PhD Scholarship

University of New South Wales

PhD Scholarship Top-Up Awards in Computational Statistics
UNSW Australia

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 com putational 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.

Application Process and Selection Criteria:

1. Domestic student apply for an Australian Postgraduate Award (APA) at UNSW. Applicants should follow the procedures at https://research.unsw.edu.au/postgraduate-research-scholarships. International applicants apply for an International Postgraduate Research Scholarship (IPRS). For further enquiries about this research project and top-up awards, please contact Zdravko Botev at botev@unsw.edu.au.

2. Once you have applied for the APA (or IPRS) in step 1, then application for the top-up scholarship award is simple - forward your APA application documents (CV, project description and references) to the email address in step 1. Success in obtaining the top-up scholarship is contingent on success in obtaining an APA or IPRS.