Position

Advanced Monte Carlo Methods for Discrete Spaces (3 year PhD studentship with University College London)

This 3 year collaborative PhD studentship with Prof Mark Girolami is attached to the Department of Statistical Science at University College London. UCL is among the top-ten research institutions in the world, is one of the three largest statistics group in the UK and has unique combined strengths in Statistical Methodology and Machine Learning. Together with other groups at UCL the department forms the Centre for Computational Statistics and Machine Learning (CSML), which is part of the European Network of Excellence PASCAL.

The Bayesian framework for statistical inference is largely dependent on numerical simulation for all but the most straightforward of statistical models. In the probabilistic representation of documents comprised of texts, images and embedded information, sophisticated statistical models are often required. It is hugely challenging to perform simulation based inference over these classes of models due to a variety of factors such as (1) lack of strong likelihood-based identifiability, (2) exceedingly high number of parameters in the model, (3) the discrete nature of the configuration space, and (4) strong posterior correlation of parameters. This project will seek to develop generic Monte Carlo sampling methods that addresses some of the issues listed above.

Applicants should be proficient in one or several programming languages such as in Matlab, Python, Java or C++. A strong background in probabilistic machine learning and statistics is preferred. Please include in your CV at least two referees we can contact for letters of recommendation.

This UCL-Impact studentship may be used to support UK and EU nationals only. The UCL advert for this Impact Studentship is available at https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5041178&ownertype=fair&jcode=1197158

January 2012. Applications will be considered until the position is filled

For further details, please contact Cedric Archambeau (cedric.archambeau@xerox.com) or Guillaume Bouchard (guillaume.bouchard@xerox.com). The successful candidate will have the opportunity to visit Xerox Research Centre Europe (www.xrce.xerox.com) on a regular basis.

Xerox Research Centre Europe (XRCE) is a young, dynamic research organization, which creates innovative technologies to support growth in Xerox business process outsourcing and document management services businesses.

Our domains of research stretch from the social sciences to computer science. We have renowned expertise in machine learning, natural language processing, computer vision, ethnography and services computing.

XRCE is part of the Xerox Innovation group made up of 800 researchers and engineers in four world-renowned research and technology centres. Xerox and XRCE is an equal opportunity employer.

The "Charte de la diversité”, adopted by Xerox, proves our engagement in favour of cultural, ethnic and social diversity. Our main building is compliant with the AGEFIPH standards for disabled access.

The Grenoble site is set in a park in the heart of the French Alps in a stunning location only a few kilometers from the city centre. The city of Grenoble has a large scientific community made up of national research institutes (CNRS, Universities, INRIA) and private industries. Stimulated also by the presence of a large student community, Grenoble has become a resolutely modern city, with a rich heritage and a vibrant cultural scene. It is a lively and cosmopolitan place, offering a host of leisure opportunities. Winter sports resorts just half an hour from campus and three natural parks at the city limits make running, skiing, trekking, climbing and paragliding easily available.
Grenoble is close to both the Swiss and Italian borders.