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Details of Grant 

EPSRC Reference: GR/A11533/01
Title: AF: THE CONSTRUCTION, STUDY AND APPLICATION OF NEW BAYESIAN NONPARAMETRIC MODELS
Principal Investigator: Walker, Professor SG
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Mathematical Sciences
Organisation: University of Bath
Scheme: Advanced Fellowship (Pre-FEC)
Starts: 01 October 2001 Ends: 30 September 2004 Value (£): 249,507
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
Financial Services Healthcare
Pharmaceuticals and Biotechnology
Related Grants:
Panel History:
Panel DatePanel NameOutcome
16 Nov 2000 Maths Advanced/Senior Fellowship Sifting Panel Deferred
Summary on Grant Application Form
The proposed research will identify a number of types of Bayesian nonparametric models which will prove to be of substantial benefit to statistical experimenters and decision makers in the areas of medical and financial statistics. In order to achieve this, the uniqueness of Bayesian nonparametric inference, that is, the ability to cover all possibilities not allowed for by a parametric model, and the ability to incorporate prior information, not allowed by a classical model, will be practically demonstrated.The research will study each of the types of model in great detail, having identified a number of key features to concentrate on, such as those listed in 3. above. A great deal of background research will be required in order to carry out the main objectives. This will include limit theorems in probability theory, financial mathematics and Markov chain Monte Carlo methods, among others.
Key Findings
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Potential use in non-academic contexts
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Impacts
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Summary
Date Materialised
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Organisation Website: http://www.bath.ac.uk