contact Dr Masoumeh Dashti at M.Dashti@sussex.ac.uk