Efficient Estimation of Statistical Models with Many Parameters.

具有许多参数的统计模型的有效估计。

• 批准号: DP0667069
• 负责人: Prof Robert Kohn
• 金额: $ 21.9万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2006
• 资助国家: 澳大利亚
• 起止时间: 2006-01-01 至 2009-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0667069
• 关键词: Efficient; Estimation; Statistical; Models; Many

Statistical models are used extensively in business, engineering and the sciences to describe the behavior of systems subject to uncertainty. There are often many unknowns in such models and relatively little data to estimate them. The object of the research is to develop methods that make these statistical models practical to use. The research team will apply the methodology to solve problems in economics, finance, marketing and the analysis of gene expression data. The project will also train doctoral and postdoctoral students and enhance Australia's reputation for research excellence in the Statistical and Mathematical Sciences.

统计模型在商业、工程和科学中被广泛用于描述不确定性系统的行为。在这些模型中往往有许多未知数，而用于估计这些未知数的数据相对较少。研究的目的是开发使这些统计模型实际使用的方法。该研究团队将应用该方法来解决经济、金融、市场营销和基因表达数据分析中的问题。该项目还将培训博士和博士后学生，并提高澳大利亚在统计和数学科学方面的卓越研究声誉。