Feature Learning for High-dimensional Functional Time Series. This project aims to develop new methods and theories for common features on high-dimensional functional time series observed in empirical applications. The significance includes addressing a key gap in adaptive and efficient feature learning, improving forecasting accuracy and understanding forecasting-driven factors comprehensively for empirical data. Expected outcomes involve advances in big data theory and easy-to-implement algori ....Feature Learning for High-dimensional Functional Time Series. This project aims to develop new methods and theories for common features on high-dimensional functional time series observed in empirical applications. The significance includes addressing a key gap in adaptive and efficient feature learning, improving forecasting accuracy and understanding forecasting-driven factors comprehensively for empirical data. Expected outcomes involve advances in big data theory and easy-to-implement algorithms for applied researchers. This project benefits not only advanced manufacturing by finding optimal stopping time for wood panel compression, but also superior forecasting for mortality in demography, climate data in environmental science, asset returns in finance, and electricity consumption in economics. Read moreRead less
Self-Interacting Random Walks. This project aims to study the growth properties of a class of self-interacting processes defined on Euclidean lattices. This project expects to determine whether a shape theorem holds for once-reinforced random walks, and establish conditions for their recurrence/transience. It also expects to obtain new and very precise estimates for the local time of simple random walks. Expected outcomes of this project include solving long-standing open problems in the field o ....Self-Interacting Random Walks. This project aims to study the growth properties of a class of self-interacting processes defined on Euclidean lattices. This project expects to determine whether a shape theorem holds for once-reinforced random walks, and establish conditions for their recurrence/transience. It also expects to obtain new and very precise estimates for the local time of simple random walks. Expected outcomes of this project include solving long-standing open problems in the field of reinforced random walks, and the development of novel methods for their study. This should provide significant benefits not only to the field of mathematics, but also to the myriad of applied disciplines where self-interacting processes are utilised.Read moreRead less
Perturbations in Complex Systems and Games. This project aims to: advance the perturbation theory of dynamic and stochastic games; further develop approximations of infinite dimensional linear programs by their finite dimensional counterparts, and by finding asymptotic limits of spaces of occupational measures, by solution of successive layers of fundamental equations; explain and quantify the "exceptionality" of instances of systems that are genuinely difficult to solve; and, capitalise on the ....Perturbations in Complex Systems and Games. This project aims to: advance the perturbation theory of dynamic and stochastic games; further develop approximations of infinite dimensional linear programs by their finite dimensional counterparts, and by finding asymptotic limits of spaces of occupational measures, by solution of successive layers of fundamental equations; explain and quantify the "exceptionality" of instances of systems that are genuinely difficult to solve; and, capitalise on the outstanding performance of our Snakes-and-Ladders Heuristic (SLH) for the solution of the Hamiltonian cycle problem to identify its "fixed complexity orbits" and generalise this notion to other NP-complete problems.Read moreRead less
Scalable and Robust Bayesian Inference for Implicit Statistical Models. This project aims to develop the next generation of efficient methods for fitting complex simulation-based statistical models to data. Practitioners and scientists are interested in such implicit models to enable discoveries, produce accurate predictions and inform decisions under uncertainty. However, the associated computational cost has restricted researchers to implicit models that must have a small number of parameters ....Scalable and Robust Bayesian Inference for Implicit Statistical Models. This project aims to develop the next generation of efficient methods for fitting complex simulation-based statistical models to data. Practitioners and scientists are interested in such implicit models to enable discoveries, produce accurate predictions and inform decisions under uncertainty. However, the associated computational cost has restricted researchers to implicit models that must have a small number of parameters and be well specified, impeding scientific progress. This project will develop new computational methods and algorithms for implicit models that scale to high dimensions and are robust to misspecification. Benefits will arise from the more routine use of implicit models in epidemiology, biology, ecology and other fields.Read moreRead less
Advances in Sequential Monte Carlo Methods for Complex Bayesian Models. This project aims to develop efficient statistical algorithms for parameter estimation of complex stochastic models that currently cannot be handled. Parameter estimation is an essential component of mathematical modelling for answering scientific questions and revealing new insights. Current parameter estimation methods can be inefficient and require too much user intervention. This project will develop novel Bayesian alg ....Advances in Sequential Monte Carlo Methods for Complex Bayesian Models. This project aims to develop efficient statistical algorithms for parameter estimation of complex stochastic models that currently cannot be handled. Parameter estimation is an essential component of mathematical modelling for answering scientific questions and revealing new insights. Current parameter estimation methods can be inefficient and require too much user intervention. This project will develop novel Bayesian algorithms that are optimally automated and efficient by exploiting ever-improving parallel computing devices. The new methods will allow practitioners to process realistic models, enabling new scientific discoveries in a wide range of disciplines such as biology, ecology, agriculture, hydrology and finance.Read moreRead less
