Postdoctoral position | Statistical modelling with hidden Markov models and model validation

The Institute of Mathematics and Statistics at the University of Tartu invites applications for a Postdoctoral Research Fellow in Mathematical Statistics. The fixed-term position is for 1 year, the regular full-time working hours are 40 hours per week. The institute is located at the University of Tartu Delta Centre, https://delta.ut.ee/en The successful candidate will join the research project "Statistical modelling with hidden Markov models and model validation" under the supervision of Prof. Jüri Lember and Assoc. Prof. Kristi Kuljus.

Project description:
Manyfold Markov models are generalisations of hidden Markov models (HMM). A manyfold Markov model is a multidimensional 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, e.g. HMMs are just a very narrow subclass of TMMs.

The aim of the project is to study different inference problems related to these Markov models, an important research direction being segmentation or decoding. The research combines theory and practice, involving the development of the appropriate probability theoretical framework and the necessary dynamic programming algorithms, the study of their properties, and the implementation of the methods on real data. Both frequentist and Bayesian settings will be considered.

Requirements:
Candidates should have a Ph.D. in Mathematical Statistics or Mathematics. A good command of written and spoken English is expected. Candidates are invited to send their application (CV, list of publications, scanned copy of PhD thesis, short letter of motivation and contact details of at least two referees) to kristi.kuljus@ut.ee.

The deadline for applications is 15 November 2023; the expected start date is 1 January 2024.

For further information please contact juri.lember@ut.ee or kristi.kuljus@ut.ee.