15 Sep 2023

Job Information

Organisation/Company

Inria Paris

Department

MATHERIALS team

Research Field

Mathematics » Applied mathematics

Researcher Profile

Recognised Researcher (R2)

Country

France

Application Deadline

30 Nov 2023 - 23:59 (Europe/Brussels)

Type of Contract

Temporary

Job Status

Full-time

Is the job funded through the EU Research Framework Programme?

Not funded by an EU programme

Is the Job related to staff position within a Research Infrastructure?

No

Offer Description

The primary aim of this postdoctoral project is to improve, implement and mathematically analyse sampling and optimization methods based on interacting particle systems. Two particular classes of methods will be considered: consensus-based methods inspired by particle swarm optimisation, and ensemble Kalman-basedmethods which were recently revealed to have a close connection to interacting Langevin diffusions. The emphasis will be placed on the former class of methods in the beginning.

The first research track of this postdoctoral project concerns the analysis and improvement of consensus-based optimization and sampling methods. The main goals are to improve and generalize existing theoretical results related to the mean field limit and long-time behaviour of these methods. We will also study whether the methodologies can be improved in terms of computational efficiency and, in the context of sampling, accuracy of the invariant measure as an approximation of the target probability distribution. In order to complete the latter objective, simple approaches based on metropolization and preconditioning will be tested.

The second research track is devoted to numerical aspects for consensus-based and ensemble Kalman methods, including implementation, testing, and discretization. Consensus-based optimization will be studied at the discrete- time level, and the postdoctoral research will participate in an effort to produce robust and efficient implementations of consensus-based methods intended for dissemination.

Requirements

Research Field

Mathematics » Applied mathematics

Education Level

PhD or equivalent

Research Field

Engineering » Computer engineering

Education Level

PhD or equivalent

Skills/Qualifications

The expected profile is that of an independent researcher with strong analytical skills. Applicants should hold a PhD in applied mathematics and have experience in scientific computation, stochastic analysis and partial differential equations. Prior experience in computational statistics is desirable.

Specific Requirements

The full application should contain:

- A complete curriculum vitæ, including a list of publications;

- A short cover letter explaining why the candidate is a good fit for this project.

Languages

ENGLISH

Level

Good

Languages

FRENCH

Level

Basic

Research Field

Mathematics » Applied mathematics

Additional Information

Website for additional job details

https: // urbain.vaes.uk/static/jobs/postdocipso.pdf

Work Location(s)

Number of offers available

1

Company/Institute

Inria Paris

Country

France

City

Paris

Postal Code

75012

Street

2 Rue Simone IFF

Geofield

Number of offers available

1

Company/Institute

École des Ponts

Country

France

City

Champs-sur-Marne

Postal Code

77420

Street

8 Av. Blaise Pascal

Geofield

Where to apply

E-mail

[email protected]

Contact

City

Paris

Website

https: // www. inria.fr/en/inria-paris-centre

https: // team.inria.fr/matherials/

Street

2 Rue Simone IFF

Postal Code

75012

STATUS: EXPIRED