PhD in Statistics

Research in the data science area is concerned with the development of new machine learning and statistical methods, and their applications. The areas of applications include the design of novel methods for understanding user behaviour, analysis of social data, modelling and inference for information cascades and epidemic processes that arise in social networks and biomedical applications, as well as algorithms for development of next-generation artificial intelligence systems.

Possible areas of research include:

• Bayesian inference and predictions
• Functional data analysis
• High-dimensional statistics
• Machine and statistical learning for relational data
• Network data models, inference and predictions
• Optimisation and machine learning
• Reinforcement learning
• Statistical learning methods in precision medicine
• Statistical models and inference for ranking data
• Stochastic models of epidemic processes
• Stochastic optimisation methods
• Stochastic processes in econometrics and finance

For more information about potential supervisors and their areas of interest, visit the Data Science research group.

PhD research in probability in finance and insurance encompasses many aspects of the discipline. Methodological and theoretical research is mainly guided by applications with the aid of both academic and industrial experts, covering topics of modern stochastic finance with an emphasis on insurance and financial mathematics.  Applications include pricing and hedging exotic products, counterparty risk, portfolio optimisation, risk management and insurance, risk transfer and securitisation, etc. 

Research topics may be identified in advance by the applicant or may be arrived at through communication with a potential supervisor. The relative emphasis on methodology/theory vs. application may vary. 

Suggested research areas of PhD research projects include:

• Energy markets
• Excursions of Lévy processes and applications in finance and insurance
• Financial market with frictions
• Information asymmetry
• Interface between insurance and finance
• Lévy processes
• Optimal stopping
• Point processes in insurance and credit risk
• Quantile options and options based on occupation times
• Stochastic analysis and its applications in financial mathematics
• Stochastic control and analysis of partial differential equations in mathematical finance

This list is indicative only and by no means exhaustive. For more details about supervisors and their areas of research interests, please see the Probability in Finance and Insurance research group. You will find links to the web pages of individual members of staff here. If you are interested in applying to undertake PhD research in probability in finance and insurance, you are welcome to contact one of these members of staff regarding a suitable topic for your research proposal. 

PhD programmes of study in social statistics typically include both methodological development and the application of statistical methods to a social science field or to address new developments in social data, such as in sample surveys or social networks. Research topics may be identified in advance by the applicant or may be arrived at through communication with a potential supervisor. The relative emphasis on methodology/theory vs. application may vary. 

Possible areas of research include:

• Analysis of complex survey data
• Disclosure risk assessment and statistical disclosure control
• Estimation from survey data (and related data), taking account of nonresponse and using auxiliary information
• Latent transition and latent class models for modelling diagnostic tests
• Latent variable models and structural equation models for categorical data
• Longitudinal data analysis, especially event history (survival) analysis and dynamic panel models
• Modelling response strategies and detection of outliers in educational and behavioural sciences
• Multilevel simultaneous equations modelling of correlated social processes

For more details about potential supervisors and their areas of interest, visit the Social Statistics research group. If you are interested in applying to undertake PhD research in social statistics, you are welcome to contact one of these members of staff regarding a suitable topic for your research proposal.

PhD research in time series and statistical learning encompasses many aspects of these disciplines. We are keenly involved in both theoretical developments and practical applications. Current areas of interest include time series (including high-dimensional and non-stationary time series), data science and machine learning, networks (including dynamical networks), high-dimensional inference and dimension reduction, statistical methods for ranking data, spatio-temporal processes, functional data analysis, shape-constrained estimation, multiscale modelling and estimation and change-point detection.

Research topics may be identified in advance by the applicant or may be arrived at through communication with a potential supervisor. The relative emphasis on methodology/theory vs. application may vary.

Suggested PhD research areas include:

• Automating statistical advice
• Change detection for complex data
• Dimension reduction and factor modelling
• Estimation of stochastic volatility models
• Financial econometrics
• Functional data analysis including functional time series
• High-dimensional time series analysis
• High-dimensional variable selection
• Infectious disease modelling
• Inference for sequential data including change detection in multiple data streams
• Network time series analysis
• Nonparametric and semiparametric regression
• Non-stationary time series analysis
• Reinforcement learning for time-dependent data
• Robust statistical analysis for high-dimensional data
• Shape-constrained methods
• Spatial econometrics modelling
• Spatio-temporal modelling
• Statistical analysis of high-dimensional multi-type recurrent events

For more information, please see the Time Series and Statistical Learning research group.