IMPORTANT NOTE (issued on 12/02/2014):
There are very few places still remaining on the MPhil/PhD Statistics programme for entry in 2014/15 and there is a great deal of competition for these. If you intend to apply we strongly recommend that you do so as soon as possible.
The Department of Statistics is one of the world's leading centres of quantitative methods in the social sciences and has long been home to some of the world's most famous and innovative statisticians. Today, the department has an international reputation for the development of statistical methodology that has grown from its long history of active contributions to research and teaching in statistics. Our core research areas are social statistics, time series and risk and stochastics in insurance and finance.
If you have any questions about our MPhil/PhD Statistics programme, please email Ian Marshall, research administrator, at email@example.com.
Please also see PhD Frequently Asked Questions.
The Department of Statistics at LSE is one of the oldest and most distinguished in the UK. It has a rich research portfolio covering core areas of statistical inference and real applications, particularly in the economic, financial and actuarial, social and industrial arenas. The close collaboration between departments, its London location and strong international partnerships are reflected in the research life of the Department of Statistics through the members of staff, PhD students, postdoctoral research fellows and the thriving visitor and seminar programmes. Research in the department is concentrated in the following areas and research proposals should normally be linked to one of these areas:
PhD programmes of study in social statistics typically include both methodological development and the application of statistical methods to a social science field or to address new developments in social data, such as in sample surveys or social networks. Research topics may be identified in advance by the applicant or may be arrived at through communication with a potential supervisor. The relative emphasis on methodology/theory vs. application may vary. Methodological areas of research include latent variable modelling, multilevel and panel data modelling, causal modelling, categorical data analysis, measurement error, missing data, survey sampling, model selection and Bayesian methods. For more detail about potential supervisors and their areas of interest, see Social Statistics. If you are interested in applying to undertake PhD research in social statistics, you are welcome to contact one of these members of staff regarding a suitable topic for your research proposal.
The department covers the whole range of modern stochastic finance with an emphasis on insurance and financial mathematics and close links with financial institutions. Please see Research in Risk and Stochastics.
Linear time series is the bedrock of econometrics and is very well represented in the department and LSE generally. Non-linear time series fuses time series with dynamical systems and the study of chaos, extending the range and complexity of the analysis. Please see Research in Time Series.
The Centre for the Analysis of Time Series (CATS) was established in 2000 and is based within the Department of Statistics at the LSE. CATS is at the frontier of time series analysis in many subject areas; ranging from the stochastic to the deterministic, from linearity to nonlinearity, from the parametric to the semi-parametric and the non-parametric. The research centre is interdisciplinary, working in partnership with industry and other academic institutions, and guided by application; the centre seeks practical solutions to real-world problems. CATS research in the climate change area is closely linked to that of the LSE's Grantham Research Institute on Climate Change and the Environment. Prospective PhD students can expect a lively and engaging course of study that will introduce new forecasting methods as well as develop the critical reasoning necessary to choose the most suitable tools for the task in hand.
CATS sits at a critical crossroads between the UK environmental science, UK industry and policy formation. At the forefront of international research in applied statistics and mathematics, CATS, under the direction of Professor Leonard Smith, is uniquely able to apply cutting edge developments in mathematics and statistics, developed either in-house or elsewhere, to the interpretation of environmental forecast simulations and communicate these results to industry.
A PhD offers the chance to undertake a substantial piece of supervised work that is worthy of publication and which makes an original contribution to knowledge in a particular field.
All students registering for a programme of study leading to a PhD begin under MPhil registration. The opportunity to upgrade this registration to PhD typically comes in the second year.
Students are expected to attend courses suggested to them by their supervisor and perform well in any mandatory summer examinations. They should also complete any necessary training in research techniques and/or computing. Throughout their first year students perform literature searches and become more familiar with their chosen research topic. By the end of the year they are expected to have written up an introductory chapter for their thesis, as well as any new results they may have obtained. Assessment by the supervisor is based on these. Students will be asked to present their research topics at the annual PhD presentation event.
All MPhil/PhD students at the London School of Economics have the opportunity to take advantage of research methodology courses provided by the Department of Methodology. Further courses are available at the London Graduate School in Mathematical Finance (external link) and the London Taught Course Centre (LTCC) (external link). MPhil/PhD students are encouraged to make full use of these additional opportunities.
