[Statlist] Friday, November 6, 2015 with Egil Ferkingstad (NTNU Trondheim, Norway / University of Iceland)

[Sekretariat SfS]

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ETH and University of Zurich

Organisers:

Proff. P. Bühlmann - L. Held - T. Hothorn - M. Maathuis -
N. Meinshausen - S. van de Geer - M. Wolf

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We are glad to announce the following talk:

Friday, November 6, 2015 at 15.15h  ETH Zurich HG G 19.141
with Egil Ferkingstad (NTNU Trondheim, Norway / University of Iceland)
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Title:

Recent progress in the R-INLA project for Bayesian computation

Abstract:

After briefly introducing the INLA approach for Bayesian computation, I will discuss two topics we're currently working on. Topic 1: A new copula-based correction (http://arxiv.org/abs/1503.07307) for difficult cases, allowing us to push the boundaries of applicability of INLA while adding minimal computational cost. Topic 2: Providing sensible, default, weakly informative priors. I will present the ideas behind Penalized Complexity priors (http://arxiv.org/abs/1403.4630), focusing on work in progress showing how the idea of distributing the overall variance between different model components gives a good strategy for specifying joint priors for hierarchical models.

This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar

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