Two PhD positions in Lille (France): Sequential Bayesian Inference Methods for Complex Dynamica[...]

Two PhD positions in Lille (France): Sequential Bayesian Inference Methods for Complex Dynamical SystemsMay 6, 2018TOPICSequential Bayesian Inference Methods for Complex Dynamical SystemsBRIEF SUMMARYMany problems in different scientific domains can be described through statistical models that relate the sequential observed data to a hidden process through some unobserved parameters. In the Bayesian framework, the probabilistic estimation of the unknowns is represented by the posterior distribution of these parameters. However, in most realistic models, the posterior is intractable and must be approximated. Importance Sampling (IS)-based algorithms are Monte Carlo methods that have shown satisfactory performance in many problems of Bayesian inference. In this thesis, we will study IS-based methods for probabilistic inference in complex non-linear high-dimensional systems. More specifically, we will propose novel adaptation schemes to overcome current limitations of traditional IS-based techniques in such a challenging context. Many applications can benefit from the development of these methodologies, including inference in gene regulatory networks, indoor localization problems, and spatial-temporal field reconstruction, among many others.WHERE AND WHENTwo fully funded PhD positions are available in Lille from September/October 2018 at IMT Lille Douai and laboratory CRIStAL. An earlier start date can also be considered. Lille is a vibrant, young, and dynamic city, lying in the heart of the triangle that links three of Europe’s main metropolises: London (80 min), Paris (60 min), and Brussels (35 min).WITH WHOThe students will be supervised by:CANDIDATE PROFILEWe are looking for two motivated and talented PhD students with:Background in signal processing, statistics, or applied mathematicsStrong mathematical skillsExperience in programming, preferably in Matlab and/or PythonCONTACTIf you have any questions and/or want to apply, please contact: #J-18808-Ljbffr