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Since 2008, statistical research at the University of Bristol has significantly influenced policies, practices and tools aimed at evaluating and promoting the quality of institutional and student learning in the education sector in the UK and internationally. These developments have also spread beyond the education sector and influence the inferential methods employed across government and other sectors. The underpinning research develops methodologies and a much-used suite of associated software packages that allows effective inference from complicated data structures, which are not well-modelled using traditional statistical techniques that assume homogeneity across observational units. The ability to analyse complicated data (such as pupil performance measures when measured alongside school, classroom, context and community factors) has resulted in a significant transformation of government and institutional policies and their practices in the UK, and recommendations in Organisation for Economic Co-operation and Development (OECD) policy documents. These techniques for transforming complex data into useful evidence are well-used across the UK civil service, with consequent policy shifts in areas such as higher education admissions and the REF2014 equality and diversity criteria.
The WinBUGS software (and now OpenBUGS software), developed initially at Cambridge from 1989-1996 and then further at Imperial from 1996-2007, has made practical MCMC Bayesian methods readily available to applied statisticians and data analysts. The software has been instrumental in facilitating routine Bayesian analysis of a vast range of complex statistical problems covering a wide spectrum of application areas, and over 20 years after its inception, it remains the leading software tool for applied Bayesian analysis among both academic and non-academic communities internationally. WinBUGS had over 30,000 registered users as of 2009 (the software is now open-source and users are no longer required to register) and a Google search on the term `WinBUGS' returns over 205,000 hits (over 42,000 of which are since 2008) with applications as diverse as astrostatistics, solar radiation modelling, fish stock assessments, credit risk assessment, production of disease maps and atlases, drug development and healthcare provider profiling.
Research conducted in UCL's Department of Statistical Science has led to the development of a state-of-the-art software package for generating synthetic weather sequences, which has been widely adopted, both in the UK and abroad. The synthetic sequences are used by engineers and policymakers when assessing the effectiveness of potential mitigation and management strategies for weather-related hazards such as floods. In the UK, the software package is used for engineering design; for example, to inform the design of flood defences. In Australia it is being used to inform climate change adaptation strategies. Another significant impact is that UCL's analysis of rainfall trends in southwest Western Australia directly supported the decision of the state's Department of Water to approve the expansion of a seawater desalination plant at a cost of around AUS$450 million. The capacity of the plant was doubled to 100 billion litres per year in January 2013 and it now produces nearly one third of Perth's water supply.
Reversible Jump Markov chain Monte Carlo, introduced by Peter Green [1] in 1995, was the first generic technique for conducting the computations necessary for joint Bayesian inference about models and their parameters, and it remains by far the most widely used, 18 years after its introduction. The paper has been (by September 2013) cited over 3800 times in the academic literature, according to Google Scholar, the vast majority of the citing articles being outside statistics and mathematics. This case study, however, focusses on substantive applications outside academic research altogether, in the geophysical sciences, ecology and the environment, agriculture, medicine, social science, commerce and engineering.
Methodological, algorithmic and interpretational advances in wavelet techniques for time series analysis are encapsulated in the research monograph by Percival and Walden (2000): "Wavelet Methods for Time Series Analysis" (WMTSA). Multiple language software packages have been developed from the book's contents, including the Spotfire S+ package from the major commercial software company TIBCO (2008-present). TIBCO Spotfire clients span many sectors and include major companies such as GE, Chevron, GlaxoSmithKline and Cisco. Further applications of the wavelet techniques developed in WMTSA include in the biomedical, conservation and financial sectors. WMTSA is used, for example, in functional Magnetic Resonance Imaging by GlaxoSmithKline, to monitor cracks in the dome of the UNESCO world heritage site Santa Maria del Fiore Cathedral in Florence, and by the Reserve Bank of New Zealand in its analysis of measuring core inflation.
Through a close collaboration with Ford Motor Company, simulation modelling software developed at the University of Southampton has streamlined the design of the car giant's engine production lines, increasing efficiency and delivering significant economic benefits in three key areas. Greater productivity across Ford Europe's assembly operations has generated a significant amount [exact figure removed] in direct cost savings since 2010. Automatic analysis of machine data has resulted in both a 20-fold reduction in development time, saving a large sum per year [exact figure removed], and fewer opportunities for human error that could disrupt the performance of production lines costing a large sum [exact amount removed] each to program.
Our research has been applied directly by Aviva plc. to develop improved products in the general insurance market (e.g. household and car) and in the more specialised area of enhanced pension annuities. As a result, Aviva has become more competitive in these markets and customers are enjoying better value for money. In the case of enhanced annuities, the benefits are in the form of higher pension income for those accurately identified as facing shortened life expectancies. Aviva is the largest insurance company in the UK and the sixth largest in the world.
Small area estimation (SAE) describes the use of Bayesian modelling of survey and administrative data in order to provide estimates of survey responses at a much finer level than is possible from the survey alone. Over the recent past, academic publications have mostly targeted the development of the methodology for SAE using small-scale examples. Only predictions on the basis of realistically sized samples have the potential to impact on governance and our contribution is to fill a niche by delivering such SAEs on a national scale through the use of a scaling method. The impact case study concerns the use of these small area predictions to develop disease-level predictions for some 8,000 GPs in England and so to produce a funding formula for use in primary care that has informed the allocation of billions of pounds of NHS money. The value of the model has been recognised in NHS guidelines. The methodology has begun to have impact in other areas, including the BIS `Skills for Life' survey.
With global demand for energy ever increasing, environmental impact has become a major priority for the oil industry. A collaboration between researchers at the University of Glasgow and Shell Global Solutions has developed GWSDAT (GroundWater Spatiotemporal Data Analysis Tool). This easy-to-use interactive software tool allows users to process and analyse groundwater pollution monitoring data efficiently, enabling Shell to respond quickly to detect and evaluate the effect of a leak or spill. Shell estimates that the savings gained by use of the monitoring tool exceed $10m over the last three years. GWSDAT is currently being used by around 200 consultants across many countries (including the UK, US, Australia and South Africa) with potentially significant impacts on the environment worldwide.
In response to the deficiencies in bank risk management revealed following the 2008 financial crisis, one of the mandated requirements under the Basel III regulatory framework is for banks to backtest the internal models they use to price their assets and to calculate how much capital they require should a counterparty default. Qiwei Yao worked with the Quantitative Analyst — Exposure team at Barclays Bank, which is responsible for constructing the Barclays Counterpart Credit Risk (CCR) backtesting methodology. They made use of several statistical methods from Yao's research to construct the newly developed backtesting methodology which is now in operation at Barclays Bank. This puts the CCR assessment and management at Barclays in line with the Basel III regulatory capital framework.