MA8702 --- 2016
- Lecturer: Håvard Rue
- Lectures: Tuesdays 12-15, room 734, SII. First time 12th Jan
Tenative syllabus (will be completed along the way)
- Exact recursions for Hidden Markov chains, dynamic programming and its applications. (Chapter 3) (local copy)
- 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, Paper about Laplace-approximations)
- Gaussian fields as GMRFs. (PAPER1)
FINAL syllabus
- Exact recursions for Hidden Markov chains, dynamic programming and its applications. (Chapter 3) (local copy)
- 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, Paper about Laplace-approximations)