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Page 1 of 8 Project title / Job position title: Ph.D. Fellowship in Sparse array regression and variable selection in high- dimensional problems Research Project / Research Group Description. The era of Big Data brings new opportunities and challenges to many scientific areas in particular for Statistics. The massive sample size of Big Data introduces unique computational and statistical challenges (such as scalability and storage, noise reduction, spurious correlation, measurement errors, incomplete information, missing data to name a few). When datasets are hierarchical, multi-level models (also called hierarchical linear models, random effects regressions, and mixed- effects models) are extremely useful in handling complex structures. High-dimensional Statistics studies data whose dimension is larger than dimensions considered in the classical multivariate analysis, (e.g. where there are many variables rather than individual observations). Problems in biology, engineering, medical research, epidemiology, demography, environmental sciences, genetics, etc. are dealing with enormous amounts of data which requires statistical models for data analysis. Hence, a crucial problem is to select among a set of covariates those that influence a response variable. This is also known as sparse regression, given the fact that in this type of problems the solution is sparse (i.e. only a reduced number of coefficients are distinct from zero). In this project, we propose the use (non)-linear mixed model to include variable selection methods in large hierarchical structures that can simultaneously choose and estimate important effects from a potentially large number of covariates. However, the complex nature of variable selection has made it difficult for it to be incorporated into mixed-effects models. The aim of the project will be: 1. Methodological. To extend the High-dimensional Statistics literature for hierarchical structured large data. 2. Computational. To provide fast and efficient methods for variable selection. 3. Software development. To implement open source software and make it available for the benefit of the scientific community. Development statistical software in R packages. 4. Applications in different research fields. E.g.: bioinformatics and or genetics applications.

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Page 1: Project title / Job position title: Ph.D. Fellowship in ... · Page 1 of 8 Project title / Job position title: Ph.D. Fellowship in Sparse array regression and variable selection in

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Projecttitle/Jobpositiontitle:Ph.D.FellowshipinSparsearrayregressionandvariableselectioninhigh-dimensionalproblems ResearchProject/ResearchGroupDescription.The era of Big Data brings new opportunities and challenges to many scientificareas in particular for Statistics. Themassive sample size of Big Data introducesunique computational and statistical challenges (such as scalability and storage,noisereduction,spuriouscorrelation,measurementerrors,incompleteinformation,missing data to name a few).When datasets are hierarchical, multi-level models(also called hierarchical linear models, random effects regressions, and mixed-effectsmodels)areextremelyusefulinhandlingcomplexstructures.High-dimensionalStatisticsstudiesdatawhosedimensionislargerthandimensionsconsidered in the classical multivariate analysis, (e.g. where there are manyvariables rather than individual observations). Problems in biology, engineering,medicalresearch,epidemiology,demography,environmentalsciences,genetics,etc.are dealingwith enormous amounts of datawhich requires statisticalmodels fordataanalysis.Hence,acrucialproblemistoselectamongasetofcovariatesthosethat influence a response variable. This is also knownas sparse regression, giventhe fact that in this type of problems the solution is sparse (i.e. only a reducednumberofcoefficientsaredistinctfromzero).In this project, we propose the use (non)-linearmixedmodel to include variableselectionmethods in largehierarchical structures that can simultaneously chooseand estimate important effects from a potentially large number of covariates.However,thecomplexnatureofvariableselectionhasmadeitdifficult for ittobeincorporatedintomixed-effectsmodels.Theaimoftheprojectwillbe:

1. Methodological. To extend the High-dimensional Statistics literature forhierarchicalstructuredlargedata.

2. Computational.Toprovidefastandefficientmethodsforvariableselection.3. Software development. To implement open source software and make it

availableforthebenefitofthescientificcommunity.DevelopmentstatisticalsoftwareinRpackages.

4. Applicationsindifferentresearchfields.E.g.:bioinformaticsandorgeneticsapplications.

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JobPositiondescription.The PhD student will develop the aforementioned extensions of the Arraymethodology forHigh-dimensional statisticsproblemswith special focuson sparseregressionandvariableselectioninlarge-scaleproblems.Requirements:

• Masterdegree (preferably inStatistics,AppliedMathematics,EngineeringorComputer Science). The candidate must have his/her Master Degreecompletedbeforetheincorporation.

• Applicantsmusthaveanexcellentacademicrecord.Skills:

• Goodcommunicationandinterpersonalskills.• GoodprogrammingskillsinRandPython.• Ability toeffectivelycommunicateandpresentresearch ideas toresearchers

with different backgrounds (e.g., mathematicians, engineers, biologists, andgeneticist).

• Abilitytoclearlypresentandpublishresearchoutcomesinspoken(talks)andwritten(papers)form.

