Congratulations to Professor Judith Rousseau who is one of nine Oxford academics to have been awarded a European Research Council (ERC) Advance Grant in the latest round of funding.  These awards, funded through the EU, are for cutting-edge research projects that address some of today’s most pressing challenges.

Professor Rousseau believes that we are now at a turning point where the tools which have made Bayesian approaches so successful in the last 20 years have reached their limits and new directions need to be considered. The aim of this project is to develop a general theory for the analysis of Bayesian methods in complex and high (or infinite) dimensional models which will cover not only fine understanding of the posterior distributions but also an analysis of the output of the algorithms used to implement the approaches.

The main objectives of the project are:

1. Asymptotic analysis of the posterior distribution of complex high dimensional models
2. Asymptotic analysis of approximate computational Bayes approaches – Interractions between asymptotics and computations.