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Post-doctoral offer: Objectivation in Bayesian
modeling for interpretable decision support Imprimer Tweet
  • 23608
  • 10-09-2024
  • Ecole Polytechnique
  • Post Doc
  • 31-05-2025
  • statistics or applied mathe- matics
  • The Sustainable Energies Chair of the Ecole Polytechnique is offering a 1-year
    post-doc position, renewable once and starting as soon as possible, and in any
    case before june 1st, 2025, on a subject related to improving the objectivity of
    Bayesian modeling rules in view of supporting interpretable decision. The sit-
    uations concerned with this quantification problem of uncertain knowledge are
    numerous, and are particularly motivated within the framework of this work by
    applications interesting the field of decarbonated energies.
    The technical motivation for this work stems from the research program pro-
    posed in [4], that extends the proposals made in [3]. Bayesian modeling choices
    play an important role in the context of forecasting and decision support through
    statistical learning applied to costly or rare data. These are characteristic of
    the risk situations affecting the industrial world. Their promise is to be able to
    model the uncertain knowledge required to inform models in addition to avail-
    able data, or even in their absence in the event of a regime change. Major
    applications related to decarbonated energies are the following (among others):
    • rapid location of nuclear material in waste packages, in order to apply
    focused spectrometry techniques to identify fission products;
    • the reliability of important or even critical industrial components, such as
    steam generators, batteries, valves, etc. ;
    • quantification of the intensity of extreme natural phenomena (torrential
    rain, marine submersion, floods, etc.);
    • calibration of technico-economic models used to optimize the design and
    operation of energy parks, particularly when the depth of history is shal-
    low (e.g. offshore park deployments).
    1
    Objectivation aims to respond to the obstacles that are generally blamed
    on the corpus of existing Bayesian methods, despite their huge number [7], and
    which still limit their use in proposal submitted to safety and control authorities
    in the energy sector: the low repeatability of methodologies, the lack of control
    over subjective elements in modeling choices, and the lack of interpretability of
    models. See [12] for more details. An additional difficulty is to propose calibra-
    tion rules based on the repeatability of experiments.
    2 Work program
    The work will aim to bring together a set of known ”methodological constraints”,
    still separated, into a single approach that will extend methodologies already
    established for sub-families of models (in particular exponential families and
    conjugate models). Such constraints are, for instance, related to prior-data
    conflict [2, 10] or q-vague convergence [1].
    This approach will thus focus on defining a ”modeling continuum” limited
    by objective reference priors [8, 13] and so-called ”Posterior Priors” models re-
    sulting from the application of Bayes’ theorem [11, 6, 5]. Such approaches
    are interpretable because they consider that the available information can be
    assimilated to that provided by data not directly known, but that it can be
    manipulated by explicit approximation techniques outside conjugate families
    [3]. Such approaches participate to provide rules for clarifiying the meaning of
    Prior Effective Sample Sizes (PESS), the definition of which is still the subject
    of debate in the community (e.g., [9]).
    The resulting methodology will be submitted to leading scientific journals
    (e.g. Bayesian Analysis) and re-used in many sectors beyond the energy indus-
    try.
    3 Supervision
    The work will be supervised by Professor Josselin Garnier (École Polytechnique
    / CMAP-Centre de Mathématiques Appliquées), in collaboration with Dr. Nico-
    las Bousquet, senior researcher at EDF R&D. CMAP and EDF have been work-
    ing together for a very long time. CEA DES, a frequent partner of EDF and
    CMAP, is also keen to participate in discussions during the post-doctoral work.

  • The position could start at any time between september 1st, 2024, and june 1st,
    2025. The earlier, the better.
    The candidate should have a PhD thesis in statistics or applied mathe-
    matics, with a good knowledge of Bayesian statistics. A good knowledge of
    2
    mathematical tools related to the approximation of probability distributions
    and non-convex optimization would be a plus.
    The candidate will join CMAP’s SIMPAS (Statistique Apprentissage Simu-
    lation Image) team at École Polytechnique, located in Palaiseau, France. École
    Polytechnique specializes in science and engineering. CMAP conducts theoret-
    ical and numerical research on mathematics in interaction with other sciences
    (biology, economics, computer science, mechanics, physics, etc) or in connec-
    tion with industrial or societal applications. Its specialties are numerical analy-
    sis, scientific computing, control, artificial intelligence, modeling, optimization,
    probability, signals, statistics, etc.
    The candidate will become involved in the Uncertainty Quantification the-
    matic network (formerly known as GDR MASCOT-NUM). In addition, the
    candidate will benefit from an industrial environment strongly interested in
    this work, and from a French and international network in Bayesian modeling
    (especially, the Bayesian Group at SFdS, the APPLIBUGS Group, the ISBA
    Community)

  • Contacts
    josselin.garnier@polytechnique.edu
    nicolas.bousquet@edf.fr

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