Recommendations for US programs in probability theory/applied probability/mathematical statistics

Forum for the GRE subject test in mathematics.
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PluvianSprite
Posts: 1
Joined: Sat Feb 23, 2019 7:49 am

Recommendations for US programs in probability theory/applied probability/mathematical statistics

Post by PluvianSprite » Thu Apr 18, 2019 11:14 pm

I have completed a MSc already. Taking some time away to work, but I am looking to apply for Mathematics or Statistics (or maybe Biostatistics) PhD programs. At the moment I'm trying to
  • gauge feasibility for certain schools in the US; 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
I am interested in probability theory, applied probability, stochastic processes, and the more theoretical side of statistics. Examples of areas of interest (in no particular order):
  • extreme value theory or heavy-tailed distributions
  • time series
  • Bayesian nonparametrics
  • information theory
  • survival analysis
I am more interested in the theory rather than the applications. The underlying theme is that I'm interested in theoretical areas in probability/statistics that have an "unconventional" or "alternative" paradigm (from the perspective of, say, an undergrad).

I have done some analysis (real analysis/complex analysis/topology/metric spaces/measure theory) — maybe above average for Statistics PhD applicants but below average for Mathematics PhD applicants — and am particularly open to research areas that rely on analysis/measure theory. I notice that mathematical physics seems to inspire a lot of probability research in the US; I am completely unfamiliar with how probability is used there and as a result am not so interested (yet).

Places
I have gathered the following list of places in the US I might consider (mainly inspired by particular members of faculty but sometimes by general faculty strength):
  • Cornell — Operations Research and Information Engineering
  • Columbia — Statistics
  • Duke — Statistics
  • Stanford — Statistics
  • Stanford — Management Science and Engineering
  • UC Davis — Statistics
  • UC San Diego — Mathematics
  • Yale — Statistics
  • UNC at Chapel Hill — Statistics and Operations Research
  • UC Santa Barbara — Statistics and Applied Probability
I have to confess that I have not looked closely at mathematics departments, because I think my chances at admission are slim there compared to statistics.

Profile
Institution: One of the top Australian universities (same institution for both undergrad and masters)
Major(s): Probability Theory
Minor(s): Statistics, Actuarial Science
GPA: Not the scale we use but should be > 3.9/4.0
Type of Student: International Asian male

GRE Revised General Test: Not sat yet
GRE Subject Test in Mathematics: Not sat yet

Research Experience: Masters thesis resulted in a preprint. 4-week undergrad project on fractional Brownian motion (very out of my league at the time).
Awards/Honors/Recognitions: Top MSc student among those specialising in probability or statistics (probably 60+ students).

oniongood
Posts: 18
Joined: Mon Jan 07, 2019 6:33 pm

Re: Recommendations for US programs in probability theory/applied probability/mathematical statistics

Post by oniongood » Sat Apr 20, 2019 1:07 am

Also interested in pure and applied probability. I found the site below quite helpful when forming my own list :))
https://connect.informs.org/aps/apsresources/phd

PicoHenries
Posts: 1
Joined: Thu Aug 22, 2019 9:55 pm

Re: Recommendations for US programs in probability theory/applied probability/mathematical statistics

Post by PicoHenries » Thu Aug 22, 2019 9:58 pm

Add me to the list of undergrads interested in probability theory. Hard to find what we're looking for with it being dispersed across so many different departments. For example. Princeton's ORFE looks interesting - any examples of programs like that at potentially more feasible universities?



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