A postdoc position is offered at
Inria Lille, in collaboration
with
CWI, Amsterdam.
The successful applicant will work with Daniil Ryabko at Inria and
other members of the
SequeL team,
and will collaborate
with Peter Grünwald and his group at CWI, Amsterdam, spending a
significant portion of time in Amsterdam.
Application
Deadline: 25/08/2015
Duration: initially 16 months; extensions possible
Starting date: October, 2015
The topic is non-parametric sequential prediction.
The topic belongs to the areas of machine learning and (extremely)
nonparametric statistics. The central theme of this topic is to
explore which regularities are "learnable" from sequential data.
Specifically, this general question is considered for the problem of
probability forecasting, that is, predicting the probabilities of
future outcomes of a series of events given the past. The question
to be addressed is: under which assumptions on the stochastic
mechanism generating the data is it possible to give forecasts whose
error becomes negligible as more data becomes available? Here we
specifically allow for the possibility that the predictions are
based on a model that is `wrong yet useful', i.e. it does not
contain the data generating mechanism. In this 'nonrealizable' or
'misspecified' case, the question becomes: under what conditions it
is possible to give forecasts that converge to the best available
ones as more data becomes available?
Questions of this kind find applications in a variety of fields,
such as finance, data compression, bioinformatics, environmental
sciences, and many others. However, the research topic is mainly
about theoretical foundations rather than applications.
Background papers:
paper1 (Ryabko),
paper2 (Ryabko),
paper3 (Grünwald/van Ommen)
The successful applicant will have a strong mathematical background
with and Ph.D. in mathematics, computer science or statistics.
To apply, please contact Daniil dot Ryabko at
inria.fr with
[postdoc] in the subject line, attaching a CV, a cover letter
specifying
why you are interested in the topic, and 1-2 of your most important
papers. Recommendation letter(s) can be useful as well.
About Inria and the job
Established in 1967, Inria is the only public research body fully
dedicated to computational sciences. Combining computer sciences
with mathematics, Inria’s 3,500 researchers
with 350 working at the Inria centre in Lille.
Lille is only 1h away from Paris, 34min from Brussels and 1h30 from
London - all by train.
Benefits: Possibility of French courses, Help for housing, Financial
support from Inria to catering and transportation expenses,
Scientific Resident card and help for visa, Catering service
Monthly salary approx. 2 600 EUR (social security included)
About CWI:
CWI is the national research institute for mathematics and computer
science in the Netherlands, located in Amsterdam. It conducts
pioneering research in these fields and transfers its results to
society. With 55 permanent research staff, 40 postdocs and 70 PhD
students, CWI is a compact institute that lies at the heart of
European research in mathematics and computer science. It was the
birthplace of the European internet and was home to the invention of
the popular programming language Python. CWI is located within easy
biking distance from the centre of one of Europe's most beautiful,
lively and international cities.