Mathematical Sciences: Stochastic Modelling and Inference

数学科学：随机建模和推理

• 批准号: 9207730
• 负责人: Douglas Simpson
• 金额: $ 12万
• 依托单位: University of Illinois at Urbana-Champaign
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1992
• 资助国家: 美国
• 起止时间: 1992-09-15 至 1996-02-29
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9207730&HistoricalAwards=false
• 关键词: Mathematical; Sciences; Stochastic; Modelling; Inference

Stochastic models and methodologies for statistical inference will be developed in the context of modern instrumentation-intensive experimentation. Bayesian, likelihood- based, semi- and non-parametric methods will be investigated for prediction, calibration, testing and constructing confidence intervals. Efficient and numerically stable computational algorithms will be developed and statistical properties will be investigated both theoretically and via computer experimentation. Much modern science relies on instrumentation-intensive experimentation. With instrument-generated data, the problem may be prediction of responses for new inputs or untried experimental conditions, or calibration of the responses for the test settings, or understanding which components of the response bear a scientific relationship to the input variables. A variety of processes may influence each observed response; the simplest is simple random error, others include deliberate or accidental censoring, and the limitations due the precision of the measuring instrument. Proper, efficient and valuable inferences require statistical models and inferential methodologies with correct understandings of all these processes.

统计的随机模型和方法 推理将在现代的背景下发展。 仪器密集型实验。 贝叶斯概率 基于，半和非参数方法将进行研究， 预测、校准、测试和构建置信度 的间隔 高效且数值稳定的计算 算法将被开发，统计特性将被 通过理论和计算机实验进行了研究。 许多现代科学依赖于仪器密集型 实验 对于仪器生成的数据，问题可能 可以预测新输入或未经试验的实验的响应 条件或测试响应的校准 设置，或了解响应的哪些组件承担 与输入变量的科学关系。 各种 过程可能会影响每个观察到的响应;最简单的是 简单的随机错误，其他包括故意或意外 审查，以及由于测量精度的限制 仪器 正确、有效和有价值的推理需要 统计模型和推理方法， 理解所有这些过程。