Here is an announcement from Oliver Ratman for a postdoc position at Imperial College London with partners in Seattle, on epidemiology and new Bayesian methods for estimating sources of transmission with phylogenetics. As stressed by Ollie, no pre-requisites in phylogenetics are required, they are really looking for someone with solid foundations in Mathematics/Statistics, especially Bayesian Statistics, and good computing skills (R, github, MCMC, Stan). The search is officially for a Postdoc in Statistics and Pathogen Phylodynamics. Reference number is NS2017189LH. Deadline is April 07, 2018.
Archive for University of Bristol
postdoc position in London plus Seattle
Posted in Statistics with tags academic position, Bristol, Britain, Durham, Durham university, England, Imperial College London, London, postdoctoral position, professor of statistics, United Kingdom, University of Bristol on March 21, 2018 by xi'ana summer of British conferences!
Posted in pictures, Statistics, Travel, University life with tags BAYSM 2018, Britain, conference, Edinburgh, England, ISBA 2018, iwsm2018, statistical modelling, University of Bristol, Warwick on January 18, 2018 by xi'an
resampling methods
Posted in Books, pictures, Running, Statistics, Travel, University life with tags Book, Clifton, hidden Markov models, Hilbert curve, iterated importance sampling, resampling, sequential Monte Carlo, stratified resampling, systematic resampling, Université Paris Dauphine, University of Bristol on December 6, 2017 by xi'an
A paper that was arXived [and that I missed!] last summer is a work on resampling by Mathieu Gerber, Nicolas Chopin (CREST), and Nick Whiteley. Resampling is used to sample from a weighted empirical distribution and to correct for very small weights in a weighted sample that otherwise lead to degeneracy in sequential Monte Carlo (SMC). Since this step is based on random draws, it induces noise (while improving the estimation of the target), reducing this noise is preferable, hence the appeal of replacing plain multinomial sampling with more advanced schemes. The initial motivation is for sequential Monte Carlo where resampling is rife and seemingly compulsory, but this also applies to importance sampling when considering several schemes at once. I remember discussing alternative schemes with Nicolas, then completing his PhD, as well as Olivier Cappé, Randal Douc, and Eric Moulines at the time (circa 2004) we were working on the Hidden Markov book. And getting then a somewhat vague idea as to why systematic resampling failed to converge.
In this paper, Mathieu, Nicolas and Nick show that stratified sampling (where a uniform is generated on every interval of length 1/n) enjoys some form of consistent, while systematic sampling (where the “same” uniform is generated on every interval of length 1/n) does not necessarily enjoy this consistency. There actually exists cases where convergence does not occur. However, a residual version of systematic sampling (where systematic sampling is applied to the residuals of the decimal parts of the n-enlarged weights) is itself consistent.
The paper also studies the surprising feature uncovered by Kitagawa (1996) that stratified sampling applied to an ordered sample brings an error of O(1/n²) between the cdf rather than the usual O(1/n). It took me a while to even understand the distinction between the original and the ordered version (maybe because Nicolas used the empirical cdf during his SAD (Stochastic Algorithm Day!) talk, ecdf that is the same for ordered and initial samples). And both systematic and deterministic sampling become consistent in this case. The result was shown in dimension one by Kitagawa (1996) but extends to larger dimensions via the magical trick of the Hilbert curve.
more positions in the UK [postdoc & professor]
Posted in Statistics with tags academic position, Bristol, Britain, Durham, Durham university, England, Imperial College London, London, postdoctoral position, professor of statistics, United Kingdom, University of Bristol on October 13, 2017 by xi'anI have received additional emails from England advertising for positions in Bristol, Durham, and London, so here they are, with links to the complete advertising!
- The University of Bristol is seeking to appoint a number of Chairs in any areas of Mathematics or Statistical Science, in support of a major strategic expansion of the School of Mathematics. Deadline is December 4.
- Durham University is opening a newly created position of Professor of Statistics, with research and teaching duties. Deadline is November 6.
- Oliver Ratman, in the Department of Mathematics at Imperial College London, is seeking a Research Associate in Statistics and Pathogen Phylodynamics. Deadline is October 30.
position in Bristol
Posted in pictures, Running, Statistics, Travel, University life with tags academic position, Bristol, England, lecturer, University of Bristol on October 4, 2017 by xi'anThere is [also] an opening for a Lecturer or Senior Lecture or Reader at the University of Bristol, with deadline 27th of November, 2017. The School of Mathematics and in particular the Institute for Statistical Science are quite active in research, with top rankings and a rich area of expertise domains, while [based on personal experience] the City of Bristol is a great place to live! (Details through the links.)
