Job Delft University of Technology - 博士：随机的微分方程的Bayesian Nonparametrics

 

这条职位空缺由翻译工具自动翻译，故在连贯性上可能与原文有偏差。请参照英语原文.

这条职位空缺由翻译工具自动翻译，故在连贯性上可能与原文有偏差。请参照英语原文.

 

工程：' 扩散过程的Bayesian nonparametrics '。扩散过程是很多现象的自然的统计模型。目前，这些过程对模型金融时间序列特别受欢迎。估计在漂流和扩散功能过程中的未知参数是一个挑战和重要的问题。我们打算建造并且分析使用Bayesian 分析的统计过程。特别是nonparametric 情况，不非常了解这样的程序，例如，会集比率没被知道。相应计算问题最近已经得到一些注意了，但是一个完全令人满意的解决方案仍然是不可获得的。取决于那些候选人使感兴趣，在这项工程里的焦点可能在程序的理论研究上或者关于快和有效率的算法的发展。目前安装的扩展包括随机挥发性模特，多元背景，并且以一个征收过程驾驶不是一个布朗运动的模式。候选人将给一博士关于与工程描述有关的问题的论文写信并且将在可能性和统计的领域有较小教导职责。位置以星(stochastics)荷兰科学粉底NWO 和荷兰德尔夫特出产的陶器工业大学的群提供资金。工程是在荷兰德尔夫特出产的陶器工业大学和EURANDOM之间的合作。

Delft University of Technology (TU Delft) is a multifaceted institution offering education and carrying out research in the technical sciences at an internationally recognised level. Education, research and design are strongly oriented towards applicability. TU Delft develops technologies for future generations, focusing on sustainability, safety and economic vitality. At TU Delft you will work in an environment where technical sciences and society converge. TU Delft comprises eight faculties, unique laboratories, research institutes and schools.

Delft Institute of Applied Mathematics (DIAM) The research curriculum at DIAM is geared to the mathematical modelling of physical, technical and societal phenomena by applying advanced mathematical techniques. Mathematics and mathematical research form a vital part of every technical discipline. At DIAM they cover a broad spectrum, including new numerical methods for fluid dynamics computations, calculations for the transport of hazardous materials, stochastic models of large networks, financial mathematics, and risk and decision-support modelling in conjunction with large technical systems. Besides engaging in fundamental research at an international level, DIAM researchers play an active role in applying their research findings to practical problems. It is largely with this in mind that the faculty collaborates closely with various leading research institutes (TNO, WL, Rijkswaterstaat, NLR, MARIN, Shell, RIVM, KNMI) and other faculties at TU Delft. Teaching is also very important at DIAM. The institute offers a BSc in Mathematics in partnership with the Mathematical Institute in Leiden and has independently developed an MSc in Applied Mathematics with specialisations in Computer Science and Engineering and Probability, Risk and Statistics. It also makes a vital contribution via Education Services to the teaching in all the engineering programmes at the university.