Stochastic Dependence Modeling

随机依赖模型

• 批准号: CRC-2017-00051
• 负责人: Genest, Christian
• 金额: $ 14.57万
• 依托单位: McGill University
• 依托单位国家: 加拿大
• 项目类别: Canada Research Chairs
• 财政年份: 2018
• 资助国家: 加拿大
• 起止时间: 2018-01-01 至 2019-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=651681
• 关键词: Stochastic; Dependence; Modeling

Modern technology has simplified the collection of large and complex sets of data, which are used to answer important research questions in science and medicine. Statistical models and methods are essential to the analysis of such data. The proposed research program will develop multivariate stochastic models and inference techniques designed to detect and analyze the dependence relations in a set of variables collected, possibly over time, on large samples of individuals. These developments will deepen our understanding of dependence patterns between variables of interest and will improve predictive ability and decision making in fields such as insurance, finance and hydrology.

现代技术简化了收集大量复杂的数据集，这些数据集用于回答科学和医学中的重要研究问题。统计模型和方法对于分析这些数据至关重要。拟议的研究计划将开发多变量随机模型和推理技术，旨在检测和分析一组变量中的依赖关系，可能随着时间的推移，对大样本的个人。这些发展将加深我们对感兴趣的变量之间的依赖模式的理解，并将提高保险，金融和水文等领域的预测能力和决策能力。