The Weierstrass Institute for Applied Analysis and Stochastics (WIAS) is an institute of the Forschungsverbund Berlin e.V. (FVB). The FVB comprises seven non-university research institutes in Berlin which are funded by the federal and state governments. The research institutes belong to the Leibniz Association.
WIAS invites applications for a
Research Assistant Position (f/m/d)
(Ref. 24/25)
in the Research Group
“Stochastic Algorithms and Nonparametric Statistics“
(Acting Head: Prof. Dr. V. Spokoiny) starting from 01 January 2025.
Field of work: Bayesian methodology has been successfully applied to parameter estimation problems for PDEs, inverse problems, and stochastic processes. It also plays a central role in sequential estimation and forecasting problems in data assimilation. As part of project B08, we aim to develop three key research directions in Bayesian inference for stochastic processes: (i) theoretical guarantees for Laplace approximation and Bayesian optimization; (ii) the ”error-in-operator” approach with applications to McKean–Vlasov SDEs; and (iii) design and analysis of MCMC methods in SDE models. The post holder will work on these topics together with project leaders Claudia Schillings (FU), Vladimir Spokoiny (HU), and Sven Wang (HU).
Website: https://sites.google.com/view/trr388/
We are looking for: A candidate with
- A successfully completed PhD in Mathematics
- Strong knowledge of stochastic analysis, particularly stochastic partial differential equations and McKean–Vlasov equations, as evidenced by relevant
- Good knowledge of numerical methods for stochastic processes
- Basic knowledge of mathematical statistics
- Excellent knowledge of English
What we offer:
- WIAS Berlin is a premier research institution known for its strength in optimization, optimal control, dynamical systems, and applied mathematics in general.
- Payment in accordance with the collective agreement for the public sector (TVöD Bund) including the usual social benefits (30 days' holiday in a 5-day week, company pension scheme); company ticket subsidy for public transport
- Mobile working
- A certified (Audit berufundfamilie) family-friendly work environment.
- Berlin is one of the most culture-rich and diverse international cities in the world. It offers endless opportunities to enjoy life outside work, while being very affordable compared to other major cities. Neither the job nor living in Berlin requires German language (although WIAS offers free German courses). We highly welcome international applications. Scientifically, Berlin offers a rich landscape with numerous opportunities for research, as well as job prospects in academia and industry.
Technical queries should be directed to Prof. Dr. Vladimir Spokoiny (spokoiny@wias-berlin.de).
Remark: The project is located at WIAS Berlin as well as at the HU Berlin with half of the working time each. The successful candidate will be employed at both locations.
The total working hours are 39 hours per week (100%) and the position is remunerated according to TVöD Bund (at WIAS) and is limited until 30. June 2028.
The Weierstrass Institute is an equal opportunity employer. We explicitly encourage female researchers to apply for the offered position. Among equally qualified applicants, disabled candidates will be given preference.
Please upload complete application documents including cover letter, curriculum vitae, certificates, and a copy of your Ph.D. thesis (or relevant publications) until 15. November 2024 via our online job-application facility using the button “Apply online”.
We are looking forward to your application!
