Stochastic majorization--minimization algorithms for data science. The changing nature of acquisition and storage data has made the process of drawing inference infeasible with traditional statistical and machine learning methods. Modern data are often acquired in real time, in an incremental nature, and are often available in too large a volume to process on conventional machinery. The project proposes to study the family of stochastic majorisation-minimisation algorithms for computation of inf ....Stochastic majorization--minimization algorithms for data science. The changing nature of acquisition and storage data has made the process of drawing inference infeasible with traditional statistical and machine learning methods. Modern data are often acquired in real time, in an incremental nature, and are often available in too large a volume to process on conventional machinery. The project proposes to study the family of stochastic majorisation-minimisation algorithms for computation of inferential quantities in an incremental manner. The proposed stochastic algorithms encompass and extend upon a wide variety of current algorithmic frameworks for fitting statistical and machine learning models, and can be used to produce feasible and practical algorithms for complex models, both current and future.
Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE170101134
Funder
Australian Research Council
Funding Amount
$360,000.00
Summary
Feasible algorithms for big inference. This project aims to develop algorithms for computationally-intensive statistical tools to analyse Big Data. Big Data is ubiquitous in science, engineering, industry and finance, but needs special machine learning to conduct correct inferential analysis. Computational bottlenecks make many tried-and-true tools of statistical inference inadequate. This project will develop tools including false discovery rate control, heteroscedastic and robust regression an ....Feasible algorithms for big inference. This project aims to develop algorithms for computationally-intensive statistical tools to analyse Big Data. Big Data is ubiquitous in science, engineering, industry and finance, but needs special machine learning to conduct correct inferential analysis. Computational bottlenecks make many tried-and-true tools of statistical inference inadequate. This project will develop tools including false discovery rate control, heteroscedastic and robust regression and mixture models, via Big Data-appropriate optimisation and composite-likelihood estimation. It will make open, well-documented, and accessible software available for the scalable and distributable analysis of Big Data. The expected outcome is a suite of scalable algorithms to analyse Big Data.Read moreRead less
Rating and ranking sports players and teams using minimum message length. All sorts of games and sports could use better systems for rating and ranking teams. This is as true in sports-mad Australia as any other country. Improved and more accessible rating systems across a variety of activities should encourage the general public to take a greater interest in the mathematics, statistics, information theory and machine learning behind the systems. With Cadability as our Australia-based interna ....Rating and ranking sports players and teams using minimum message length. All sorts of games and sports could use better systems for rating and ranking teams. This is as true in sports-mad Australia as any other country. Improved and more accessible rating systems across a variety of activities should encourage the general public to take a greater interest in the mathematics, statistics, information theory and machine learning behind the systems. With Cadability as our Australia-based international industry partner, the global use of these systems will be to Australia's economic advantage. Having a more accurate rating system which is wider-reaching both in the number of sports and games and the number of participants per sport and game should also encourage greater participation from the general public.Read moreRead less
Improving Productivity and Efficiency of Australian Airports – A Real Time Analytics and Statistical Approach. Aviation is a major economic driver both within Australia and overseas, but the aviation industry faces growing challenges from the increase in passengers and changing regulations. To meet these challenges, airports, airlines, government agencies and others need to maximise their efficiency and productivity; however, complex dependencies and differing operational objectives complicate t ....Improving Productivity and Efficiency of Australian Airports – A Real Time Analytics and Statistical Approach. Aviation is a major economic driver both within Australia and overseas, but the aviation industry faces growing challenges from the increase in passengers and changing regulations. To meet these challenges, airports, airlines, government agencies and others need to maximise their efficiency and productivity; however, complex dependencies and differing operational objectives complicate this task. This project aims to develop a real-time, whole-of-system operational performance framework that can help operators in finding and evaluating solutions to maximise throughput, reduce wait times and mitigate flow-on effects. Innovative new video analytic and Bayesian Network based tools are integrated to address the challenges of adaptability and uncertainty.Read moreRead less
Random Discrete Structures: Approximations and Applications. The behaviour of many real world systems can be modelled by random discrete structures evolving over time. For example, the sizes of populations of frogs in some close patches of forests can be modelled as interacting random processes. The aim of the project is to investigate large discrete random structures that arise from real world application in areas such as biology, complex networks and insurance. The proposed project is at the i ....Random Discrete Structures: Approximations and Applications. The behaviour of many real world systems can be modelled by random discrete structures evolving over time. For example, the sizes of populations of frogs in some close patches of forests can be modelled as interacting random processes. The aim of the project is to investigate large discrete random structures that arise from real world application in areas such as biology, complex networks and insurance. The proposed project is at the interface of mathematics and 'big data' applications and so the work of the project aims to provide theoretical and heuristic underpinnings useful in the algorithms and techniques of practitioners. Understanding the applications in the project requires new, broadly applicable methods and developing such is a complementary aim.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE210101352
Funder
Australian Research Council
Funding Amount
$330,000.00
Summary
Inverting the Signature Transform for Rough Paths and Random Processes. The signature transform provides an effective summary of the essential information encoded in multidimensional paths that are highly oscillatory and involve complicated randomness. The main goal of this project is to develop new algorithmic methods to reconstruct rough paths and random processes from the signature transform at various quantitative levels. This project expects to make theoretical breakthrough on the significa ....Inverting the Signature Transform for Rough Paths and Random Processes. The signature transform provides an effective summary of the essential information encoded in multidimensional paths that are highly oscillatory and involve complicated randomness. The main goal of this project is to develop new algorithmic methods to reconstruct rough paths and random processes from the signature transform at various quantitative levels. This project expects to make theoretical breakthrough on the significant open problem of signature inversion, thereby advancing knowledge in the areas of rough path theory and stochastic analysis. The newly developed methods will be utilised in combination with the emerging signature-based approach to study important problems in financial data analysis and visual speech recognition.
Read moreRead less
Interrogation and estimation of differential equation networks. Complex networks occur in many physical processes, in bridges and buildings and in small nanoscale systems like carbon nanotubes. Similar systems arise in electronics, photonics, and social networks. This project aims to determine optimal measurement regimes to estimate their dynamical states, and to find the limits of that estimation process.