Advanced modern statistical methods (2014)

  • Lecturer: Professor Havard Rue
  • Formal stuff
  • If you are interested in this course, send me an email to be added to the email-list for this course.
  • Lectures: We will use these lecture times: Monday 8-10, Tuesday 8-10, Friday 12-15, but usually not all in all weeks. Lectures starting 8 means 08.30. Fridays we will start 12.30 unless there is a "pearl seminar" (or an adm-meeting) for which we will start 13.15. The room is 734, S2.
    • Week 4: Lectures M + T + F
    • Week 5: Lectures F
    • Week 6: Lectures F
    • Week 7: Lectures M + T + F (from 13.15…)
    • Week 8: Lectures M + T
    • Week 9: Lectures M + T
    • Week 10: No Lectures
    • Week 11: Lectures T + F
    • Week 12: Lectures M + T + F
    • Week 13: Lectures M + T
    • Week 14: Lectures M + T + F (if required, we do three).
    • Week 15: Lectures M + T (End of course)
    • To be continued
  • Active student participation is expected in this course.

Tentative syllabus (will be completed along the way)

  • Exact recursions for Hidden Markov chains, dynamic programming and its applications. (Chapter 3)
  • Gaussian Markov random fields (GMRFs), theory, algorithms and applications.
  • Latent Gaussian models, approximative Bayesian inference using integrated nested Laplace approximations and the R-INLA package. (PAPER1, PAPER2)
  • Gaussian fields as GMRFs. (PAPER1)
  • Construction of priors (PAPER1, PAPER2).
2014-03-25, hrue