- 12/1 started on recursions for HMM. Finish this part next week.
Almost everything "important" is in section 1.3.1, 1.3.2 and 1.3.3.
The simulation recursion is only discussed in the lectures.
The rest of the lecture notes is really worth reading!
- 9/2 We are now discussing Chapter 4 in the GMRF book, and we ended with discussing the aux-var
technique for probit regression.
We will finish chapter 4 (and then Chapters 1-4 in the GMRF-book) during next lecture 23rd Feb. (There is no lecture 16th Feb.)
- 23/2 We finished Chapter 4 of the GMRF-book today and project 2 is out.
We will start with INLA next week. The book-chapter ``Chapter12'' is a good summary of GMRFs,
including how to compute marginal variances.
- 1/3 Started discussing INLA.
- 8/3 Discussed Laplace approximations in general. see the Tierny-Kadane paper.
- 15/3 No lectures
- 5/4 Next lecture: putting it all together into INLA; illustration of the R-INLA package with standard and non-standard extentions.
- 12/4 No lectures
- 19/4 Guest lectures by Leonhard Held, Univ of Zurich, about 'Objective Bayesian model selection'. Part I
- 20/4 Part II and III of Held's lectures 10.15-12, lunch, 13.30-15. Same room. Email email@example.com. asap, if you want to particiate in the lunch event.