| EPSRC Reference: |
EP/C544552/1 |
| Title: |
Perturbed & self-interacting markov chains: theory & applications to Bayesian inference methodology |
| Principal Investigator: |
Andrieu, Professor C |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Mathematics |
| Organisation: |
University of Bristol |
| Scheme: |
Advanced Fellowship (Pre-FEC) |
| Starts: |
01 October 2005 |
Ends: |
30 September 2010 |
Value (£): |
292,211
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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| Related Grants: |
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| Panel History: |
| Panel Date | Panel Name | Outcome |
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18 Apr 2005
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Mathematical Sciences ARF interviews
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Deferred
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14 Mar 2005
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Maths Fellowships 2005 Sifting Panel
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Deferred
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Summary on Grant Application Form |
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In many fields of applied science, some quantities of interest cannot be observed directly, but are distorted and corrupted by noise. In such circumstances, it is needed to infer these quantities from distorted and noisy observations. This requires one to solve complex equations, which do not have an analytic expression, and numerical must be used. A very important type of method are Monte Carlo methods. These methods are very powerful, and have allowed physicists and statisticians to solve numerous problems. However, recently, new challenging problems, in particular in the areas of genomics and proteomics, have shown that current techniques have reached some of their limits. The aim of this project is to develop new computational techniques that could overcome current limitations. There are two approaches considered here: the first approach consists of designing -smart algorithms, that automatically adapt to the task at hand. The second approach consist of approximating an exact algorithm, which generally leads to faster and simpler algorithm. Both novel approaches need to be investigated from both a practical and theoretical point of view, and this is the main topic of this project.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.bris.ac.uk |