Cambridge Statistics Initiative (CSI)

Lead Research Organisation: University of Cambridge
Department Name: Pure Maths and Mathematical Statistics

Abstract

We will build a group in Mathematical Statistics based upon established excellence and expertise in the Statistical Laboratory and elsewhere in the University. Theoretical statistics takes its life blood from areas of potential application, and thus the current project will be developed in collaboration with distinguished groups elsewhere in Cambridge and the UK. The principal target of the Statistics group will be to develop core mathematical and methodological statistics of generic importance for applications. The major partner is the Engineering Department, where applications are confronted through the development of generic theory. Through strong links to application areas, the research of the group will bring greater value to UK industryFour new Lectureships will be established, funded initially from the EPSRC Award but thereafter as a full charge on University funds. A further University-funded Chair in Statistics will be created in the Statistical Laboratory. The five appointees will join existing tenured staff in the Statistical Laboratory and Engineering with associated interests to form a new group. There will be about 21 person-years of postdoctoral Research Assistantship, and 9 PhD studentships. The individuals appointed to these posts will support the research programmes of members of the group, will collaborate with cognate groups in Cambridge, and will be trained as independent researchers suitable for employment in the UK higher-education sector. The Research Assistants will pursue innovative research, while developing their levels of administrative and teaching skills through contact with undergraduate and graduate students.

Publications

10 25 50
 
Description In 2007 the Cambridge Statistics Initiative was established with a £2.3 million EPSRC Science & Innovation (S&I) Award, so creating a coherent research strategy for Statistics at Cambridge.
Within the Statistical Laboratory, Statistics has expanded dramatically over the period of the grant: in 2007 there were two permanent faculty in Statistics; there are now eight, and we will seek to make a further appointment in the current academic year. In addition, since the start of the CSI grant, 20 post-doctoral research associates/research fellows have been employed in the Statistical Laboratory. The combined effect of these appointments has been to enhance significantly the profile of Statistics within the Faculty of Mathematics and the rest of the university. Of particular note is the Statistics Clinic, established in 2009, which enables any member of the university to receive free statistical advice, and which has to date provided nearly a thousand consultations. More broadly, the CSI has served to put Cambridge Statistics on the map in the wider academic community.
A few highlights from the CSI:
• Samworth made fundamental contributions to nonparametric inference under shape constraints, nonparametric classification and high-dimensional statistical inference. This work was recognised by the fact that he was awarded a Philip Leverhulme Prize (2014), elected an IMS Fellow (2014), awarded the RSS Guy Medal in Bronze (2012) and presented a JRSSB discussion paper at a meeting of the Royal Statistical Society in 2010.
• Dawid's innovative research in causal inference has led to advances in medical and genetic statistics. He gave the 30th Fisher memorial lecture in November 2011.
• In addition to his pioneering research in biostatistics and Bayesian Statistics, Spiegelhalter has had a profound impact on the public's understanding of risk and uncertainty. He has received numerous honours and awards, including receiving three honorary doctorates, being elected Honorary Fellow of the Royal College of Physicians (2013), and being knighted (2014).
Exploitation Route All CSI researchers are encouraged to ensure maximum dissemination of their work by submitting it to the arXiv, by making software for their methodology publicly available, and by giving talks in seminars, conferences and workshops. Indeed, the CSI organised regular one-day meetings for researchers across Cambridge to discuss latest statistical developments. These meetings have continued since the termination of the grant.

CSI researchers have formed numerous national, international and industrial collaborations to take their ideas forward. A few examples of industrial projects include work with BAe Systems on anomaly detection on graphs, with Qinetiq on multi-object tracking, with the Met Office on uncertainty in weather forecasting.
Sectors Communities and Social Services/Policy,Creative Economy,Digital/Communication/Information Technologies (including Software),Financial Services, and Management Consultancy,Healthcare,Leisure Activities, including Sports, Recreation and Tourism,Government, Democracy and Justice,Manufacturing, including Industrial Biotechology,Pharmaceuticals and Medical Biotechnology,Retail,Transport

URL http://www.statslab.cam.ac.uk/Statistics/activities/index.html
 
Description The CSI was a large grant involving many researchers, whose findings have been used in numerous, diverse applications. In this brief summary, we list only a few examples: • The work of Shah and Samworth on Complementary Pairs Stability Selection (JRSSB, 2013) has been used for instance to identify prognostic markers of breast cancer survival, for genome-wide association studies of quantitative traits and cultivating disaster donors. • The 2009 work of Singh, in collaboration with Kantas, Doucet and Maciejowski, on sequential Monte Carlo methods in state space models has been used in hydrologic data assimilation, tracking epidemics, and in magnetoencephalography. • The work of Spiegelhalter, in collaboration with Pearson and Short on data visualisation (Science, 2011), has been used in climate negotiations, evidence based medicine and geoengineering.
First Year Of Impact 2007
Sector Communities and Social Services/Policy,Creative Economy,Digital/Communication/Information Technologies (including Software),Financial Services, and Management Consultancy,Healthcare,Leisure Activities, including Sports, Recreation and Tourism,Government, Democracy and Justice,Manufacturing, including Industrial Biotechology,Pharmaceuticals and Medical Biotechnology,Retail,Transport
Impact Types Cultural,Societal,Economic

 
Description EPSRC
Amount £1,190,194 (GBP)
Funding ID EP/J017213/1 
Organisation Engineering and Physical Sciences Research Council (EPSRC) 
Sector Academic/University
Country United Kingdom of Great Britain & Northern Ireland (UK)
Start 11/2012 
End 11/2017