NZIMA programme on Hidden Markov Models & Complex Systems

The formal project is now complete and no more activities are planned under it.




A series of workshops and seminars will be conducted throughout New Zealand in the second half of 2005, under the auspices of an NZIMA (New Zealand Institute of Mathematics and its Applications) Programme. This will bring together statistical practitioners who use Hidden Markov Models and related methods to analyse data from a wide variety of applications. The aim of the Programme is to augment the research programmes of New Zealand scientists working with HMM methods.

David Vere-Jones (Emeritus Professor at Victoria University of Wellington and Director of Statistical Research Associates) is the Programme Director. The Programme will host invited speakers who have made substantial contributions to the theory and practice of HMM methods. The Programme will also provide funds for post-doctoral and post-graduate research.

The first workshop was held in Wanaka from 29 June - 1 July, 2005.

The second workshop was held in Wellington over 5-8 December, 2005.

About Hidden Markov Models

Many complex systems are observed through data which do not directly reflect the underlying dynamics. Hidden Markov models (HMM) form a remarkably general and elastic framework for modelling such partially observed systems. Recent developments, based on the expectation-maximization (EM) algorithm, particle filters, and others, allow model testing and parameter estimation to be carried out within broad classes of such systems.

What will happen

Seminar Series

A seminar series is planned to be held at venues throughout New Zealand between the first and second workshops. Presenters will include New Zealanders and Visiting Fellows of the Programme. Some funding will be available to bring audience members to seminars, as well as speakers. Details will be posted nearer the time.

Go here for the Wellington program

If you would like any of these seminars to presented in your centre please contact David Vere-Jones.

Research Opportunities

Go here for more details

The NZIMA Programme on Hidden Markov Models and Complex Systems is funded to host a Post-Doctoral Fellow and a Ph.D. or Masters student in the theme area.

Ph.D. and Masters Scholarships:

Students should be attached to one of the New Zealand Universities, but may work with staff in associated CRI's and other organizations. The scholarships provide $NZ20,000/year for 3 years tuition and living expenses for PhD students and $NZ12,000/year for 1.5 years tuition and living expenses for Masters students. They may include additional support.

Post-doctoral fellowships:

NZIMA providing funding for 1 two-year or 2 one-year postdoctoral fellowships, with an annual salary of $NZ55,000. The Post-doctoral fellow should work with one of the associated research groups, and will be attached to one of the New Zealand Universities. Please email expressions of interest by 14th February with a final application by 21st February, 2005.

Go here for more details

Who is involved

Programme Director David Vere-Jones
dvj at
Emeritus Professor, Victoria University of Wellington and Director, Statistics Research Associates
Committee Members Geoff Nicholls Senior Lecturer in Mathematics, Auckland University
Peter Thomson Director, Statistics Research Associates, Wellington
Stefanka Chukova Senior Lecturer in Operations Research, Victoria University
Satish Iyengar Professor of Statistics, University of Canterbury
Mark Bebbington Senior Lecturer in Statistics, Massey University
Roger Littlejohn Senior Statistician, AgResearch, Invermay