A small selection of some of the many PhD topics offered within the Statistics Department is given below:

(*Note: when you apply it is not necessary that you have decided upon a specific topic from the list below, but it is helpful if you indicate an area of research interest or a selection of topics from the list below that you find interesting)

Probability and Stochastic Finance

Statistical Methodology and Computational Statistics

Data-Intensive Research and Scientific Statistical Modelling

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Probability and Stochastic Finance

Option pricing using jumping Markov processes (with Larbi Alili)

Properties of self-similar Markov processes (with Larbi Alili)

Foundation (and statistical properties of solutions) of stochastic partial differential equations (with Sigurd Assing)

Optimal stopping problems associated with jump-processes (with Sigurd Assing)

Scaling limits of interacting particle systems in physics (with Sigurd Assing)

Random walks in random environments (with David Croydon)

Analysis on random fractals (with David Croydon)

Optimal Stopping Models in Corporate Finance (with Vicky Henderson)

Stochastic Modelling in Behavioural Finance (with Vicky Henderson)

Skorokhod embeddings (with David Hobson)

Model-independent option pricing (with David Hobson)

Option pricing in incomplete markets (with David Hobson)

Foundations of Stochastic Control: search and stopping (with Saul Jacka)

Recursive Distributional Equations (with Saul Jacka)

Foundations of probabilistic coupling (with Wilfrid S. Kendall)

Probabilistic transportation networks (with Wilfrid S. Kendall)

Perfect simulation for compartment models (with Wilfrid S. Kendall)

Development of Markov-functional models for interest rates (with Joanne Kennedy)

Pricing derivatives in the presence of FVA, CVA, DVA and collateral (with Joanne Kennedy)

Probablistic methods in fractional calculus (with Vassili Kolokoltsov)

Controlled stochastic processes (with Vassili Kolokoltsov)

Mean field and evolutionary games (with Vassili Kolokoltsov)

Dependent Bayesian Nonparametric models (with Dario Spano)

Inference for heavy-tailed population genetics models (with Dario Spano)

Stochastic Integrable Systems related to the KPZ universality (with Nikos Zygouras)

Scaling limits of disordered systems (with Nikos Zygouras)

Walks in random media - random polymer models (with Nikos Zygouras)

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Statistical Methodology and Computational Statistics

Statistical learning from sequential pair-comparison data (with David Firth)

Skew normal distributions and multiple level missing data (with Jane L Hutton)

Probabilistic inference for intractable likelihood problems (with Krys Latuszynski and Gareth Roberts)

Algorithmic processing of randomness (with Krys Latuszynski and Gareth Roberts)

High Dimensional Structured Data Analysis (with Chenlei Leng)

A New Canonical Correlation Analysis (with Chenlei Leng)

High Dimensional Graphical Models via Convex Optimisation (with Chenlei Leng)

Discovering and Modelling Publication Bias in Neuroimaging Meta-Analyses (with Thomas Nichols)

MCMC for intractable likelihood (with Gareth Roberts)

Optimisation of MCMC in high-dimensions (with Gareth Roberts)

Exact simulation of stochastic processes (with Gareth Roberts)

Split and conquer strategies for high-dimensional variable selection (with David Rossell)

Measuring the Robustness of Bayesian Methods for High Dimensional Processes (with Jim Q. Smith)

New Graphical Semantics for describing and measuring Causation (with Jim Q. Smith)

Bayesian Argumentation Theory and Competitive Rationality (with Jim Q. Smith and John Fox)

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Data-Intensive Research and Scientific Statistical Modelling

Statistical modelling of the individualised medical decision making (with Julia Brettschneider)

Statistics and the Life and Death of Pixels (with Julia Brettschneider and Wilfrid S. Kendall)

Spatio-temporal Modelling and Inference for the Circadian Clock in the SNC (in the brain) (with Barbel Finkenstadt)

Simulation and Inference for Reaction Networks with applications to Synthetic Biology (with Barbel Finkenstadt)

Statistical modelling of large-scale citation networks (with David Firth)

Modelling the citation life-histories and predicting trajectories of published research (with David Firth)

Chain event graphs, missing data and chronic disease mortality or morbidity (with Jane L Hutton [possibly joint with Jim Q. Smith])

Predicting accident liability of learner and new drivers: large datasets from the Transport Research Laboratory (with Jane L Hutton and joint with Dr Louise Lloyd, Principal Statistician, Transport Research Laboratory)

Simulation and inference for evolutionary models of genomic data (with Paul Jenkins and Gareth Roberts)

How can we model the brain and its PET images? (with Adam Johansen)

Statistical methods applied to Anglo-Saxon archaeological data (with Wilfrid S. Kendall)

Statistics and quality control using Computerised Tomography in the context of Additive Layer Manufacturing (3D printing) (with Wilfrid S. Kendall)

Joint modelling of high-dimensional brain-imaging and genetic data (with Tom Nichols)

Discovery, modelling & validation of brain networks in Human Connectome Project Data (with Tom Nichols)

Dynamic Bayesian Networks for Resting-State Functional Magnetic Resonance Imaging Data (with Tom Nichols)

Modelling of CT-scanning data for defect detection in 3D-printing (with Tom Nichols and Julia Brettschneider)

Inference for partially observed stochastic epidemics (with Gareth Roberts)

Massively multiple model selection for RNA-seq alternative splicing studies (with David Rossell)

Approximate Dynamic Bayesian Networks for Crisis Management (with Jim Q. Smith)