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PluvianSprite

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  • Gender
    Man
  • Location
    Australia
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    Not Applicable
  • Program
    Mathematics and Statistics

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  1. Thanks for the reply @Stat PhD Now Postdoc. In the grand scheme of things, these research areas are certainly not genuinely unconventional like you said, but they are unfortunately not the hottest topics right now (maybe aside from Bayesian nonparametrics). I'm also curious about the feasibility of applying to mathematics departments, since many tend to house some probability faculty. Is it usual for admissions committees to separate applications by desired research field before judging them? In the sense of resource allocation at least, would a prospective student in probability usually need to demonstrate greater merit/potential compared to other applicants interested in analysis/algebra/geometry in order to receive an offer?
  2. I am currently working in industry, having recently completed a MSc in probability, but I am looking to apply for US Mathematics/Statistics PhD programs in a few years' time. At the moment I'm trying to gauge feasibility for certain places in the US based on a rough profile; and further build the list of research areas or places in the US that I'm considering. My current progress is below. Any assistance would be greatly appreciated! Research areas My interests are mainly theoretical areas in probability or mathematical statistics rather than applications. I'm particularly fascinated by areas that have emerged due to shortcomings in traditional or conventional methods. I'm also interested in areas that offer alternative perspectives on common problems. Some examples are extreme value theory and heavy-tailed phenomena time series Bayesian nonparametrics information theory survival analysis One other thing: I am not very familiar with the use of probability theory in mathematical physics, even though it seems to be a major research theme in probability in the US. I'm mainly sticking to theoretical areas of probability or stochastic processes that are more aligned with statistics, engineering, and operations research. Departments I'm considering already These are mainly inspired by having identified particular members of faculty that I might be interested in doing research with, although there are certainly some that I'm considering simply due to the overall strength/reputation of the department. Cornell — Operations Research and Information Engineering Columbia — Statistics Duke — Statistical Science Stanford — Management Science and Engineering UC Davis — Statistics UC San Diego — Mathematics Yale — Statistics and Data Science UNC at Chapel Hill — Statistics and Operations Research Stanford — Statistics UC Berkeley — Statistics Chicago — Statistics Would love any suggestions here! Brief profile Institution: One of the top Australian universities (same place for both undergrad and masters) Major(s): Probability Theory Minor(s): (notionally) Statistics, Actuarial Science GPA: We use a different scale but something like a 3.9/4.0 or above maybe Type of Student: International Asian male GRE General Test: Have not sat GRE Subject Test in Mathematics: Have not sat Research Experience: Masters thesis turned into a preprint. Before that I did a 4-week undergrad project on fractional Brownian motion. Awards/Honors/Recognitions: Top masters student among those specialising in probability or statistics. Letters of Recommendation: Should have three from faculty in probability theory. Have taken two or three classes with all of them; one supervised me for my masters thesis, and another was involved in grading my masters thesis. Maths Grades: Have no idea how the grades or class names translate, but I took all possible probability classes. I'm guessing something like the following: Probability and Stochastic Processes (A+); Stochastic Processes II (A+); Probability Theory (A); Stochastic Calculus (A+); Stochastic Processes III (A+); Probability Theory II (A+); Calculus I–III (A+); Real Analysis (A+); Complex Analysis (A+); Topological and Metric Spaces (A+); Measure Theory (B) Linear Algebra (A+); Group Theory (A+); Rings and Fields (A+); Commutative Algebra (B+) Statistics Grades: Mathematical Statistics I (A+); Linear Models (A); Survival Analysis for Actuaries (A); Generalised Linear Models (A); Mathematical Statistics II (B+); High-Dimensional Statistics (A+) Any Miscellaneous Points that Might Help: About 1/4 of those subjects listed above were masters-level courses here, which roughly corresponds to upper-division undergrad classes or first-year graduate classes in the US.
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