UCL DEPARTMENT OF STATISTICAL SCIENCE

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UCL DEPARTMENT OF STATISTICAL SCIENCE

• Founded in 1911 by Karl Pearson
• First ever University Statistics Department
• Egon Pearson, Jerzy Neyman, Ronald Fisher,
  William Student Gosset, Dennis Lindley, Adrian
  Smith,
• 18 research-active staff
• Current major research themes
• Foundations and Theory
• Applied Probability and Stochastic Modelling
• Statistics in Medical Research
• General Methodology and Applications

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Foundations and Theory

• Philip Dawid
• Vanessa Didelez
• Tom Fearn
• Christian Hennig
• Amanda Hepler
• Valerie Isham
• Matthew Parry
• Afzal Siddiqui
• Trevor Sweeting

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Bayesian Theory

• Combining experts
• Multivariate analysis
• p À n, regression, classification (PLS, SVM)
• Model uncertainty
• Maximum entropy and decision theory
• Robustness
• Objective and subjective Bayes
• Computation and approximation
• Nonparametric hierarchical modelling

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Predictive Inference

• Evaluation of predictive systems
• Prequential analysis and cross-validation
• Predictive decision theory
• Stochastic complexity, MDL, MML
• Computational learning theory
• Game-theoretic probability theory

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Graphical Modelling

• Bayesian Networks
• conditional independence
• propagation algorithms
• parameter estimation
• object-oriented Bayes nets
• Causal Inference
• Philosophy, syntax and semantics
• Observational studies
• Direct and indirect effects
• Dynamic processes, event history analysis

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Other theoretical topics

• Information and decision geometry
• Clustering and classification
• Spatio-temporal modelling
• Extreme values
• Evidential reasoning

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Applications

• Mathematical biology, medical/health statistics,
  epidemiology, genetics
• Climatology, hydrology
• Chemometrics, spectroscopy
• Forensic statistics, DNA profiling
• Financial decision-making, real options
• Geological modelling/dating