| EPSRC Reference: |
EP/K000276/1 |
| Title: |
Advanced Monte Carlo Methods for Inference in Complex Dynamic Models |
| Principal Investigator: |
Doucet, Professor A |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Statistics |
| Organisation: |
University of Oxford |
| Scheme: |
EPSRC Fellowship |
| Starts: |
31 March 2013 |
Ends: |
30 March 2018 |
Value (£): |
619,739
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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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Summary on Grant Application Form |
Many physical phenomena and much data can be accurately modelled using statistical or proba-
bilistic models. Examples include the volatility of the stock market, gene expressions, radar signals,
relational data or images. However, even if it is possible to obtain realistic physical models or satisfactory
statistical models, only the simplest can be solved without the use of numerical methods.
Examples of the need for such numerical methods include non-linear non-Gaussian time series models,
Markov random fields, social networks models and so on. Thanks to the advent of enormous,
cheap computational power and the development of a plethora of complex inference mechanisms, it
is now possible, and in many real world systems it is becoming increasingly common, to employ
sophisticated simulation-based techniques to provide solutions to problems previously deemed
insoluble. The intention behind the research program discussed herein is to extend current, and devise
novel, simulation-based architectures to attack and efficiently solve problems that are still deemed
intractable.
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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.ox.ac.uk |