Modelling and inference with higher-dimensional variables, including studies in multivariate time series analysis, raise challenges to our ability to ``scale-up'' statistical approaches that involve both modelling and computational issues. Modelling issues relate to the interest in parsimony of...

Dynamic models, also termed state space models, comprise an extremely rich model class for time series analysis. This dissertation focuses on building state space models for a variety of contexts and computationally efficient methods for Bayesian inference for simultaneous estimation of latent...

The modelling and analysis of complex stochastic systems with increasingly large data sets, state-spaces and parameters provides major stimulus to research in Bayesian nonparametric methods and Bayesian computation. This dissertation presents advances in both nonparametric modelling and...