Stochastic modelling of recurrence patterns of cause-and-effect in point processes

Overview

The successful applicant will be working with Associate Professor Ting Wang (University of Otago), Professor Boris Baeumer (University of Otago), and Professor Mark Bebbington (Massey University).

We seek a motivated postgraduate student with a background in mathematical, or statistical or computational modelling of stochastic processes and a strong academic record to participate in a Royal Society of New Zealand Marsden Fund research project. This research project aims to build a parsimonious platform for point processes with repeating cause-and-effect occurrence patterns, which incorporates time-and event-size-correlation and physically meaningful non-linear feedback.

The successful candidate will also develop novel statistical tools to estimate the model parameters, and apply the models to real-world data. This position will be based at the University of Otago, Dunedin, New Zealand.

Skills and Experience

Candidates for this position should hold an MSc or Honours degree. Preference will be given to applicants with experience in these areas:

• Point process modelling
• Visco-elastic material
• Stochastic analysis
• Computational statistics

Application

Candidates are requested to submit a cover letter, CV and the names and address of at least two referees.