Epsrc Dtp Studentship Scalable Bayesian Uncertainty Quantification

Applications are invited for a PhD position in applied mathematics to join University of Cambridge, UK. Applications should be sent before January 31, 2020.

Many data-centric engineering applications often lack a critical stage, which is quantifying the uncertainty in the diagnostics. The origin of uncertainties include errors in the data, uncertainty in the adopted process models etc. Bayesian uncertainty quantification (BUQ) is largely regarded as the gold-standard for quantifying risk.

A BUQ computational suite for large (with potentially many thousands of variables) structured models is still impractical and largely an open problem. The aim of the project is to draw on recent innovations in modern stochastics (eg Monte Carlo) and algorithmic methods (eg Machine Learning) to address this problem. It is also of interest to develop BUQ algorithms which are deployable on cloud computing architectures.

Applicants should have (or expect to obtain by the start date) at least a high 2.1 degree, although a strong preference is for a 1st class honours, in one of the following areas: Statistics/Applied Mathematics/Information Engineering/Machine Learning and this should be preferably a Masters degree. A strong background in statistics and probability is essential.

EPSRC DTP studentships are fully-funded (fees and maintenance) for UK students or provide fees only for EU students from outside the UK, subject to eligibility requirements. Further details about eligibility can be found at:

To apply for this studentship, please send your two page CV, a short (one page) cover letter and academic transcripts (as complete as possible) to Ms. Rachel Fogg; to arrive no later than 31 January 2020.

In your cover letter please highlight your relevant academic achievements as well as any relevant research and/or industrial experience.

Please note that any offer of funding will be conditional on securing a place as a PhD student. Candidates will need to apply separately for admission through the University’s Graduate Admissions application portal; this can be done before or after applying for this funding opportunity. Note that there is a 65 fee for PhD applications. The applicant portal can be accessed via: The final deadline for PhD applications is 30 June 2020, although it is advisable to apply earlier than this.

The University actively supports equality, diversity and inclusion and encourages applications from all sections of society.


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