PhD student on the subject of Robust Optimization (m/f/x)

The two PhD positions are within the scope of and funded by the NWO Vidi project “Robust Decisions with Wild Data”. From providing mortgages to screening resumes, algorithms make important decisions for us on a daily basis based on vast amounts of data. They have recently come under scrutiny as they can be dangerously gullible in uncertain environments. Robust optimization promises certified protection against uncertainty, following the maxim "Plan for the worst, hope for the best." Robust decisions have proven more trustworthy when based on small curated data sets. Unfortunately, robust decisions, too, become gullible when using modern data sets scraped online typically outside of any stringent quality control.

In this project the idea is to advance direly needed decision methodologies ready for (i) the challenges associated with modern wild data sets and (ii) that offer certified performance beyond merely the worst case. As a PhD student you will look in particular at various data corruptions such as heavy-tail (“black swan”) outliers, and adversarial noise and or dynamically collected data. Dealing with outliers will require innovative mathematics on the interface between distributionally robust optimization and extreme value theory, and handling corrupted and dynamic data will require new ideas in robust statistics and anytime-valid statistics.

Robust optimization can be impractically conservative, as it fails to capitalize on opportunities when the worst case does not transpire, challenging the notion that it indeed does hope for the best. This project aims to explore alternative regret and learning with predictions formulations as viable alternatives to classical robust approaches. The aim of this project is to develop clever decision algorithms which protect against wild data and enjoy better typical performance beyond merely the worst case.

The final pillar of this project consists of designing practical optimization algorithms for state-of-the-art decision formulations.

Research Topics: Extreme value theory and heavy-tailed robustness (mathematical foundations). Anytime-valid statistics. Regret minimization, online learning, and learning-augmented algorithms. Optimization algorithms for distributionally robust and nonconvex problems.

Requirements

We are looking for the following:

• An academic Master’s or MPhil/Research Master’s degree in mathematics, statistics, or operations research or another relevant field that is deemed an equivalent to the previous education profile.
• Completed the previous degree with an excellent GPA (for instance top 10% of class)
• An excellent command of English, and good academic writing and presentation skills
• Experience with scientific programming (e.g., Python/Julia/Matlab) is valued

Diversity code

CWI strives to be a diverse and inclusive research institute. To achieve balanced representation in positions, we have been investing in a diverse and inclusive organization already since 2010, among others by prioritizing applications from women researchers. This approach has recently led to hiring a majority of women in Tenure Track positions. CWI encourages a diverse workforce: we endeavour to develop talent and creativity by bringing people from different backgrounds and cultures together. We strongly encourage candidates with the appropriate qualifications to apply for the vacancy, regardless of age, origin, sexual orientation or physical abilities.

Conditions of employment

The terms of employment are in accordance with the Dutch Collective Labour Agreement for Research Centres ("CAO-onderzoeksinstellingen"). The initial labour agreement will be for a period of 18 months. After a positive evaluation, the agreement will be extended by 30 months. The gross monthly salary, for a PhD student on a full time basis, is € 2,968 during the first year and increases to € 3,801 over the four year period. Employees are also entitled to a holiday allowance of 8% of the gross annual salary and a year-end bonus of 8.33%. CWI offers attractive working conditions, including flexible scheduling and help with housing for expat employees.

Please visit the CWI website for more information about our terms of employment’, or go to the working pages of the NWO website.

Additional information

All applications should include a detailed resume, motivation letter, list of your MSc courses and grades, copy of your Master’s thesis and preferably a list of publications. All applications submitted before April 1, 2026 will get full consideration. The vacancy will remain open until the positions are filled. Promising candidates will be contacted by email.

For more information about the vacancy, please contact Tijs van der Storm, email bart.van.parys@cwi.nl, telephone 020-5924035.

To find more information about the group, please visit the group page and watch their video.