Hi All,
I am looking at applying to a few statistics PhD programs, along with some applied math and others.
Student Type: Domestic White Male
Undergrad: Top 100 overall (US News Rankings)
Major: Applied Mathematics (minors Comp. Sci. and Economics)
GPA: 3.72
Coursework: Linear Algebra (A), Calc I/II/III (A-,B,A-), ODE (A), Discrete Math (B+), Analysis I/II (A-,A), Applied Probability (A), Math Stats (B-), Operations Research aka some optimization (A-), Applied Machine Learning (A), Econometrics (A-), Algorithms (B+), Artificial Intelligence (A-), Data Structures (A)
Graduate: 20-30 range in both overall and graduate mathematics programs in US
Major: Mathematics
GPA: 4.0
Coursework: Real Analysis I/II, Complex Analysis, Algebra I, Differential Topology, Probability I/II, Stochastic Calculus I, PDE I, Multivariate Statistics, Linear Models (GLMs, Cochran's, Gauss-Markov, High-dim.), Advanced Statistical Modeling (theory of some machine learning stuff),
I might take this semester: Statistical Estimation (Lehmann & Casella, Point Est.) -- I'm under the impression that stats PhD programs will want to teach you this themselves though?
GRE: V: 162, Q: 168, A: 4.0
GRE Math Subject: 760 -- Was going to take again, but I'm not sure now with the current climate. Any one recommend retaking for a higher score?
Research:
Publications: Coauthor on 1 Comp. Sci. conference using some Bayesian methods (mid tier conference -- not NIPS/ICML/etc.), 1 top financial journal with some econometrics (Journal of Finance/Financial Economics/Financial and Quant. Analysis).
Misc: Semester of pure math, 1 1/2 years as a full time research associate in the operations management division at a top 10 business school, summer intern at a top quant hedge fund/prop. trading.
Letters of Recommendation:
1 letter writer who I published both papers above with. Applied mathematics professor working mostly in the area of stochastics and finance.
Several others who I'll probably switch up depending on the program: 2 profs I did recent research with (comp. sci. and finance), 2 from math profs (probability and analysis courses).
Research Interests: My interests are still somewhat broad (and will probably change some more), but I enjoy/am interested in:
Statistics: high dim., inference, some bayesian stuff related to time series.
Probability: Mostly stochastic analysis (SDEs and the likes), random matrices. I get the impression only a few stats departments have faculty in this area?
Interdisciplinary: Financial econometrics, some machine learning theory (regression based models, graphical models), and genetics (though I'm quite new to this area).
Schools: Since I will also be applying to some other programs in applied math, I'm trying to keep prospective stats programs down to about 4-6 of the best matches, while also trying to keep in mind the number of admits these programs give on average each year.
Washington, Michigan, Columbia, North Carolina, (Wisconsin/Penn St./UCLA/Rice)?
Many thanks in advance!