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Research Topic : Computational statistics
Australian State/Territory : ACT
Field of Research : Optimisation
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  • Funded Activity

    Discovery Projects - Grant ID: DP0987773

    Funder
    Australian Research Council
    Funding Amount
    $360,000.00
    Summary
    Parallel and Distributed Machine Learning - Smart Data Analysis in the Multicore Era. In large data centres our research will lead to reduced energy consumption by using graphics cards which have a much better computation to power ratio than traditional processors. On desktop computers, it will make machine learning practical by enabling efficient algorithms for spam filtering and content analysis. On networked systems it will lead to distributed inference, caching and collaborative filtering ap .... Parallel and Distributed Machine Learning - Smart Data Analysis in the Multicore Era. In large data centres our research will lead to reduced energy consumption by using graphics cards which have a much better computation to power ratio than traditional processors. On desktop computers, it will make machine learning practical by enabling efficient algorithms for spam filtering and content analysis. On networked systems it will lead to distributed inference, caching and collaborative filtering applications which will both reduced the bandwidth required and make the internet safer for users. Finally, it will enable rapid deployment of sensor networks for monitoring and detection, such as for environmental monitoring and safeguarding Australia's borders.
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    Funded Activity

    Discovery Projects - Grant ID: DP160103489

    Funder
    Australian Research Council
    Funding Amount
    $343,700.00
    Summary
    Frontiers in inference about risk. The project aims to develop new methods for robust risk evaluation and minimisation under various constraints and scenarios. Risk evaluation, estimation and prediction using past data is a central activity in diverse areas such as finance, insurance, superannuation and environmental regulation. The project aims to propose and solve innovatively robust risk optimisation problems under constraints, taking into account the time dynamics. Applications include risk .... Frontiers in inference about risk. The project aims to develop new methods for robust risk evaluation and minimisation under various constraints and scenarios. Risk evaluation, estimation and prediction using past data is a central activity in diverse areas such as finance, insurance, superannuation and environmental regulation. The project aims to propose and solve innovatively robust risk optimisation problems under constraints, taking into account the time dynamics. Applications include risk management around natural catastrophes and long-term asset investment of pension funds. The solutions and outcomes are expected to deliver optimal resource allocation proposals and better management of risk exposure in practice.
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    Funded Activity

    Discovery Projects - Grant ID: DP0450539

    Funder
    Australian Research Council
    Funding Amount
    $243,966.00
    Summary
    Numerical Algorithms for Solving Convex Optimization Problems Arising in Systems and Control Theory. The need to optimize occurs frequently in engineering applications. Typically one has a set of constraints specifying what solutions are allowable or meet design specifications and one would like to choose from these allowable solutions one which is optimal with respect to some meaningful metric. Such optimization problems tend to be rather complicated and must be solved numerically. This project .... Numerical Algorithms for Solving Convex Optimization Problems Arising in Systems and Control Theory. The need to optimize occurs frequently in engineering applications. Typically one has a set of constraints specifying what solutions are allowable or meet design specifications and one would like to choose from these allowable solutions one which is optimal with respect to some meaningful metric. Such optimization problems tend to be rather complicated and must be solved numerically. This project is concerned with creating improved numerical algorithms for solving particular important classes of optimization problems that arise in systems and control theory.
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