Advances in sequential Monte Carlo methods with applications to degradation data analysis

Project level: PhD

The majority of complex systems and products that empower our daily activities are subject to degradation. This affects the system lifetime, the quality of the service, and the corresponding safety of usage. Thus, the development of reliability management and prognostic programs is of overwhelming importance. In this project, you will investigate methods for understanding and managing degradation processes. Specifically, the broad objective of this project is to develop new mathematical techniques and fast computational algorithms for inference in complex statistical models by building on recent advances in Monte Carlo methods, stochastic optimisation, and rare-event sampling techniques.