Post-doctoral Research Associate and PhD Studentship in Perfect Simulation
-------------------------------------------------------------------------------------------------

Lancaster University
--------------------------

Overview
-------------

These two positions have been funded by EPSRC on a project entitled
`Perfect and Direct Simulation for Missing Data Problems'. The project
will be led by Gareth Roberts and Paul Fearnhead within the Department
of Mathematics and Statistics at Lancaster.

The project will bring together two hitherto rather separate
computational techniques: Perfect Simulation and population-based Monte
Carlo methods such as Particle Filters (collectively termed Direct
Simulation). Together they will be applied to develop new methodology
for computational Bayesian inference. There will be a particular
emphasis on applications to missing data problems such as mixture models
and hidden Markov models.

The Statistics group at Lancaster is one of the largest and most vibrant
statistical research groups in the UK (RAE Grade 6*), with 16 full-time
academic staff and around 30 research staff. Details can be found on the
web-site http://www.maths.lancs.ac.uk/.

Post-Doctoral RA
-----------------------

This three-year position is available any time from October 2004.

The successful applicant to the post-doc position will initially work on
the perfect simulation part of the project with Gareth Roberts, and
later on will also work closely with the appointed PhD student and Paul
Fearnhead on methods which combine Perfect and Direct Simulation.

Applicants should have (or be nearing completion of) a PhD in Statistics
or a related discipline. Previous experience of Perfect Simulation is
desirable but not essential.

Salary will be at the appropriate point on the RA1A scale, currently 18
893 - 28 279 pounds.

For application details see
http://www.lancs.ac.uk/users/personnel/jobs/default.htm
or apply to Personnel Services, quoting reference Ref A326, answerphone
44(0)1524-846549, email [log in to unmask]

Informal enquiries should be made to Prof. Gareth Roberts (email
[log in to unmask] or phone 01524-593948).

The closing date for applications for this post is 31st August 2004.

PhD Studentship
----------------------

The succesful applicant for the PhD studentship will initially work on
the direct simulation part of the project wuth Paul Fearnhead; but will
also work closely with both the appointed post doc and Gareth Roberts on
integrating Direct and Perfect Simulation.

The studentship will pay fees at EU/UK rate together with an enhanced
stipend of 1,500 pounds about the standard EPSRC amount; paying 12,000
pounds in the first year (13,500 and 15,000 pounds in subsequent years).

The studentship is available from October 2004.

To apply complete a PhD application form (available from
http://www.lancs.ac.uk/users/admissions/postgrad/pgform1.htm) to be sent
to The Postgraduate Admissions Office, University House, Lancaster
University, Lancaster LA1 4YW; AND Email a CV to
[log in to unmask]

Informal enquiries should be made to Dr. Paul Fearnhead (email
[log in to unmask] or phone 01524-594145).

The closing date for applications for this post is 31st August 2004.