Postdoctoral research associate in UCL: Sequential Monte Carlo Methods for Applications in High Dimensions

Applications are invited for a postdoctoral research associate to work with Dr

Alexandros Beskos, at the Department of Statistical Science, UCL, on the

project titled:



Sequential Monte Carlo Methods for Applications in High Dimensions


funded by an EPSRC grant. The aim of the project is to investigate and develop

advanced Sequential Monte Carlo (SMC) methods of improved algorithmic

efficiency in high dimensions, rendering SMC methodology practically relevant

in applications in such contexts. Emphasis will be given to filtering problems

in data assimilation.



The post is available from 1 June 2012 (or as soon as possible thereafter) and

is funded for 12 months in the first instance.



More information can be found here:



https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5041178&ownertype=fair&jcode=1242150



Closing date: 29 April 2012