PhD scholarship in interdisciplinary statistics project at TUM

PhD scholarship (f/m/d) IGSSE grant

Copula based Flight Safety Analyses (CopFly)

The Professorship of Applied Mathematical Statistics of the Technical University of Munich (TUM) is an active research group in the area of statistical modelling of complex dependence structures in high dimensions using a vine copula approach ( In this project we aim to develop Bayesian methods of copula based state space models allowing for Non-Gaussian observation and state equations.

In collaboration with the Institute of Flight System Dynamics at TUM, we want to model accident scenarios by combining the above data-driven methods with physically motivated models for aviation safety analyses.

For this interdisciplinary field of research, we are offering a PhD scholarship, granted by TUM’s International Graduate School of Science and Engineering (IGSSE).

Your research will be in the area of statistical methodology, model selection and uncertainty quantification.

Potential research topics in CopFly are the:
- Development and efficient implementation of Bayesian inference algorithms for copula based Non-Gaussian state space models
- Development of model selection and uncertainty quantification criteria for complex multivariate dependence models
- Formulation and application of Non-Gaussian copula based state space models with spatial and temporal dependence effects in models of aircraft motion

Your profile:
- Excellent master’s degree in (or equivalent to) statistics, mathematics and mathematics of data science
- Expertise in Bayesian and computational statistics
- Profound coding skills in R (and Python/C++)
- Knowledge of statistical theory involving copulas and state-space models
- Highly motivated and keen on working in an international and interdisciplinary team

We offer:
- A scholarship of €2000 per month for 36 months
- Membership in TUM’s International Graduate School of Science and Engineering (IGSSE)
- Interdisciplinary and international research environment
- Extra funding for international travel (including a 3 monthly research stay abroad)

We do appreciate equal opportunities and diversity – therefore we particularly encourage women to apply. Applicants with disabilities are treated with preference given comparable qualification.

Envisaged start of the scholarship is April 1, 2020.

Please send your application materials, including a CV, your degree with detailed transcript of records and supporting documentation via E-Mail, with subject line Application CopFly to
In case of questions, please do not hesitate to contact us via E-Mail, using subject line Query CopFly.

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