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

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

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

Postby 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).

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.

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).

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

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

Postby 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 :))

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