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.
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Optimising experimental design for robust product development: a case study for high-efficiency energy generation. This project tackles key mathematical challenges to provide a powerful new methodology and tool for optimal product design, making smarter use of limited information, minimising costly trials, shortening the product cycle, and boosting the competitiveness of both the Australian manufacturing and alternative energy production industries.