Jobs
isba |
📢 WE ARE RECRUITING
Vacancy: 18-month full-time POST-DOCTORAL grant
"X-vine models for multivariate extremes"
ISBA (LIDAM - Université catholique de Louvain) is recruiting !
In multivariate extreme-value theory, a question of high interest is the construction of tail dependence models that are flexible, parsimonious, and computationally tractable, and scale well as the dimension grows. Recently, Kiriliouk, Lee and Segers (2024) proposed a novel modelling framework based on regular vine tree sequences called X-vines. These models can easily be built in arbitrary dimensions by combining bivariate components only, grouping them in trees. For copula-based dependence modelling, vine constructions have grown into a versatile and widely applied approach.
The Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) of the UCLouvain is seeking a talented post-doctoral researcher to join us to develop methods for learning extremal dependence based on X-vines, with special attention for aspects relevant for applications in climate science, such as spatial data, clustering, and covariates. The post-doctoral grant is sponsored by the Belgian Fund for Scientific Research (F.R.S.–FNRS) and is part of the larger project “Flexible statistical models for compound climate events”.
Contact: Please mail your CV, motivation letter, and PhD thesis (if already available) in pdf format to Anna Kiriliouk (anna.kiriliouk@uclouvain.be) with subject “UCLouvain postdoctoral job application” at your earliest convenience. Please also mention at least two references.