Statistical methodology and theory for the Big Data era (Ext.)

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This is an extension of the Fellowship 'New challenges inhigh-dimensional statistical inference' (EP/J017213/1).The project will involve developing methodology and theory for a rangeof modern statistical problems from high-dimensional and nonparametricstatistical inference. Such problems lie at the heart of modern data science, an area where the UK urgently needs to grow its capacity.Specific challenges to be addressed include the development of methodsfor dimension reduction, variable selection and uncertaintyquantification, among several others. These are some of thefundamental problems faced by practitioners in the Big Data era, anddemand highly innovative solutions. Our proposed techniques will beproven to be robust via appropriate theoretical justification, andwill be implemented in free, open source software so as to maximisethe impact of the research.