| EPSRC Reference: |
EP/P002757/1 |
| Title: |
Principled inference for functionals of large structured covariance matrices. |
| Principal Investigator: |
Battey, Dr H |
| Other Investigators: |
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| Project Partners: |
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| Department: |
Mathematics |
| Organisation: |
Imperial College London |
| Scheme: |
EPSRC Fellowship |
| Starts: |
01 January 2017 |
Ends: |
31 December 2019 |
Value (£): |
327,577
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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Statistics plays a fundamental role in daily life, allowing costly medical screening, drug development, marketing campaigns or government regulation to be better targeted through improved understanding of the scientific or societal truths underpinning the data we observe. More and more frequently, the scientific truths we wish to learn correspond to a high dimensional parameter. This project considers covariance matrices and related quantities such as inverse covariance matrices, which are particularly important types of high dimensional parameter, arising in numerous statistical applications. When the dimensionality of the covariance matrix is larger than the number of available data points, structure (sparsity in some domain) must be assumed in order to obtain estimates that are well behaved statistically. This project explores new types of structure for covariance and inverse covariance matrix estimation. Some of these structures facilitate uncertainty statements about the true high dimensional parameter rather than simply providing a point estimate. They also allow different estimates to be aggregated without losing statistical accuracy.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.imperial.ac.uk |