GSoC Metropolis-Adjusted Langevin Dynamics (MALA) or Timeseries

I am an MSc student interested in pursuing a GSoC project as my MSc dissertation from 01/06 to 01/09 full-time. I am at the University of Edinburgh in the mathematics department.

The pros are that I am available ~50-60hrs/week for development on this project, the cons is that I will need to write it up as a dissertation in the final month. I am able to suggest co-supervisors if you are not comfortable supervising the project.

My background is primarily in scientific computing in the form of two internships and a summer project at my former university. I am fairly competent in both Python & R, an example project can be found here:

My experience with bayesian modelling is primarily using the jags wrapper for R. In terms of theory I am fairly new to it having taken only some fundamental classes on the subject as well as some knowledge of MCMC from my BSc in mathematics and physics.

I saw that there is a project on adding time series functionality (such as ARIMA models). I am also interested in looking into adding MALA if there is any interest in it.

I can send my CV as well as a potential co-supervisor from the University of Edinburgh should you be interested.