Connectionists: Two PhD positions in Lille (France): Sequential Bayesian Inference Methods for Complex Dynamical Systems

[Víctor Elvira]

*TOPIC*

Sequential Bayesian Inference Methods for Complex Dynamical Systems

*BRIEF SUMMARY*

Many 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 of the realistic models,
the posterior is intractable and must be approximated. Importance Sampling
(IS)-based algorithms are Monte Carlo methods that have shown a
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 in order to overcome current limitations
of more traditional IS-based techniques in such a challenging context.
Many applications can be benefited from the development of these
methodologies, including inference in gene regulatory networks, indoor
localization problems, spatial-temporal field reconstruction, among many
others.

*WHERE AND WHEN*

Two fully funded PhD position are available in Lille from September/October
2018 at IMT Lille Douai and laboratory CRIStAL. Earlier start date can be
also considered. Lille is a vibrant, young and dynamic city. Lille lies in
the heart of the triangle that links three of Europe’s main metropoles:
London (80 min), Paris (60 min), and Brussels (35 min).

*WITH WHO*

The students will be supervised by:

- Víctor Elvira: http://pagesperso.telecom-lille.fr/elvira/
- François Septier: http://pagesperso.telecom-lille.fr/septier/

*CANDIDATE PROFILE*

We are looking for two motivated and talented PhD students with:

- background in signal processing, statistics or applied mathematics
- strong mathematical skills
- experience in programming, preferably in Matlab and/or Python.

* CONTACT *

If you have any question and/or want to apply, please contact:

- Víctor Elvira: victor.elvira at imt-lille-douai.fr
- François Septier: francois.septier at imt-lille-douai.fr
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