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Low rank approximations of matrices with a focus on statistical applications


Project Description

This project is in the theme of developing modern statistical methods scalable to big data considerations. It will involve a synergy of optimization, linear algebra and classical statistics

This proposal will investigate the structured low-rank approximation (SLRA) problem. Broadly speaking, this work will involve a synergy of statistics, linear algebra and optimization, and has relevance to problems in other disciplines. The problem will be shown to have implications for the analysis of time series, but it an interesting optimization problem in its own right which requires a linear algebraic approach. Traditionally linear algebra has seen applications in a wide variety of problems in multivariate statistics but the last decade has generated a number of new settings in which such techniques are being applied in statistics. This proposal also sees statistical and probabilistic techniques being applied back to linear algebra to obtain exciting breakthroughs. The student will have much training in working across disciplinary boundaries.

Funding Notes

UK Research Council eligibility conditions apply.
Full awards (fees plus maintenance stipend) are open to UK Nationals and EU students who can satisfy UK residency requirements. To be eligible for the full award, EU Nationals must have been in the UK for at least 3 years prior to the start of the course for which they are seeking funding, including for the purposes of full-time education.

References

Applicants should submit an application for postgraduate study via the Cardiff University Online Application Service.
http://www.cardiff.ac.uk/study/postgraduate/applying/how-to-apply/online-application-service/mathematics-research
Applicants should select Doctor of Philosophy (Mathematics) with an entry date of October 2018

In the "Research proposal and Funding" section of your application, please specify the project title and supervisors of this project and copy the project description in the text box provided.

Please select “No, I am not self-funding my research” when asked whether you are self-funding your research.

Please add “EPSRC Doctoral Training Partnership PhD in Mathematics" when asked "Please provide the name of the funding you are applying for".

Related Subjects

How good is research at Cardiff University in Mathematical Sciences?

FTE Category A staff submitted: 24.05

Research output data provided by the Research Excellence Framework (REF)

Click here to see the results for all UK universities

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