Project description
Improving the scalability of Bayesian learning methods
Computational Bayesian learning algorithms, including Markov chain Monte Carlo ones, are widely used in a variety of modelling frameworks such as high-dimensional and hierarchical models. As the scale and complexity of available data increase, these statistical methods must be computationally scalable to accommodate them. The ERC-funded PrSc-HDBayLe project will address this challenge by deriving a broad collection of results for commonly used Bayesian computation algorithms, with particular focus on Markov chain Monte Carlo methods. These will be applied to various modelling frameworks commonly used for statistical tasks. Outcomes will support the design of novel computational approaches of increased scalability and the optimisation of existing ones, putting theory into practice when it comes to Bayesian computation.
Objective
As the scale and complexity of available data increase, developing rigorous understanding of the computational properties of statistical procedures has become a key scientific priority of our century. In line with such priority, this project develops a mathematical theory of computational scalability for Bayesian learning methods, with a focus on extremely popular high-dimensional and hierarchical models.
Unlike most recent literature, we will integrate computational and statistical aspects in the analysis of Bayesian learning algorithms, providing novel insight into the interaction between commonly used model structures and fitting algorithms. Key methodological breakthroughs will include a novel connection between computational algorithms for hierarchical models and random walks on the associated graphical models; the use of statistical asymptotics to derive computational scalability statements; and novel understanding of the computational implications of model misspecification and data heterogeneity.
We will derive a broad collection of results for popular Bayesian computation algorithms, especially Markov chain Monte Carlo ones, in a variety of modeling frameworks, such as random-effect, shrinkage, hierarchical and nonparametric ones. These are routinely used for various statistical tasks, such as multilevel regression, factor analysis and variable selection in various disciplines ranging from political science to genomics. Our theoretical results will have direct implications on the design of novel and more scalable computational schemes, as well as on the optimization of existing ones. Focus will be given to develop algorithms with provably linear overall cost both in the number of datapoints and unknown parameters. The above contributions will dramatically reduce the gap between theory and practice in Bayesian computation and allow to fully benefit of the huge potential of the Bayesian paradigm.
Fields of science (EuroSciVoc)
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
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Keywords
Project’s keywords as indicated by the project coordinator. Not to be confused with the EuroSciVoc taxonomy (Fields of science)
Project’s keywords as indicated by the project coordinator. Not to be confused with the EuroSciVoc taxonomy (Fields of science)
Programme(s)
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
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HORIZON.1.1 - European Research Council (ERC)
MAIN PROGRAMME
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Topic(s)
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Funding Scheme
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
HORIZON-ERC - HORIZON ERC Grants
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Call for proposal
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
(opens in new window) ERC-2022-STG
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Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.
20136 Milano
Italy
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.