PhD position on model misspecification sponsored by Microsoft Research

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Mechanistic or simulation-based models are used in scientific research to understand complex natural phenomena. A mechanistic model can take the form of ordinary/partial/stochastic differential equations (O/P/SDEs) and can be rigid in form but have the benefit to the scientist of having interpretable and testable parameter settings. In part due to the inflexibility of the model forms, misspecification of the model can lead to computationally expensive inference procedures, and more importantly, misleading conclusions, whereby the parameter estimates are confidently incorrect. There is increasing evidence that the inference framework called approximate Bayesian computation (ABC) is more robust to model misspecification than other inferential approaches. We propose to study the mathematical and statistical properties of this robustness, and explore improvements of current approaches for dealing with model misspecification. The research will be pragmatic, embedding the theory with practical examples (where domain knowledge is understood, and hence misspecification can be detected), including using semi-mechanistic models that are used in the public health domain.