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EPSRC Grant "Fast Martingales, large deviations and randomised gradients for heavy-tailed target distributions" awarded to A Mijatovic (PI), G Roberts (CoI) and J Gonzalez-Cazares (Researcher CoI)

The main goal of this proposal is to lay the theoretical foundations for the analysis of the stability of Markov chains with heavy-tailed targets, focusing on the processes that underpin many randomised algorithms used in practice. This project is an international collaboration between the universities of Warwick and Stanford, made possible by the EPSRC-NSF Lead
Agency agreement in mathematics. As such, the project presents a unique opportunity to combine the US expertise in theoretical Operations Research with the UK's capability in Computational Statistics, resulting in novel methodology for the analysis of the convergence of Markov chains with heavy-tailed targets.

This theoretical proposal, based on probabilistic methods (e.g. martingale theory, coupling and Lyapunov functions) will have immediate impact within Probability, most notably on the theory of the stability of stochastic systems. In time, however, this work is expected to have impact far beyond applied probability in a number of sub-areas of computational statistics and machine learning where heavy-tailed targets arise

Thu 01 Oct 2020, 10:42 | Tags: Dept, EPSRC

EPSRC Studentships Available

Two studentships have recently become available for Home or EU students educated in the UK to study in our vibrant department. We are eager to fill the places with two good students.

If you are interested in this exciting opportunity please follow this link:

 

Fri 23 Jun 2017, 12:21 | Tags: Dept, Students, Science, EPSRC, Faculty of Science

Election exit poll: Not quite 'spot on' this time, but another triumph for statistical methods!

The exit-poll design and analysis methods developed by David Firth (with political scientist John Curtice from the University of Strathclyde) were used again at this week's General Election by all of the major UK broadcasters.

At 10pm on election day the on-air seats prediction (simultaneously on BBC, ITV and Sky) based on the exit poll was: Con 316, Lab 239, SNP 58, LD 10, others 27. The actual result of the election was Con 331, Lab 232, SNP 56, LD 8, others 23.

The 2015 exit-poll prediction was thus not "spot on" as it had been in 2005 and 2010. Many commentators had warned beforehand that the 2015 election would be an especially difficult one to predict. The exit-poll prediction was startlingly different from what had been indicated by commercial pre-election voting-intention polls. (e.g., see The Observer on 10 May, After the exit poll, a tsunami raged across the political map) The exit poll strongly indicated the Conservatives as largest party, and the ultimate outcome of a small Conservative majority was clearly not ruled out. This was in stark contrast to predictions from pre-election polls, which had consistently shown Conservative and Labour neck-and-neck with neither party close to an overall majority.

There were some notable public quotes, most prominent of which came from the former Liberal Democrat leader Lord Ashdown, who was interviewed soon after 10pm on the BBC:

If this exit poll is right, I will publicly eat my hat on your programme.

(He was referring to the predicted collapse of the Liberal Democrats to just 10 parliamentary seats. In the event, it turned out even worse than that for the Liberal Democrats, who won just 8 seats. Lord Ashdown failed to keep his hat-eating promise, though!)

For more information on the methods and their performance at previous UK general elections, see Exit Polling Explained.

Sun 10 May 2015, 12:48 | Tags: Dept, CRiSM, ESRC, WDSI, EPSRC, Faculty of Science

Warwick selected as one of the founding members of the Alan Turing Institute for Data Science

The Department of Statistics at Warwick led a team of academics from the Mathematics Institute and the Departments of Computer Science and Statistics in bidding to be founding partners in establishing the Alan Turing Institute for Data Science in the UK. The Business Secretary, Vince Cable, has announced that five universities were selected to lead the Alan Turing Institute, one of which is Warwick. The four other universities are Oxford, Cambridge, UCL and Edinburgh. Warwick’s pivotal role in the Alan Turing Institute will be led by Professor Mark Girolami from the Department of Statistics.

Data Science has been an integral part of Warwick’s vision for the Mathematical Sciences. Warwick is home to the Warwick Data Science Institute and an undergraduate degree programme in Data Science, both the first of their kind in the UK.

Detailed press announcements can be found at the University of Warwick’s main site, the Business Information Portal, myScience.org and EPSRC.

The Alan Turing Institute will be physically located in London’s new Knowledge Quarter.

Fri 30 Jan 2015, 13:45 | Tags: Dept, CRiSM, Students, Science, WDSI, EPSRC, Faculty of Science

Heather Turner to give invited course in Zurich

Dr Heather Turner, statistical consultant and currently an Associate Fellow of Warwick Statistics, has been invited to give an intensive one-day course Introduction to Generalized Nonlinear Models in Zurich on 11 May 2015. The course is based on Heather's work as a Senior Research Fellow at Warwick, which included the development of award-winning software package gnm.

Heather's work and her views on statistics, science and R development are featured in this extended interview recorded at the useR! 2014 conference in Los Angeles.

Thu 22 Jan 2015, 14:21 | Tags: Dept, CRiSM, ESRC, Science, EPSRC, Faculty of Science

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