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Details of Grant 

EPSRC Reference: EP/J016934/1
Title: Advancing the Geometric Framework for Computational Statistics: Theory, Methodology and Modern Day Applications
Principal Investigator: Girolami, Professor M
Other Investigators:
Researcher Co-investigators:
Project Partners:
NCR Xerox
Department: Statistical Science
Organisation: UCL
Scheme: EPSRC Fellowship
Starts: 01 May 2013 Ends: 06 January 2014 Value (£): 663,347
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:
Panel DatePanel NameOutcome
13 Mar 2012 EPSRC Mathematics Fellowships - March 2012 Announced
30 Jan 2012 Mathematics Prioritisation Panel Meeting January 2012 Deferred
Summary on Grant Application Form
The vision of this research is to formalise the geometric foundations of computational statistics and provide the tools and analytic results required to realise the ambition of developing the advanced statistical methodology that is essential to address emerging inference problems of major importance across the sciences and industry. As ever more demanding and ambitious applications of existing statistical inference methods are being considered, the capabilities of computational statistics tools are constantly being stretched, often beyond what is practically feasible. For example the potential to gain insights into the mechanisms of cellular function, elucidating ecological dynamics; improving neurological diagnostics, and uncovering the deep mysteries of the cosmos are only some of the ongoing scientific studies that are heavily reliant on statistical inference methods and are placing unparalleled demand on the current capabilities of available statistical methodology. This situation motivates continual innovation in the development of statistical methods for the quantification of uncertainty. The aim of this proposed research is to be more ambitious and go much further in establishing a novel paradigm that underpins the advancement of next generation computational statistical methods by formalising and developing advanced Monte Carlo methods. The geometric foundations of computational statistics will be formalised within this proposed research in a way that reaches beyond traditional interfaces between statistical and mathematical sciences.

Key Findings
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