[Statlist] Next talk: Wednesday, 22.05.2019, with Haakon Bakka, King Abdullah University

[Maurer Letizia]

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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:

Wednesday, 22.05.2019, at 15.15 h  ETH Zurich HG G19.1
with Haakon Bakka, King Abdullah University

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Title:

Fundamental ideas of the stochastic partial differential equations approach to defining random effects<https://www.math.ethz.ch/sfs/news-and-events/research-seminar.html?s=fs19#e_13590>

Abstract:

In this talk, we will first give a short background on (local) differential operators, sparse discretisations, and GMRFs, and a practical motivation for continuously indexed models. Then we give a brief overview of some PDEs used to model physical processes, and turn these into SPDEs, getting the corresponding spline penalties, spatial, and spatio-temporal models. We outline a proof method for existence and uniqueness of solutions. These SPDEs naturally give the class of Matern models, and extend this class in several directions that are interesting for applications. We apply the approach to two general settings and produce non-separable and non-stationary space-time models.

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

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