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Found 15 matching student topics

Displaying 13–15 of 15 results

Topics in computational Bayesian statistics

Bayesian statistics provide a framework for a statistical inference for quantifying the uncertainty of unknowns based on information pre and post data collection.This information is captured in the posterior distribution, which is a probability distribution over the space of unknowns given the observed data.The ability to make inferences based on the posterior essentially amounts to efficiently simulating from the posterior distribution, which can generally not be done perfectly in practice.This task of sampling may be challenging for various reasons:The posterior …

Study level
PhD, Master of Philosophy, Honours
Faculty
Faculty of Science
School
School of Mathematical Sciences
Research centre(s)
Centre for Data Science

Scalable Bayesian Inference using Multilevel Monte Carlo

Bayesian inference is a popular statistical framework for estimating the parameters of statistical models based on data. However, Bayesian methods are well known to be computationally intensive. This fact inhibits the scalability of Bayesian analysis for real-world applications involving complex stochastic models. Such models are common in the fields of biology and ecology.Multilevel Monte Carlo (MLMC) methods are a promising class of techniques for dealing with the scalability challenge. These approaches use hierarchies of approximations to optimise the trade-off between …

Study level
Master of Philosophy, Honours
Faculty
Faculty of Science
School
School of Mathematical Sciences
Research centre(s)
Centre for Data Science

The insufficient informativeness of measurements in Bayesian detection problems

Shiryaev's Bayesian Quickest Change Detection (QCD) problem is to detect a change in the statistical problems of an observed process. This is an important signal processing problem with application in a diverse range of areas, including:automatic controlquality controlstatisticstarget detection.Recently a critical deficiency in Shiryaev's QCD problem has been identified to occur due to the insufficient informativeness of measurement in low signal-to-noise (SNR) to overcome geometric prior assumption on the change event.These deficiencies are due to the non-ergodic nature of the …

Study level
PhD
Faculty
Faculty of Engineering
School
School of Electrical Engineering and Robotics

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