Strengthening Rödl's theorem
Chudnovsky, M Scott, A Seymour, P Spirkl, S Journal of Combinatorial Theory: Series B volume 163 256-271 (31 Aug 2023)
Thu, 21 Sep 2023

11:00 - 12:00
L4

Efficient prediction, estimation and identifiability analysis with mechanistic mathematical models

Professor Matthew Simpson
(QUT)
Abstract

Interpreting data using mechanistic mathematical models provides a foundation for discovery and decision-making in all areas of science and engineering. Key steps in using mechanistic mathematical models to interpret data include: (i) identifiability analysis; (ii) parameter estimation; and (iii) model prediction. Here we present a systematic, computationally efficient likelihood-based workflow that addresses all three steps in a unified way. Recently developed methods for constructing profile-wise prediction intervals enable this workflow and provide the central linkage between different workflow components. These methods propagate profile-likelihood-based confidence sets for model parameters to predictions in a way that isolates how different parameter combinations affect model predictions. We show how to extend these profile-wise prediction intervals to two-dimensional interest parameters, and then combine profile-wise prediction confidence sets to give an overall prediction confidence set that approximates the full likelihood-based prediction confidence set well.  We apply our methods to a range of synthetic data and real-world ecological data describing re-growth of coral reefs on the Great Barrier Reef after some external disturbance, such as a tropical cyclone or coral bleaching event.
 

A hybrid quantum Wasserstein GAN with applications to option pricing
Fuchs, F Horvath, B (18 Jul 2023)
Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures
Issa, Z Horvath, B (06 Jul 2023)
Robust hedging GANs
Limmer, Y Horvath, B (05 Jul 2023)
Still from video

"Don't it always seem to go, that you don't know what you got 'til it's gone."

Not every mathematical epiphany, the moment you decide you love maths, happens when you are young. In our second 'When did you know it was Maths' film, Kate Wenqi describes leaving maths for a career in finance, only to return when the stress was becoming too much.

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Issa, Z Horvath, B Lemercier, M Salvi, C (23 May 2023)
Clustering market regimes using the Wasserstein distance
Horvath, B Issa, Z Muguruza, A (25 Oct 2021)
Porous medium equation and cross-diffusion systems as limit of nonlocal interaction
Burger, M Esposito, A Nonlinear Analysis volume 235 (16 Jul 2023)
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