This theme is concerned with advancing the theory, methodology, algorithmic development and application of simulation based approaches, such as Markov Chain Monte Carlo, to statistical inference.
|Ricardo Silva* (Theme Lead)||Graphical models; Markov chain Monte Carlo; variational methods|
|Petros Dellaportas*||Markov chain Monte Carlo|
|Christian Henning||Classification; cluster analysis; data visualisation; model selection; multivariate data analysis|
|Ioanna Manolopoulou*||Bayesian statistics; diffusion models; mixture modelling; state-space models|
|Giampiero Marra*||Numerical optimisation; penalised likelihood|
|Yvo Pokern*||High-dimensional Gaussian Markov random fields; inference for partially observed and hypoelliptic diffusion processes; nonparametric inference for stochastic differential equations; sequential Monte Carlo methods|
|Jinghao Xue*||Bootstrapping; data mining; ensemble learning|
*These theme members are currently accepting applications for PhD supervision
Current and Recent Externally Funded Projects
- A multicriterion approach for cluster validation, £98k, EPSRC EP/K033972/1, Jun 2013 - May 2017, PI: Hennig.
- Information geometry for Bayesian hierarchical models, £238k, EPSRC EP/K005723/1, Mar 2013 - Mar 2016, PI: Byrne.
- Learning Highly Structured Sparse Latent Variable Models, £100k, EPSRC EP/J013293/1, Oct 2012 - Dec 2013, PI: Silva.
- Sequential Monte Carlo methods for applications in high dimensions, £99k, EPSRC EP/J01365X/1, Jul 2012 - Jun 2013, PI: Beskos.