PhD Position Mathematical Statistics

Challenge: Distinguish noise and signal in data streams

Change: Refined asymptotic analysis of stochastic processes Impact: Faster detection of anomalies and reliable uncertainty quantification

Job Description

As a PhD candidate in Mathematical Statistics, you will develop novel methods for the analysis of temporal data. Of specific interest are monitoring procedures for structural breaks, which find application in many technical fields, such as the protection of power systems or maintenance of manufacturing plants. Timely detection and accurate characterization of relevant events is crucial and must be supported by rigorous uncertainty analysis. The focus of this project is on the mathematical theory enabling these advances, via asymptotic analysis and nonparametric modeling.

You will work in the Statistics section at the Delft Institute of Applied Mathematics (DIAM), supervised by Dr. F. Mies and Prof. G. Jongbloed. The research group covers a wide range of topics in statistical theory and methodology, and maintains active collaborations with partners in other departments as well as in industry. Informal knowledge exchange within the department is highly encouraged and facilitated through various seminar series and social events.

TU Delft hosts a vibrant interdisciplinary community, facilitated through cross-faculty institutes and seminar series addressing a range of societal problems, including climate change, the energy transition, and artificial intelligence. As a PhD candidate, you will collaborate with experienced researchers, attend conferences, and experience an international research environment. The position will focus on research and personal development, with contributions to education and possibly supervision of bachelor and master students.

Job Requirements

• Excellent Master’s degree in mathematics
• Good communication skills in English, both written and oral
• Strong knowledge of probability theory; in-depth knowledge of asymptotic and nonparametric statistics is highly beneficial

TU Delft (Delft University of Technology)

Delft University of Technology is built on strong foundations. As creators of the world-famous Dutch waterworks and pioneers in biotech, TU Delft is a top international university combining science, engineering, and design. It delivers world-class results in education, research, and innovation to address challenges in the areas of energy, climate, mobility, health, and digital society. For generations, our engineers have proven to be entrepreneurial problem-solvers, both in business and in a social context.

Faculty Electrical Engineering, Mathematics and Computer Science

The Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) brings together three scientific disciplines. Combined, they reinforce each other and are the driving force behind the technology we all use in our daily lives. Technology such as the electricity grid, which our faculty is helping to make completely sustainable and future-proof. At the same time, we are developing the chips and sensors of the future, whilst also setting the foundations for the software technologies to run on this new generation of equipment – which of course includes AI. Meanwhile, we are pushing the limits of applied mathematics, for example mapping out disease processes using single cell data, and using mathematics to simulate gigantic ash plumes after a volcanic eruption. In other words: there is plenty of room at the faculty for ground-breaking research. We educate innovative engineers and have excellent labs and facilities that underline our strong international position. In total, more than 1,000 employees and 4,000 students work and study in this innovative environment.

Conditions of Employment

• Doctoral candidates will be offered a 4-year period of employment in principle, but in the form of 2 employment contracts: an initial 1.5-year contract with an official go/no go progress assessment within 15 months, followed by an additional contract for the remaining 2.5 years, assuming performance requirements are met.
• Salary and benefits are in accordance with the Collective Labour Agreement for Dutch Universities, increasing from Promovendus gross per month, from the first year to the fourth year based on a full-time contract (38 hours), plus 8% holiday allowance and an end-of-year bonus of 8.3%.
• As a PhD candidate, you will be enrolled in the TU Delft Graduate School, which provides an inspiring research environment with an excellent team of supervisors, academic staff, and a mentor. The Doctoral Education Programme is aimed at developing your transferable, discipline-related, and research skills.
• TU Delft offers a customizable compensation package, discounts on health insurance, and a monthly work costs contribution. Flexible work schedules can be arranged.
• If you need to relocate to the Netherlands for this job, TU Delft is committed to making your move as smooth as possible. The HR unit offers information to help you prepare your relocation. In addition, events are organized to help you settle in the Netherlands and expand your (social) network in Delft. A Dual Career Programme is available to support your accompanying partner with their job search in the Netherlands.

Additional Information
If you would like more information about this vacancy or the selection procedure, please contact Fabian Mies, via f.mies@tudelft.nl.