Post-doc position in mathematical statistics in Tartu (Estonia)

Post-doc position in mathematical statistics in Tartu (Estonia)


The Institute of Mathematics and Statistics at the University of Tartu is seeking to fill the post of a Postdoctoral Research Fellow in mathematical statistics. The fixed-term position is scheduled for a duration of 1 year, the regular full employment time is 40 hours per week. The institute is located at the University of Tartu Delta Centre,

The successful candidate will join the research project “Statistical modelling with hidden Markov models and model validation” under supervision of Prof Jüri Lember and Ass Prof Kristi Kuljus.

Project description: Manyfold Markov models are generalizations of hidden Markov models (HMM). A manyfold Markov model is a multi-dimensional Markov chain, where typically some of the marginal processes are considered as latent variables. Mostly two- or three- dimensional models – called pairwise or triplet Markov models (PMM or TMM) – are studied. Such a general approach yields a large and flexible class of dynamical models, thus, for instance, HMM is just a very narrow subclass of TMMs.

The purpose of the project is to study different inference problems related to these Markov models, an important research direction is segmentation or decoding. The research combines theory with practice, involving working out the corresponding probability-theoretical framework as well as necessary dynamic programming algorithms, studying their properties and implementing the methods to real data. Both frequentist and Bayesian settings will be considered.

Requirements: Candidates should hold a PhD degree in mathematical statistics or mathematics. Good command of written and spoken English is expected. Candidates are invited to submit their application (CV, list of publications, a scanned copy of the PhD diploma, brief motivation letter, and contacts for at least two references). Application deadline is November 15, 2023; expected start date is January 1, 2024.

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