The 21st-century data revolution provides exciting opportunities for enhancing understanding of the world in virtually every area of human activity. However, the process of moving from data to scientific understanding is often challenging.

The joint Bayes4Health/CoSInES workshop ran from the 16th to 19th of September 2019 and was the first in a series of workshops that will be held by the two grants. The workshop focused on methodological themes shared by the two grants and the different application areas that they will target.

Talks were presented by invited speakers and investigators from both grants. The talks a range of topics including: ensemble rejection sampling, unbiased MCMC, SMC, control variates and non-reversible samplers. Application themes that were presented included Bayesian change-point detection in cyber security, profile regression in health applications, epidemic modeling and challenges in the analysis of genetic data.

The aim was to share and discuss recent advances in statistics that aim to develop principled approaches to learn from large and complex data, together with their application across a range of Health, Medical, Engineering and Security challenges.