EPSRC logo

Details of Grant 

EPSRC Reference: EP/P002757/1
Title: Principled inference for functionals of large structured covariance matrices.
Principal Investigator: Battey, Dr H
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Dept of Mathematics
Organisation: Imperial College London
Scheme: EPSRC Fellowship
Starts: 01 January 2017 Ends: 31 December 2019 Value (£): 327,577
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:
Panel DatePanel NameOutcome
19 Jul 2016 EPSRC Mathematical Sciences Fellowship Interviews July 2016 Announced
08 Jun 2016 EPSRC Mathematics Prioritisation Panel Meeting June 2016 Announced
Summary on Grant Application Form
Statistics plays a fundamental role in daily life, allowing costly medical screening, drug development, marketing campaigns or government regulation to be better targeted through improved understanding of the scientific or societal truths underpinning the data we observe. More and more frequently, the scientific truths we wish to learn correspond to a high dimensional parameter. This project considers covariance matrices and related quantities such as inverse covariance matrices, which are particularly important types of high dimensional parameter, arising in numerous statistical applications. When the dimensionality of the covariance matrix is larger than the number of available data points, structure (sparsity in some domain) must be assumed in order to obtain estimates that are well behaved statistically. This project explores new types of structure for covariance and inverse covariance matrix estimation. Some of these structures facilitate uncertainty statements about the true high dimensional parameter rather than simply providing a point estimate. They also allow different estimates to be aggregated without losing statistical accuracy.
Key Findings
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
Potential use in non-academic contexts
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
Impacts
Description This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
Summary
Date Materialised
Sectors submitted by the Researcher
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
Project URL:  
Further Information:  
Organisation Website: http://www.imperial.ac.uk