Efficient Design for Generalized Linear Models. In industrial, commercial and social research, we collect data in order to predict the outcome of a process based on the inputs to that process. We want to maximize the information that is gained from the data. Good planning is crucially important to achieve this. This project will determine how best to select the inputs to the process for many situations that occur in research. A computer package to answer these questions will be written. The nati ....Efficient Design for Generalized Linear Models. In industrial, commercial and social research, we collect data in order to predict the outcome of a process based on the inputs to that process. We want to maximize the information that is gained from the data. Good planning is crucially important to achieve this. This project will determine how best to select the inputs to the process for many situations that occur in research. A computer package to answer these questions will be written. The nation will benefit from a fundamental increase in efficiency of research and, therefore, in efficient use of research dollars.Read moreRead less
Trans-dimensional and Approximate Bayesian Computation. Many applied scientists in Australia, particularly those in the biological, medical and environmental sciences are now interested in incorporating Bayesian statistical methodologies into their research.
The development of more generic and efficient Bayesian statistical methods will not only benefit applied statisticians but also the more occasional users of statistics in other disciplinary areas. The success of this project will enhance Au ....Trans-dimensional and Approximate Bayesian Computation. Many applied scientists in Australia, particularly those in the biological, medical and environmental sciences are now interested in incorporating Bayesian statistical methodologies into their research.
The development of more generic and efficient Bayesian statistical methods will not only benefit applied statisticians but also the more occasional users of statistics in other disciplinary areas. The success of this project will enhance Australia's reputation as a strong contributor to the development of Bayesian methodologies. Two PhD students will also be provided training in computational Bayesian statistics.Read moreRead less
New Bayesian methodology for understanding complex systems using hidden Markov models and expert opinion, environmental, robotics and genomics applications. This project aims to merge four areas of intense international interest in describing complex systems: hidden Markov models and mixtures, semi-parametric and nonparametric approaches, true combination of expert opinion with data, and new Bayesian computational methods based on perfect sampling and particle sampling. The project will signific ....New Bayesian methodology for understanding complex systems using hidden Markov models and expert opinion, environmental, robotics and genomics applications. This project aims to merge four areas of intense international interest in describing complex systems: hidden Markov models and mixtures, semi-parametric and nonparametric approaches, true combination of expert opinion with data, and new Bayesian computational methods based on perfect sampling and particle sampling. The project will significantly contribute to statistical methodology and its ability to inform about real-world problems. A strong focus on applications to genomics, robotics and environmental modelling will bring immediate research and monetary benefit for industry. Expected outcomes include enhanced cross-disciplinary and international linkages, publications, industry-funded projects and highly trained graduates.Read moreRead less
ARC Centre of Excellence for Mathematical and Statistical Frontiers of Big Data, Big Models, New Insights. In today's world, massive amounts of data in a variety of forms are collected daily from a multitude of sources. Many of the resulting data sets have the potential to make vital contributions to society, business and government, as well as impact on international developments, but are so large or complex that they are difficult to process and analyse using traditional tools. The aim of this ....ARC Centre of Excellence for Mathematical and Statistical Frontiers of Big Data, Big Models, New Insights. In today's world, massive amounts of data in a variety of forms are collected daily from a multitude of sources. Many of the resulting data sets have the potential to make vital contributions to society, business and government, as well as impact on international developments, but are so large or complex that they are difficult to process and analyse using traditional tools. The aim of this Centre is to create innovative mathematical and statistical models that can uncover the knowledge concealed within the size and complexity of these big data sets, with a focus on using the models to deliver insight into problems vital to the Centre's Collaborative Domains: Healthy People, Sustainable Environments and Prosperous Societies.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE130101670
Funder
Australian Research Council
Funding Amount
$370,410.00
Summary
Scalable Bayesian model selection for massive data sets. This project will develop highly innovative, efficient and ultimately effective methodology for Bayesian model selection for large-scale problems which commonly arise in biostatistics and bioinformatics. The resulting methodology will dramatically reduce the duration of analyses in these areas from days or weeks to minutes or hours.