In the second year students become more deeply involved with their research topic, producing and writing up new results. During this time students need to meet with supervisors on a regular basis to discuss their academic development and at some stage during the year there will be a formal review their progress. Following the successful assessment of their work, students may be recommended for upgrade to PhD. Students should also be able to present their current research at departmental seminars and will be asked to present their research findings at the annual PhD presentation event.
The third year demands considerable and rapid progress with research and a substantial part of the year should be spent consolidating material students have already assembled. The role of the supervisor is to ensure the thesis is of a high standard. Towards the end of the year students should submit their entry form for PhD examination and should be close to submitting their thesis although in some circumstances this is done in the fourth year. In this situation, a student is encouraged to submit their thesis as early in the year as possible.
When a thesis is nearly ready for submission, the supervisor will nominate a suitable internal examiner and external examiner. The internal examiner will be from the LSE or another college of the University of London, while the external examiner will be from another university. The appointed examiners will normally require at least two months to read a thesis once it has reached them. After the examiners have read the thesis, a date will be arranged for a viva examination. Students should expect to give a short presentation of their work and answer general questions on their area of research, as well as on the details of their thesis. Students may request the attendance of their supervisor at the viva, but the supervisor will speak only if asked to do so by the examiner.
At the conclusion of the viva, examiners will usually inform candidates of the unofficial outcome of the examination. In the best circumstances the thesis will be accepted without change or subject only to minor corrections. Once these are made, an electronic copy (PDF format) must be submitted and official confirmation of the award will follow. In less ideal circumstances a student might be required to undertake more substantial revision of their thesis or an award of MPhil maybe be decreed instead. In some cases a thesis may be rejected completely.
Please note that the maximum period of full-time registration is four years. We will consider applications for part-time study, subject to visa regulations, but we recommend full-time study. Part-time registration is not available for international students. We do not recommend pursuing a PhD while in full-time or part-time employment. We do not offer distance learning,
Each student is assigned a first and second supervisor with whom they meet frequently to discuss their research. There is also plenty of opportunity to participate in poster presentations, give seminars and attend advanced training and conferences.
All applicants should have completed a taught MSc containing a substantial statistical component, usually with a distinction. There is also an English language requirement for all applicants for whom English is not their first language. Both the British Council's International English Language Testing System (IELTS) and the Test of English as a Foreign Language (TOEFL) are accepted qualifications. Applicants should already have or expect to gain a minimum score of 627 in the paper test, 263 in the computer-based test, or 107 in the internet-based test in the TOEFL, or a minimum score of 7.0 in the IELTS.
International students should consult the graduate prospectus for details of equivalent qualifications. The Graduate Prospectus.
International students who require a visa to study in the United Kingdom should refer to the Office of the Immigration Services Commissioner (OISC) (external link) and to the LSE's International Student Immigration Service (ISIS) website.
We recommend that you apply online as this is the quickest and cheapest method. Please refer to Graduate Admissions for further information.
When applying, you should provide evidence of your ability to undertake independent research and state your research topic as accurately as possible on a separate sheet. Your research proposal should address the following questions:
What is your general topic?
What questions do you want to answer?
What is the key literature and its limitations?
What are the main hypotheses of the work?
What methodology do you intend to use?
What theoretical/conceptual framework will you adopt?
What are your case studies, if any, and what are your case selection criteria?
What previous research have you undertaken in this field?
Your proposal should be approximately 1,500 words in length. MPhil/PhD applications that are received without a research proposal that addresses these questions will not be considered.
In addition, you should submit a personal statement of between 1,000 and 1,500 words, describing your academic interests and your purpose and objectives in undertaking a doctoral research degree.
You should also submit a scanned copy of a marked assignment or a research paper/report, ideally from your most recent programme of study.
Further guidance about completing your application can be viewed here.
There are three possible start dates; in October, January and March/April. If the final result of your taught postgraduate degree is not published before the end of September your entry date should be the following January or later.
The application process begins in October and continues until all places are filled. We operate a rolling admissions process, so there is no deadline; however, we strongly recommend that you apply by the end of December for entry in October of the following year. We endeavour to assess applications as quickly as possible, but you should allow at least eight weeks from the date on which you submit your application. If you apply outside of term time it will take considerably longer for your application to be assessed.
