Discovery Projects - Grant ID: DP0453237

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0453237

Funding Status
Closed

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Funded Activity Summary

Bayesian Inference for Multivariate Hierarchical Regression Models. This project will develop Bayesian methodology for analysing multivariate regression models. The distribution of each measurement can be discrete or continuous, with the dependence between measurements obtained through the correlation matrix of a Gaussian copula. Model parsimony is obtained by identifying zero elements in the correlation matrix or its inverse and by variable selection on the regression parameters. The results will be applied to solve problems in finance, health management and marketing. In all these fields multiple observations are often taken per individual or time period and the models need to incorporate measures of dependence and uncertainty.

Funded Activity Details

Start Date: 01-01-2004

End Date: 30-06-2008

Funding Scheme: Discovery Projects

Funding Amount: $285,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Simulation And Modelling | Statistics | Statistical Theory

ANZSRC Socio-Economic Objective (SEO)

Mathematical sciences |

Other Keywords

Mathematical sciences | Simulation And Modelling | Statistical Theory | Statistics

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