• GoodcommandofspokenandwrittenEnglish.GroupLeader:

Ø FullName:Dae-JinLeeØ Email:[email protected]Ø Researchgroupwebsite:http://www.bcamath.org/en/research/lines/AS

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INPhINITOffer:INPhINIT targets the most motivated PhD candidates by addressing the researchareas in which Spain excels: Bio and Health Sciences, Technology, Physics,Engineering and Mathematics.INPhINIT recruits per call 57 Early-StageResearchersofanynationality,whoenjoya3-yearemploymentcontractattheResearchCentreoftheirchoiceamongthoseselectedandawardedbytheSpanishMinistryofEconomyandCompetitiveness("SeveroOchoa"centresofexcellenceand"MariadeMaeztu"unitsofexcellence)andtheSpanishMinistryofHealth("CarlosIIIcentres of excellence"). In addition, researchers establish a personal careerdevelopment plan including trasnational, intersectoral and interdisciplinarymobility opportunities, and attend a full range of complementary trainingcoursesandworkshops."la Caixa" Foundation will select international candidates. Subsequently, theselectedcandidates,willproposetheResearchCentreandthepredoctoralpositioninwhichhe/shewouldliketodotheresearchproject.IfthereisagreementbetweentheCentre,thesupervisor(predoctoralresearcherwhopresentedtheposition)andthecandidate,thefellowshipwillbeawardedtothecandidate. Fellowshipprovisions:

- 3-yearscontract- Recruitment date: September / October 2018. January 2019 under

extraordinarycircumstances.- Fundingperfellow:115.092euros

o 104.400euros (34.800eurosperyear) includingsalary,employeesocial security contribution, income taxes and all compulsoryemployers’contributions.

o 10.692 euros (3.564 euros per year) for research costs such asconferencesandworkshopsattendance,short-stays,consumablesandintellectualpropertycosts,amongothers.

- PhDAwardof7.500euroswillbegrantedtoresearchersthatsubmittheirthesiswithin6monthsaftertheendofthefellowship.

- Complementarytrainingprogramme:o TechnologyTransferandEntrepreneurshipworkshopsbyOxentia.o ProfessionalandCareerDevelopmentsessionsbyVitae.o High‐qualityacademicandindustrialsecondments.o Participationinoutreachandsocialevents.

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HowtoApply1. Clickinhttps://hosts.lacaixafellowships.org/finder,clickinRESEARCH

CENTREandchoose“BasqueCenterforAppliedMathematics-BCAM”

2. Click in “SEARCH” and the displayable will list the positions offered

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3. Click in the selected PhD Offer and click in “START THE APPLICATION”

4. The system will open a new window with the application website https://www.lacaixafellowships.org/index.aspx. Click in “Please register” for new applicants.

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5. After the registration, the system will send to you the confirmation email and the link to access into the system. Now you are in the position to access into the application system. Please choose INPhINIT: Doctorate in Spanish Research Centre of Excellence

6. Nowyouare in theposition to fill theapplication form,upload the requireddocumentsandchoosetheprojectthesis.Tochoosetheprojectthesis,clickin“StudiestobePursued”,choosethecentreandtheposition

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Eligibilityrequirements

- Atthepublicationdateofthefinallistofselectedcandidates(29may2018),candidates must be in the first four years (full-time equivalent researchexperience) of their research careers and not yet have been awarded adoctoraldegree.

- Atthetimeofrecruitment,candidatesmustcomplywithoneofthefollowingoptions:

o TohavecompletedthestudiesthatleadtoanofficialSpanish(orfromanother country of the European Higher Education Area) universitydegreeawarding300ECTScredits, ofwhichat least60ECTScreditsmustcorrespondtomasterlevel.

o Tohavecompletedadegreeinanon-Spanishuniversitynotadaptedtothe European Higher Education Area that gives access to doctoralstudies. The verification of an equivalent level of studies to the onesmentionedabovewillbemadebytheuniversitywhentheadmissionprocedurestarts.

- Mobility Rule: Candidatesmustnothave residedor carriedout theirmainactivity(work,studies,etc.)inSpainformorethan12monthsinthe3yearsimmediately prior to the publication date of the final list of selectedcandidates(29may2018).Shortstayssuchasholidayswillnotbetakenintoaccountwhencalculatingthemobilityrequirement.

- DemonstrablelevelofEnglish(B2orhigher). EvaluationandselectionprocessINPhINIT aims to recruit excellent Early-Stage Researchers with very solidtheoreticalbackgrounds,withcuriosityandambition;withincipientskillstoexpressthemselves clearly and defend their ideas with creativity, independence andoriginality.Researchersmaybe focusedontheacademicsideorbemore industry-oriented.Theevaluationcriteriaandscoresdefinedtoachievethisgoalare:PHASE1-REMOTEEVALUATION:

- Academic record and CurriculumVitae (weight 50%): academicand/orprofessional curriculum in relation to the stage of the candidate’scareer;Motivation and statement of purpose (weight 30%): theoriginality, innovationandpotential impactof theproposedproject,andthechoiceoftheResearchCentrewillbeassessed;

- Letters of reference (weight 20%): reference letters supporting thecandidacywillbeassessed taking intoaccount the specificityof the contentwithregardtothecandidate’sprojectaswellastheprofileofthepeoplewhosignthem.

PHASE2-FACE-TO-FACESELECTION:

- Candidate’spotential(weight40%): inordertohaveageneralperceptionofthecandidate’spotential,expertswillpayattentionto“soft”skills,abilitytopresent easily a complex reasoning, teamworking; and capabilities such as

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independent reasoning, originality, entrepreneurship, leadership, amongothers.

- Motivation and statement of purpose (weight 30%): expertswill assesstheimpactoftheprojectforthecandidateandthesociety;projectinnovation,originality and feasibility; and candidate’s capabilities with regard to thescopeoftheproject.Academicbackgroundandtheoreticalfundamentals(weight 30%): experts will assess the consistency of the candidate’sacademicbackgroundandCVintheareachosentocarryoutthePhD.

Accordingtothenumberofapplicationsreceived,theremaybeapre-selectionphasebasedonthefinalacademicmarksobtainedfortheBachelorstudies.