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Mathematical Statistics and Statistical Learning Theory Lab (Hien Duy Nguyen)
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The lab interprets large-scale data using statistics and optimization.
AboutAbout the lab
Facing the scale and complexity of data with statistical theory
Professor Hien Duy Nguyen's lab studies computational statistics, which analyzes large volumes of data that accumulate gradually and data too large for ordinary computers to handle.
It uses methods such as stochastic optimization and Bayesian inference to deal with the difficulties that come with such data.
The lab is also interested in statistical tools for model selection when data are complex, methods for verifying whether that selection is valid, and ways of expressing the confidence that shows how reliable an inference is.
The professor also concurrently serves as an Associate Professor at La Trobe University in Australia, and is responsible for building collaboration between the two universities.
Key terms
- Stochastic optimization
- A computational method that gradually approaches the best solution while using only a part of the data at a time.
- Bayesian inference
- A statistical method that uses the data at hand to update one's view of unknown quantities expressed as probabilities.
- Model selection
- The task of choosing, from several candidate statistical models, the one that fits the data well.
ResearchResearch themes
The lab studies methods for analyzing data that arrive gradually and data too large for ordinary computers to handle, centered on stochastic optimization and Bayesian inference. These methods are used in applied research in neuroimaging, agriculture, genetics and genomics, proteomics, quantum computing, economics, public policy, and the social sciences.
*Illustrative imageDigital Technology for Dairy Farm Management
This project aims to create solutions that integrate digital technologies to improve dairy farm management. It is carried out together with collaborators.
*Illustrative imageClustering of Structured Data
When data have structured dependencies among them, the lab develops statistical models and algorithms for dividing the data into groups, together with researchers at other universities and research institutions.
*Illustrative imageOptimizing Surveys of Strep A Transmission
Together with collaborators, the lab develops methods for efficiently carrying out model-based surveys of Strep A transmission and evaluations of environmental health measures.
*Illustrative imageOptimization and Bayesian Approximation for Large-Scale Inference
The lab develops variance-reduced optimization methods and techniques for approximating Bayesian inference, making inference possible even on large-scale data. It is a joint project with Inria.
MembersFaculty
- ProfessorHien Duy Nguyen
VoicesStudent voices
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Big Data ITMI model with topics” Laibniz / CC BY-SA 4.0 (cropped)
- Digital Technology for Dairy Farm Management: “Cow in milking robot 02” .Anja. / CC BY-SA 4.0 (cropped)
- Clustering of Structured Data: “Partitions in my social graph ( )” Matt Biddulph from UK / CC BY-SA 2.0 (cropped)
- Optimizing Surveys of Strep A Transmission: “Streptococcus pneumoniae” Photo Credit: CDC/Janice Carr Content Providers(s): CDC/Dr. Richard Facklam / Public domain (cropped)
- Optimization and Bayesian Approximation for Large-Scale Inference: “Columbia Supercomputer - NASA Advanced Supercomputing Facility” Trower, NASA / Public domain (cropped)
- Related lab (Mathematical Statistics and Statistical Learning Theory Lab): “Dices-probability-def-2” Svjo / CC BY-SA 3.0 (cropped)
- Related lab (〈Statistical Science / Small Area Estimation〉): “Colorado census statistical areas 2020” Buaidh / CC0 (cropped)
- Related lab (Statistical Science and Small Area Estimation Lab (Masayo Hirose)): “1922 Index of Great Trigonometrical Survey of India” Survey of India, Government of India / Public domain (cropped)
- Related lab (Statistical Analysis and Sparse Estimation Lab): “Factor rotatie” Frederik Beuk / Public domain (cropped)
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