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Kungliga Tekniska högskolan, Skolan för teknikvetenskap
Third-cycle subject: Applied and Computational Mathematics, specialization mathematical statistics.
The division of Mathematical Statistics at the Department of Mathematics, KTH, is looking for a strong candidate for a PhD position at the interface of applied probability and computational statistics.
The announced postgraduate position concerns the project "Algorithmic Inference and Adaptation for Sequential Monte Carlo Methods", financed by the Swedish Research Council. Sequential Monte Carlo (SMC) is used for simulating recursively online from sequences of probability distributions. In these genetic-type algorithms, weighted simulations are propagated stochastically through mutation and selection. SMC is applied within a variety of fields such as machine learning, computer vision, robotics, signal processing, optimisation, and financial mathematics and constitutes today a standard tool in computational statistics.
Despite a very large interest in SMC in recent years, it is still an open and fundamental problem to design a numerically stable and mathematically consistent estimator of the accuracy of these algorithms. Thus, the aim of the project is, first, to find computationally efficient and consistent online estimators of variance for SMC methods and, second, to use these estimators for optimal, precision-based SMC adaptation.
The selected candidate is expected to have a strong mathematical background in applied probability and a big interest in computational statistics. Programming skills have merit.
The Department of Mathematics at KTH is one of the leading mathematical departments in the Nordic countries. The doctoral student will thus belong to a very strong research environment with frequent interaction with other leading universities. In conjunction with the employment, which is limited to 5 years and includes 20% of department duties, e.g., teaching and supervision, the doctoral student will be enrolled at the doctoral program in Applied and Computational Mathematics.
What we offer
To be admitted to postgraduate education (Chapter 7, 39 Swedish Higher Education Ordinance), the applicant must have basic eligibility in accordance with either of the following:
In order to succeed as an doctoral student at KTH you need to be goal oriented and persevering in your work. In the selection of the applicants, the following will be assessed:
Great emphasis will be placed on personal competence and suitability.
Target degree: Doctoral degree.
Information regarding admission and employment
Only those who are or have been admitted to third-cycle studies may be employed as a doctoral student. The term of the initial contract may not exceed one year and may thereafter be extended. Doctoral students may engage in teaching, research, and administration corresponding to a maximum of 20 % of a full-time position.
You will find contact information for union representatives on KTH's website .
Doctoral section (Students union on KTH Royal Institute of Technology)
You will find contact information for doctoral section on the section's website .
Apply for the position and admission through KTH's recruitment system. It is the applicant s responsibility to ensure that the application is complete in accordance with the instructions in the advertisement.
Applications must be received at the last closing date at midnight, CET/CEST (Central European Time/entral European Summer Time).
Applications must include the following elements:
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For information about processing of personal data in the recruitment process please read here.
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Disclaimer: In case of discrepancy between the Swedish original and the English translation of the job announcement, the Swedish version takes precedence.
Type of employment: Temporary position longer than 6 months
Working hours: Full time
Salary: Monthly salary according to kth's doctoral student salary agreement
Reference number: S-2019-0946
Last application date: 2019-07-05
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