Investment Approaches and Applications in Financial Markets: Evolutionary Kernel Based Subset Time-Series Using Semi-Parametric Approaches. The project will develop new investment assessments based on subset time-series modeling. Innovative evolutionary kernel smoothing algorithms using semi-parametric approaches will be introduced. The project will make three important applications of this modeling in financial markets: a) benchmarking and evaluation of inflation-indexed bonds; b) evaluation of ....Investment Approaches and Applications in Financial Markets: Evolutionary Kernel Based Subset Time-Series Using Semi-Parametric Approaches. The project will develop new investment assessments based on subset time-series modeling. Innovative evolutionary kernel smoothing algorithms using semi-parametric approaches will be introduced. The project will make three important applications of this modeling in financial markets: a) benchmarking and evaluation of inflation-indexed bonds; b) evaluation of the performance of global diversified investment funds; and c) prediction to provide early warning of the emergence of destabilising deflation or inflation. These three applications will lead to improved risk management practices and investment performance. Recursive algorithms will provide new statistical methods to study investment asset price movements and market volatility.
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Uncertainty, Risk and Related Concepts in Machine Learning. Machine learning is the science of making sense of data. It does not and cannot remove all risk and uncertainty. This project proposes to study the foundations of how machine learning uses, represents and communicates risk and uncertainty. It aims to do so by finding new theoretical connections between diverse notions that have arisen in allied disciplines. These include risk, uncertainty, scoring rules and loss functions, divergences, ....Uncertainty, Risk and Related Concepts in Machine Learning. Machine learning is the science of making sense of data. It does not and cannot remove all risk and uncertainty. This project proposes to study the foundations of how machine learning uses, represents and communicates risk and uncertainty. It aims to do so by finding new theoretical connections between diverse notions that have arisen in allied disciplines. These include risk, uncertainty, scoring rules and loss functions, divergences, statistics and different ways of aggregating information. By building a more complete theoretical map it is expected that new machine learning methods will be developed, but more importantly that machine learning will be able to be better integrated into larger socio-technical systems.Read moreRead less
New approaches to predictive modelling of high-dimensional count data to study climate impacts on ecological communities. This project will lay methodological foundations for future studies of potential impacts of climate change on ecological communities. A flexible new toolset of predictive modelling approaches will be developed, capable of handling all common data types, which fit easy-to-interpret models, and which are more powerful than currently used methods.
Principled statistical methods for high-dimensional correlation networks. This project aims to develop a novel and principled approach for building correlation networks. Correlation networks aim to identify the most significant associations present in modern massive datasets, and have numerous applications, ranging from the biomedical and environmental sciences to the social sciences. Nodes of such networks represent features, and edges represent associations, or the lack thereof. Current method ....Principled statistical methods for high-dimensional correlation networks. This project aims to develop a novel and principled approach for building correlation networks. Correlation networks aim to identify the most significant associations present in modern massive datasets, and have numerous applications, ranging from the biomedical and environmental sciences to the social sciences. Nodes of such networks represent features, and edges represent associations, or the lack thereof. Current methods are not readily scalable to modern ultra-high dimensional settings, and do not account for uncertainty in the estimated associations. This project will develop a principled, highly scalable methodology for building such networks, which incorporates uncertainty quantification. Emphasis is placed on modern ultra-high dimensional settings in which differentiating a true correlation from a spurious one is a notoriously difficult task.Read moreRead less
Frontiers in Data Science: Analysing Distributions as Data. This project aims to develop the statistical foundations of a new approach to analysing large and complex data, based on building distributional approximations of the data, which can then be analysed by standard statistical methods. The need to analyse very large and complex datasets has become a vital part of everyday life, particularly in the analysis of national problems in public health, environmental pollution, computer network sec ....Frontiers in Data Science: Analysing Distributions as Data. This project aims to develop the statistical foundations of a new approach to analysing large and complex data, based on building distributional approximations of the data, which can then be analysed by standard statistical methods. The need to analyse very large and complex datasets has become a vital part of everyday life, particularly in the analysis of national problems in public health, environmental pollution, computer network security and climate extremes. The project expects to change our way of thinking in how to be smarter about what data we use (and collect) for analysis, rather than relying on brute force analysis of large datasets. The project is expected to transform the knowledge base of the discipline, and the resulting techniques will enable across-the-board research advances for many industries and disciplines.Read moreRead less