The successful applicants will work with Daniil Ryabko at Inria, and will collaborate
with Peter Grünwald at CWI, Amsterdam, spending some of time in Amsterdam.
(For postdoc between 3 and 6 months.)
Application Deadline: 26/04/2015, but better apply earlier
Duration: 36 months for PhD, 16 months for postdoc
Starting date: October, 2015
Please contact Daniil dot Ryabko at inria.fr before applying, with [phd] in the subject line.
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 an M.Sc. in mathematics, computer science or statistics.
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 after taxes: around 1580 € the 1st two years and 1660 € the 3rd year (social security included).
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.
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