Peter Grünwald develops a revolutionary statistical theory with an ERC Advanced Grant
Using mathematics to determine whether scientific results are significant or not. Peter Grünwald, full professor of Statistical Learning at the Mathematical Institute (MI) and senior researcher in the Machine Learning group of Centrum Wiskunde & Informatica (CWI), has been awarded an ERC Advanced Grant of 2.5 million for his research into the development of a new, revolutionary theory of statistics.
From p-value to e-value
Traditionally, the significance of experimental results are determined by p-values. The revolutionary statistical theory of Grünwald is based on the new concept of ‘e-values’. With the prestigious grant Grünwald wants to further develop this theory. This eventually creates more reliable methods to determine whether scientific results are significant or not. Grünwald: ‘Part of the proposal is to develop e-value methods for more complex applications. But mainly I will establish a general mathematical theory of flexible statistics.’
The ERC Advanced Grant is a very prestigious funding programme by the EU. It provides established, leading researchers the opportunity to pursue ground-breaking, ambitious projects. Grünwald: ‘I am extremely happy that the EU has decided to fund this radical proposal. It will make statistics both safer and more flexible – allowing us to get more reliable conclusions based on less data.’
Read more about Grünwald’s research in CWI’s press release.
The MI and CWI have been working together for years. Several CWI researchers have a parttime appointment at the MI and in the past years multiple PhD candidates have conducted their research at the CWI. Gianne Derks, scientific director MI: ‘The collaboration with the CWI is valuable for both parties, we have a lot of cross-fertilisation. Peter’s research is mathematically very beautiful and of great importance. There is a strong need for more flexible and reliable statistical methods that can make better use of the available data. A better understanding of mathematical theory contributes significantly to the development of such methods, which in turn will play an important role in the development of many types of new science.’
About Peter Grünwald
Peter Grünwald is appointed as parttime full professor of Statistical Learning at the Mathematical Institute of Leiden University and senior researcher in the Machine Learning group of Centrum Wiskunde & Informatica (CWI). He has previously received fundings, such as a VIDI and VICI via NWO and in 2010 he was co-recipient of the Van Dantzig prize, the highest Dutch award in statistics and operations research. He has a great interest in foundations of statistics and regularly gives talks about the problems and difficulties surrounding traditional statistical methods.
Text: with thanks to Marije Huiskes-Tolsma (CWI)
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Photo: CWI