Inference for Hawkes processes with challenging data. The Hawkes processes are statistical models for the analysis of high-impact event sequences, such as bushfires, earthquakes, infectious diseases, and cyber attacks. When the times and/or marks are missing for some events or when the data is otherwise incomplete, it is challenging to fit these models and perform diagnostic checks on the fitted models. This project aims to develop novel statistical methods to fit these models in the presence of ....Inference for Hawkes processes with challenging data. The Hawkes processes are statistical models for the analysis of high-impact event sequences, such as bushfires, earthquakes, infectious diseases, and cyber attacks. When the times and/or marks are missing for some events or when the data is otherwise incomplete, it is challenging to fit these models and perform diagnostic checks on the fitted models. This project aims to develop novel statistical methods to fit these models in the presence of incomplete data and to check the goodness-of-fit of the fitted models. The expected outcomes include publications documenting these methods and software packages implementing them. The primary benefits include the advancement of statistical methodology and the training of junior research personnel. Read moreRead less
Time consistency, risk-mitigation and partially observable systems. This project aims to find optimal decision rules that mitigate risk in a time consistent manner for partially observable systems. Many problems in conservation management and engineering systems are dependent on random environments and entail risk of failure. The challenge of consistently minimising such a risk while achieving satisfactory and sustainable resource consumption is considerable. This project aims to develop analyti ....Time consistency, risk-mitigation and partially observable systems. This project aims to find optimal decision rules that mitigate risk in a time consistent manner for partially observable systems. Many problems in conservation management and engineering systems are dependent on random environments and entail risk of failure. The challenge of consistently minimising such a risk while achieving satisfactory and sustainable resource consumption is considerable. This project aims to develop analytical and numerical methods for optimal control in such scenarios. These methods will have application to fishery management, communication networks, power systems and social resource allocation scenarios.Read moreRead less
Mitigating bias in statistical analyses of data collected over time. This project aims to develop innovative nonparametric distribution and regression curve estimation techniques from data collected over time. These curves are key statistical tools for describing populations, but often, their estimators are inefficient when the data are massive, growing and change over time, or too restrictive when the data exhibit measurement errors and a fraction of them are equal to zero. The project expects ....Mitigating bias in statistical analyses of data collected over time. This project aims to develop innovative nonparametric distribution and regression curve estimation techniques from data collected over time. These curves are key statistical tools for describing populations, but often, their estimators are inefficient when the data are massive, growing and change over time, or too restrictive when the data exhibit measurement errors and a fraction of them are equal to zero. The project expects to develop novel, less restrictive and more realistic nonparametric curve estimation methods in these complex settings. Outcomes include new practical statistical methods and software to benefit experts in diverse fields from nutrition and epidemiology, to environmental science and digital platforms, amongst others.Read moreRead less
Large Markov decision processes and combinatorial optimisation. Markov decision processes continue to gain in popularity for modelling a wide range of applications ranging from analysis of supply chains and queueing networks to cognitive science and control of autonomous vehicles. Nonetheless, they tend to become numerically intractable as the size of the model grows fast. Recent works use machine learning techniques to overcome this crucial issue, but with no convergence guarantee. This project ....Large Markov decision processes and combinatorial optimisation. Markov decision processes continue to gain in popularity for modelling a wide range of applications ranging from analysis of supply chains and queueing networks to cognitive science and control of autonomous vehicles. Nonetheless, they tend to become numerically intractable as the size of the model grows fast. Recent works use machine learning techniques to overcome this crucial issue, but with no convergence guarantee. This project aims to provide theoretically sound frameworks for solving large Markov decision processes, and exploit them to solve important combinatorial optimisation problems. This timely project can promote Australia's position in the development of such novel frameworks for many scientific and industrial applications.Read moreRead less
Statistical Modelling in the Era of Data Science: Theory and Practice. This project aims to develop innovative statistical methodology that is interpretable, theoretically justified, and scalable to today's growing complex data. With the influx of data being collected in both the public and private sectors, making sense of this data is a fundamental task. Through a rigorous modelling framework, this project intends to facilitate the discovery of knowledge by developing powerful new tools to extr ....Statistical Modelling in the Era of Data Science: Theory and Practice. This project aims to develop innovative statistical methodology that is interpretable, theoretically justified, and scalable to today's growing complex data. With the influx of data being collected in both the public and private sectors, making sense of this data is a fundamental task. Through a rigorous modelling framework, this project intends to facilitate the discovery of knowledge by developing powerful new tools to extract insight from these complex datasets. The outcomes of this project will benefit society by providing techniques to enable research advances and inform decision-making for a broad base of disciplines, including applications to network security, energy forecasting, environmental monitoring, and public health. Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE190101326
Funder
Australian Research Council
Funding Amount
$391,546.00
Summary
Statistical methods for modelling the pathways between cause and effect. This project aims to develop new biostatistical methods for addressing complex analytic questions that arise in studies of the causes of health, social, educational and other outcomes in the course of human life. These questions concern the pathways that explain how intermediate factors contribute to a statistical relationship between a probable cause of a later outcome. Mathematical and statistical innovation is needed to ....Statistical methods for modelling the pathways between cause and effect. This project aims to develop new biostatistical methods for addressing complex analytic questions that arise in studies of the causes of health, social, educational and other outcomes in the course of human life. These questions concern the pathways that explain how intermediate factors contribute to a statistical relationship between a probable cause of a later outcome. Mathematical and statistical innovation is needed to address them. The expected outcomes include a suite of novel methods designed to evaluate the impact of intervening to modify causal pathways, while also accommodating common complexities of data such as incompleteness. This project should provide major benefits to studies in public health, social sciences and economics.Read moreRead less