statistical climatology and statistics for energy sciences

Mixed graphical-basis models for large nonstationary and multivariate spatial data problems

Dr. William Kleiber, Associate Professor of Applied Mathematics, University of Colorado, USA

Nov 5, 14:00 - 15:00

B1 L4 R4102

multivariate spatial processes statistical climatology and statistics for energy sciences

In this talk, we explore a graphical model representation for the stochastic coefficients relying on the specification of the sparse precision matrix. Sparsity is encouraged in an L1-penalized likelihood framework. Estimation exploits a majorization-minimization approach. The result is a flexible nonstationary spatial model that is adaptable to very large datasets.