High-dimensional and spatial data analysis by Bayesian inference

Lead Research Organisation: Brunel University London
Department Name: Computer Science

Abstract

Project summary: Whereas (1) standard regression models such as mean regression (ordinary least-squares regression) have been widely applied in many fields such as economics, genetics, ecology and environment and attracted huge amount of attention in literature, and (2) Bayesian inference is one of popular methods recent decades, there is relatively little work on Bayesian inference of regression models beyond mean for problems in those fields.
This project aims to: develop novel methods of Bayesian autoregressive beyond mean, propose new single-index models for high-dimensional data analysis, explore effective spatial regression beyond mean, compare different algorithms for Bayesian inference of regression models above.

Publications

10 25 50
 
Title Asymmetric Nonconvex Huber loss function 
Description The asymmetric nonconvex Huber loss function takes both robustness and assymetry simultaneously into account of location parameter estimation and distribution fitting. This results in a class of new asymmetric nonconvex Huber distribution. 
Type Of Material Computer model/algorithm 
Year Produced 2021 
Provided To Others? No  
Impact Such a class of loss functions can lead to an elegant probability distribution, which is a normal scale-mixture and then has wide applications in Bayesian inference non-normal noise with Gibbs sampling. EM algorithm is developed based parameter estimation to solve the proposed probability distribution. Furthermore, financial data is analysed to illustrate the application of the proposed functions. 
 
Title Nonlinear relationship between blood pressure and its risk factor via conditional quantiles 
Description The Bayesian fractional polynomial approach is used to formulate a new nonlinear quantile regression model. It is to examine the smooth & comprehensive relationships between blood pressure and its risk factors. The dataset used is extracted from he 2007-2008 National Health and Nutrition Examination Survey (NHANES). 
Type Of Material Data analysis technique 
Year Produced 2023 
Provided To Others? No  
Impact The descriptive analysis showed that the prevalence of hypertension increases by age and the hypertension is highly prevalent among very obese and morbidly obese participants. In particular, it is more prevalent in men than women. Moreover, there is a statistically significant moderate association between systolic blood pressure and age based on the Cramer's V value, whilst the remaining associations were weaker for both blood pressure measures. The model analysis suggested that the proposed model provides better estimates due to formal the statistical findings. It also identified that the nonlinear terms of continuous variables, including body-mass-index and age were selected as important predictors in the model across median and upper quantile levels. This is evident that the use of FPs is necessary for modelling of blood pressure measures. 
 
Description Brunel Doctoral Researcher Informal Math Talk 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Schools
Results and Impact The Brunel DR Math Talk is the type of informal talk presentations among DR fellows within the department of Mathematics and one of us presents a talk every two weeks throughout the academic year to encourage the Math research engagement. I presented informal talks on 10th May 2022 and 8th November 2022.
Year(s) Of Engagement Activity 2022
 
Description Brunel Doctoral Researcher informal Math Talk 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Schools
Results and Impact The Brunel DR Math Talk is the type of informal talk presentations among DR fellows within the department of Mathematics and one of us presents a talk every two weeks throughout the academic year to encourage the Math research engagement. I presented an informal talk on 25th May 2021.
Year(s) Of Engagement Activity 2021
 
Description Brunel Maths Doctoral Researchers' Symposium 2021 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Schools
Results and Impact The Math Symposium 2021 took place over the course of two days on June 10-11th and the audience was made of all the doctoral researchers and lecturers from the department of Mathematics as well as involvement of a few panelists from Institute of Mathematics and its Application (IMA) with their prize-givings. I presented a poster presentation for this Symposium.
Year(s) Of Engagement Activity 2021
 
Description Brunel Maths Doctoral Researchers' Symposium 2022 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Schools
Results and Impact The Math Symposium 2022 took place over the course of two days on June 9-10th and the audience was made of all the doctoral researchers and lecturers from the department of Mathematics as well as involvement of a few panelists from Institute of Mathematics and its Application (IMA) with their prize-givings, and a few guest speakers from various universities. I presented a 20-minutes presentation for this Symposium on 9th June 2022.
Year(s) Of Engagement Activity 2022
URL https://www.brunel.ac.uk/news-and-events/events/2022/Brunel-Maths-Doctoral-Researchers-Symposium-202...
 
Description Conference of Young Applied Mathematics 2022 in Arenzano, Italy 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact I attended a conference in Arenzano, Italy during the period of 18th-22nd September 2022. The conference is called Conference of Young Applied Mathermatics (YAMC). It consisted of many young PhD students from a variety of countries to present their work. I presented my 20-minute talk presentation on 19th September 2022. The research conference expenses were fully funded by two funding sources (partial fund from CEDPS at Brunel University London & partial fund from UKRI sponser).
Year(s) Of Engagement Activity 2022
URL https://mida.unige.it/yamc_2022