Statistical methods for quantifying variation in spatiotemporal areal data. This project aims to develop new statistical methods for extracting insights into spatial and temporal variation in areal data. These tools will extend the Australian Cancer Atlas which provides small area estimates for 20 cancers across Australia. The project is significant because it will allow government and other organisations to reap dividends from investment in collecting spatial information and it will enable mode ....Statistical methods for quantifying variation in spatiotemporal areal data. This project aims to develop new statistical methods for extracting insights into spatial and temporal variation in areal data. These tools will extend the Australian Cancer Atlas which provides small area estimates for 20 cancers across Australia. The project is significant because it will allow government and other organisations to reap dividends from investment in collecting spatial information and it will enable modelled small-area estimates to be released without compromising confidentiality. The expected outcomes include new statistical knowledge and new insights into cancer. The results will benefit the many disciplines, managers and policy makers that make decisions based on geographic data mapped over space and time. Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE200101467
Funder
Australian Research Council
Funding Amount
$419,778.00
Summary
The geometric structure of spatial noise. Spatial noise is ubiquitous in nature and science: as interference in medical imaging, in oceanography, in the modelling of telecommunication networks etc. Despite this diversity of sources, spatial noise can be studied in a unified way by considering mathematical models that capture its essential features. This project aims to study spatial noise by analysing its geometric structure, for instance by considering the number of contour lines of the noise, ....The geometric structure of spatial noise. Spatial noise is ubiquitous in nature and science: as interference in medical imaging, in oceanography, in the modelling of telecommunication networks etc. Despite this diversity of sources, spatial noise can be studied in a unified way by considering mathematical models that capture its essential features. This project aims to study spatial noise by analysing its geometric structure, for instance by considering the number of contour lines of the noise, and the way these lines connect different regions of space. The project further aims to apply this analysis to construct statistical tests that can distinguish different classes of spatial noise, with potential applications across all of the disciplines mentioned above.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE240101190
Funder
Australian Research Council
Funding Amount
$451,000.00
Summary
Innovating and Validating Scalable Monte Carlo Methods. This project aims to develop innovative scalable Monte Carlo methods for statistical analysis in the presence of big data or complex mathematical models. Existing approaches to scalable Monte Carlo are only approximate, and their inaccuracies are difficult to quantify. This can have a detrimental impact on data-based decision making. The expected outcomes of this project are scalable Monte Carlo methods that are more accurate, fast and capa ....Innovating and Validating Scalable Monte Carlo Methods. This project aims to develop innovative scalable Monte Carlo methods for statistical analysis in the presence of big data or complex mathematical models. Existing approaches to scalable Monte Carlo are only approximate, and their inaccuracies are difficult to quantify. This can have a detrimental impact on data-based decision making. The expected outcomes of this project are scalable Monte Carlo methods that are more accurate, fast and capable of quantifying inaccuracies. Scientists and decision-makers will benefit from the ability to obtain timely, reliable insights for challenging applications.Read moreRead less
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
Discovery Early Career Researcher Award - Grant ID: DE180101252
Funder
Australian Research Council
Funding Amount
$343,450.00
Summary
Statistical theory and algorithms for joint inference of complex networks. This project aims to address the challenges in jointly modelling complex networks by applying an integrated approach encompassing statistical theory, computation, and applications. The project expects to contribute to core statistical methodology development for complex inference and generate new knowledge in the fields of genomics, neuroscience, and social science through in-depth analyses of large-scale multilayered net ....Statistical theory and algorithms for joint inference of complex networks. This project aims to address the challenges in jointly modelling complex networks by applying an integrated approach encompassing statistical theory, computation, and applications. The project expects to contribute to core statistical methodology development for complex inference and generate new knowledge in the fields of genomics, neuroscience, and social science through in-depth analyses of large-scale multilayered network data. Expected outcomes include enhanced theoretical and computational frameworks for probabilistic network models to better utilise the power of multiple observations. This should foster international and interdisciplinary collaborations and add significant value to the rapidly progressing field of networks research.Read moreRead less