International laboratory of stochastic algorithm and high-dimensional inference (HDI Lab)
The Higher School of Economics International laboratory of stochastic algorithm and high-dimensional inference (HDI Lab) in Moscow, Russia invites applications for postdoctoral research positions in the field of high-dimensional probability and statistics as well as their fruitful applications. It is expected that the appointed candidates will take an active part in the project aimed at development and analysis of new efficient computational statistical algorithms for high-dimensional and challenging statistical problems like uncertainty quantification for MCMC algorithms, Bayesian inference, covariance estimation, estimation of barycenters etc. Particularly promising will be the research at the junction of the main topics of this project.
The job involves:
- working under the direct supervision of Prof. Denis Belomestny, Prof. Eric Moulines and Prof. Alexey Naumov
- participants are encouraged to pursue their own research in parallel with working on HDI Lab research projects in the following areas:
o High-dimensional probability
o Reinforcement learning
o Markov Chain Monte Carlo methods with applications to machine learning and statistics
- writing research papers for international peer-reviewed journals in co-authorship with the members of the HDI Lab
- participation in organization of the events and other contribution to the Lab’s development
- public presentations of candidate’s own research to the researchers in the field and the broader academic community
- some teaching is encouraged, though not required.
- a PhD from an international research university in such fields as: pure and applied mathematics
- a strong background in probability theory, mathematical statistics, optimisation
- ability to work in a team,
- fluent English
- relevant experience is an asset although not required
A CV and research statement should be submitted via online application form and two letters of recommendation should be submitted by the referees directly to by February 15, 2019. Please note that direct applications to the hiring Laboratory may not be reviewed.
For more information about HSE, please visit: International laboratory of stochastic algorithm and high-dimensional inference (HDI Lab) or contact Prof. Alexey Naumov directly.
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