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Details of Grant 

EPSRC Reference: GR/L56176/01
Title: MIXTURE MODELLING IN TIME AND SPACE
Principal Investigator: Green, Professor PJ
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Pre Nexus Migration
Department: Mathematics
Organisation: University of Bristol
Scheme: Standard Research (Pre-FEC)
Starts: 01 October 1997 Ends: 30 June 2001 Value (£): 126,277
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
R&D
Related Grants:
Panel History:  
Summary on Grant Application Form
Mixture modelling is a powerful and flexible approach to the analysis of heterogeneity in stochastic systems. The basic finite mixture model for a simple random sample is appealing, whether the objective is to identify and evaluate subgroups in a heterogeneous population or simply to deal parsimoniously with a situation not amenable to description by standard distributions. In spite of the long pedigree of this approach, satisfactory methodology for mixture analysis where the number of components is unknown has only recently been developed.This research aims to extend the concepts, models and algorithms of Bayesian mixture analysis to some of the very broad range of situations where heterogeneity occurs in more structured datasets, indexed in time or space. Important areas for application of the resulting methodology are diverse, including epidemiology, remote sensing and econometric modelling. The project aims at a full understanding of the potential value and the limitations of mixture modelling in highly structured data. Particular attention will be paid to issues concerning the presentation of inference about the complex posterior distributions that will arise, so that the full power of modern modelling and computation is not dissipated.
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Organisation Website: http://www.bris.ac.uk