Project Grant 2510965
- This $250,000 Project Grant was awarded by the National Science Foundation (NSF) under the Mathematical and Physical Sciences Federal Grant Program (CFDA 47.049) to Carnegie Mellon University (CMU). The project aims to develop flexible, valid inference procedures for modern complex data that leverage powerful black-box machine learning algorithms. Key focus areas include novel variants of cross-validation to enable adaptive inference, as well as performance guarantees of cross-validation for...
- This award from the National Science Foundation (CFDA 47.049 - Mathematical and Physical Sciences) provides $160,000.00 to Carnegie Mellon University to develop a new game-theoretic approach to statistical inference. The key products and services to be delivered include: Developing a fundamental theory and methodology for nonparametric, game-theoretic statistical inference, including hypothesis testing, confidence intervals/sequences, and change point detection. This work aims to create more...
- The Carnegie Mellon University was awarded a $300,000 Project Grant from the National Science Foundation Division of Mathematical Sciences to support research focusing on long-term investing in high-dimensional open markets. The three-year award, made on August 1, 2022, will fund analysis of explicit, tractable models of open markets where the set of available assets can vary over time. In particular, the research will advance understanding of recently developed hybrid and rank Jacobi models,...
- This Project Grant from the National Science Foundation provides $425,000 to Carnegie Mellon University from July 1, 2021 to June 30, 2024. The funding supports research titled "Statistical Procedures and Performance Measures for Simulator-Based Frequentist Inference" under the Mathematical and Physical Sciences program (CFDA 47.049). The research aims to develop statistical methodologies and performance metrics for frequentist inference approaches that utilize simulation-based...
- This National Science Foundation (NSF) Division of Mathematical Sciences Project Grant, awarded to Carnegie Mellon University, provides $240,000 in funding from September 1, 2023 to August 31, 2026. The grant supports research to advance statistical predictive inference methods, addressing challenges in areas like cross-validation, high-dimensional statistical comparisons, and conformal prediction. The project aims to develop novel techniques with strong mathematical justifications that can...
- The National Science Foundation (NSF) Division of Mathematical Sciences awarded a $225,000 Project Grant to Carnegie Mellon University to develop a methodology for simulation-based inference that uses random features rather than carefully designed summary statistics. The 3-year grant, which runs from August 15, 2023 to July 31, 2026, aims to create a practical and generic tool for fitting simulation models to real-world data across diverse domains like astronomy, ecology, climate science, and...
- This $150,000 Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences program (CFDA 47.049) supports research at Carnegie Mellon University to advance the theoretical and applied frontiers at the intersection of probability, geometry, and combinatorics. The project focuses on three main research directions: 1) enabling efficient statistical inference for geometric probability distributions, 2) analyzing minimum lengths of combinatorial structures in...
- This $300,000 Project Grant was awarded on September 1, 2025 by the National Science Foundation's (NSF) Mathematical and Physical Sciences program (CFDA 47.049). The grant will fund research at Carnegie Mellon University to develop mathematically sound approaches for sampling and generative modeling in high-dimensional problems, which is critical for advancing machine learning and artificial intelligence (AI) techniques. The research aims to create efficient sampling methods with rigorous...
- This Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences program (CFDA 47.049) provides $225,094 to investigate foundational and emerging areas of probability theory with broad applications in mathematics, physics, finance, and machine learning. The key research areas include limit theorems, entropic gradient flows, stochastic control with partial observation, and stochastic portfolio theory. The award aims to advance the theoretical foundations of...
- Carnegie Mellon University was awarded a $250,000 Project Grant from the National Science Foundation Division of Mathematical Sciences on July 1, 2021 to complete work by June 30, 2024. The grant supports research under the Mathematical and Physical Sciences program (CFDA 47.049), which aims to promote progress in these fields and strengthen the nation's scientific enterprise through increasing knowledge and enhancing understanding of major problems. Specifically, the university will conduct...
This Project Grant award of $255,000.00 from the National Science Foundation (NSF) under the Mathematical and Physical Sciences Federal Grant Program (CFDA 47.049) supports research at Carnegie Mellon University to develop novel "numeraire methods" for anytime-valid statistical inference in finance. The key objectives are to (i) develop a general theory of the numeraire process, (ii) establish a formal framework for the effective null hypothesis, and (iii) apply these methods to the important problem of anytime-valid price impact estimation in financial markets. This research aims to make foundational theoretical contributions to the growing field of anytime-valid statistics, which has applications in areas like risk assessment, trading strategy evaluation, and mitigation of the replication crisis in science. The award period runs from August 15, 2025 to July 31, 2028.
Mod # | Description | ReasonForModification | Federal Obligation | Date |
|---|---|---|---|---|
| Not listed | $255.0k | 8/14/25 |