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Details of Grant 

EPSRC Reference: EP/Y011805/1
Title: Robust Foundations for Bayesian Inference
Principal Investigator: Briol, Dr F
Other Investigators:
Knoblauch, Dr J
Researcher Co-Investigators:
Project Partners:
Department: Statistical Science
Organisation: UCL
Scheme: Standard Research - NR1
Starts: 01 March 2024 Ends: 28 February 2025 Value (£): 59,985
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:
Panel DatePanel NameOutcome
07 Jun 2023 EPSRC Mathematical Sciences Small Grants Panel June 2023 Announced
Summary on Grant Application Form
This project proposes to study the problem of model misspecification in Bayesian statistics and machine learning. This is a significant practical problem since models are at best a mathematical idealisation of a real-world phenomena. As a result, it is necessary to develop novel statistical and machine learning methods which can perform reasonably well when models are mildly misspecified. But to do so, it is of course crucial to start by defining what is meant by "robustness". Unfortunately, there are no agreed upon definition, as well as no widely applicable approach to measure, or quantify, such robustness. This proposals aims to remedy both of these issues.
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