Applicants who are nominated by the selectors for possible admission to the MPhil/PhD programme will be interviewed by members of the academic staff of the department before any final decision is research regarding entry.
A list of past PhD students is available here.
Informal application enquiries
Places on our MPhil/PhD programme are limited and we strongly recommend that you submit your full application and supporting documents to the Graduate Admissions Office as early as possible. However, you may wish to first send an informal application email to the research administrator to enquire about making a formal application within the area of your research interests and to check about the availability of potential supervisors.
To do this, please submit the following documents:
A brief research proposal that clearly states the specific areas of your proposed research
A brief personal statement that states your academic interests and your purpose and objectives in undertaking doctoral research study. You should also state your reason for applying to the Department of Statistics at LSE
An up-to-date CV (curriculum vitae)
Academic transcripts covering your study to date
Your informal application documents will be forwarded to appropriate members of academic staff for consideration and the research administrator will communicate the recommendation back to you as soon as possible.
If a formal application is invited, this should be made to the Graduate Admissions Office in accordance with the normal application procedure.
Please do not contact potential supervisors directly, unless you have been asked to do so.
If your application is successful you must make sure that you have made adequate financial provision for your programme of study. Under no circumstances will LSE be able to help you register without sufficient finance. At the time of application the Department will ask you to provide a brief outline of your funding strategy, indicating what steps you have taken or intend to take to secure adequate funding for your studies. Although some funding is offered by LSE, this is very limited and there is considerable competition for it. Please refer to the Financial Support Office website for full details.
Each year LSE offers a limited number of full scholarships for new PhD students. From 2013-14 onwards the scholarships cover fees and living expenses for four years. They are available for Home UK/EU and international students undertaking research in any LSE discipline, with annual renewal subject to satisfactory academic performance at the School. Scholarships are awarded strictly on academic merit and research potential. To be considered for one of these scholarships you must submit your application, including all supporting documentation, by the deadline quoted on the Financial Support Office website.
There are three deadline dates set for the receipt of applications (with all required supporting documents) by the Graduate Admission Office. Applicants who submit by these dates will, subject to the availability of places, be considered by the department for nomination for an LSE PhD Scholarship: 10 January 2014; 24 February 2014; 28 April 2014. However, we strongly recommend applications are submitted as early as possible.
ESRC funding to LSE includes studentship provision. With the mutual emphasis on economics and social sciences, ESRC is a major sponsor of LSE research. From 2011, only institutions that hold the status of Doctoral Training Centres (individual institutions and some consortia of a number of universities) will be able to hold ESRC studentships. LSE has been awarded Doctoral Training Centre status and has a total of 36 studentships per year to spread across disciplines.
The Graduate Prospectus gives an indication which programmes are eligible for funding. ESRC no longer runs an open competition to award studentships.
The deadline date set for the receipt of applications (with all required supporting documents) by the Graduate Admissions Office is 10 January 2014. Eligible applicants who submit their application by this date will, subject to the availability of places, be considered by the department for nomination for an ESRC studentship.
The Centre for Doctoral Training in Financial Computing and Analytics was established at University College London (UCL) in collaboration with academic partners the London School of Economics (LSE) and Imperial College London (IC), supported by partnerships with twenty leading financial institutions. It is the first major collaboration between the financial services industry and academia.
Financial Computing and Analytics encompasses a wide range of research areas including mathematical modelling in finance, computational finance, financial IT, quantitative risk management and financial engineering. PhD research areas include stochastic processes, quantitative risk models, financial econometrics, software engineering for financial applications, computational statistics and machine learning, network, high performance computing and statistical signal processing.
Applicants interested in applying for funding and joining the PhD programme should contact the research administrator at firstname.lastname@example.org in the first instance.
A list of some external funding opportunities by country for overseas students can be viewed here.
Other external funding bodies include:
China Scholarship Council
Many of our research students take part-time graduate teaching assistant posts in the department teaching undergraduate Statistics classes and marking. Students usually undertake teaching responsibilities after their first year of study.
For general information on the MPhil/PhD programme and advice about academic requirements and research opportunities in the Department of Statistics please contact Ian Marshall, Research Administrator, at email@example.com.
A copy of the Statistics PhD programme brochure is available here.
For advice on your application please refer to the Frequently Asked Questions section of the Graduate Admissions website.