The National Audit Office uses OR to assess the value for money of public services

Supreme audit institutions (SAIs) have an important role in assessing value for money in the delivery of public services. Assessing value for money necessarily involves assessing counterfactuals: good value for money has been achieved if a policy could not reasonably have been delivered more efficiently, effectively, or economically. Operations research modelling has the potential to help in the assessment of these counterfactuals. However, is such modelling too arcane, complex, and technically burdensome for organisations that, like SAIs, operate in a time- and resource-constrained and politically charged environment? We report on three applications of modelling at the UK's SAI, the National Audit Office, in the context of studies on demand management in tax collection, end-of-life care, and health-care associated infections. In all cases, the models have featured in the audit reports and helped study teams come to a value-for-money judgment. We conclude that OR modelling is indeed a valuable addition to the value-for-money auditor's methodological tool box.

Aspects of particle filtering in high-dimensional spaces

Nonlinear data assimilation is high on the agenda in all fields of the geosciences as with ever increasing model resolution and inclusion of more physical (biological etc.) processes, and more complex observation operators the data-assimilation problem becomes more and more nonlinear. The suitability of particle filters to solve the nonlinear data assimilation problem in high-dimensional geophysical problems will be discussed. Several existing and new schemes will be presented and it is shown that at least one of them, the Equivalent-Weights Particle Filter, does indeed beat the curse of dimensionality and provides a way forward to solve the problem of nonlinear data assimilation in high-dimensional systems.