Applications are invited for a full-time postdoctoral research assistant in computational statistics, fixed-term for up to 3 years, to work on the development and theoretical analysis of novel non-reversible Markov chain Monte Carlo (MCMC) schemes. This project is funded by Multidisciplinary University Research Initiative (MURI) and is awarded to Arnaud Doucet.
The objective of this project is to develop novel non-reversible MCMC schemes and to analyse theoretically the resulting algorithms. Although the current non-reversible schemes provide already state-of-the-art results, it is clear that there are numerous opportunities to further improve them and to move beyond the piecewise-deterministic mechanisms which has been so far exploited.
The main duties and responsibilities of the postholder will include conducting original research in the project area, developing and implementing novel non-reversible Markov chain Monte Carlo schemes, developing theoretical and empirical frameworks for analysing the developed methodologies, publishing outcomes of research and disseminate research findings in talks at suitable seminars, workshops and conferences.
Applicants are sought who already have, or are close to the completion of, a doctorate in applied probability, statistics or affiliated discipline.
The successful candidate will have significant relevant experience in stochastic simulation techniques such as Markov chain Monte Carlo and sequential Monte Carlo methods, the ability to conduct and complete high quality research independently, collaborate effectively with PIs and project partners, communicate results effectively and be able to supervise the research of DPhil students or junior researchers attached to the project.
Queries about the post should be addressed to Professor Arnaud Doucet (firstname.lastname@example.org) or Professor Judith Rousseau (email@example.com).
The closing date for applications is 12.00 noon on Friday 1 December 2017. Interviews will be held on Wednesday 20 December 2017.
Please note that the University of Oxford's retirement policy has changed. With effect from 1 October 2017, all employees at Grade 8 and above have a retirement age of the 30 September before the 69th birthday. All employees at Grades 1-7 do not have a set retirement age. Further details are available here: www.ox.ac.uk/about/jobs/preemploymentscreening.