Classification: Probability and Statistics
The PhD student will work in the framework of the ERC AdG project ELISA (Exploration for Large Interacting Systems of Agents), directed by Professor François Delarue. This ERC project deals with mathematical theories and numerical tools for mean field models, which are used to describe the statistical state of a population. This includes mean-field models for which the population state is itself random. A key objective is to show that randomization can enable a form of exploration, with theoretical and numerical advantages and benefits in statistical learning. Applications include mean-field models of rational agents, such as mean-field control problems or mean-field games. The PhD student will work on one of the project's axes. This is a full-time position, for 3 years. Candidates should have a master's degree in mathematics or applied mathematics, with a strong background in probability and stochastic calculus. Programming skills will be appreciated but are not mandatory. Knowledge in partial differential equations will also be appreciated. The position will be open from September 1st 2022. Applicants may contact François Delarue (firstname.lastname@example.org) for any questions. Applications should include: a letter of motivation, a curriculum vitae, transcripts of undergraduate and graduate degrees and at least one reference letter. They should be sent to François Delarue.
Last updated: 1 May 2022