Liberating the Dimension - Frontier Technologies for Very High Dimensional Problems

解放维度——解决极高维问题的前沿技术

• 批准号: FT130100655
• 负责人: Prof Frances Kuo
• 金额: $ 55.4万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: ARC Future Fellowships
• 财政年份: 2013
• 资助国家: 澳大利亚
• 起止时间: 2013-12-02 至 2018-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/FT130100655
• 关键词: Liberating; Dimension; Frontier; Technologies; Very

Real world problems tend to involve an enormous number of variables (the dimension) - hundreds, thousands, millions, or even infinite. Very high dimensional problems arise in finance, statistics, physics and many other application areas. For example, in option pricing, maximum likelihood estimation in health statistics, and porous flow through a random medium. In this project, the theory of very high dimensional computation will be developed in step with applications, with the applications being chosen to help in shaping the theory. The project involves interdisciplinary collaborations and aims to develop frontier technologies for tackling realistic high dimensional problems.

真实的世界问题往往涉及大量的变量（维度）--数百、数千、数百万甚至无限。高维问题出现在金融、统计、物理和许多其他应用领域。例如，在期权定价中，健康统计中的最大似然估计，以及通过随机介质的多孔流。在这个项目中，非常高维计算的理论将与应用程序同步发展，并选择应用程序来帮助形成理论。该项目涉及跨学科合作，旨在开发解决现实高维问题的前沿技术。