Picture of Ben Shaby
Research Seminar Speaker
Date Monday, March 2nd, 2020
Room: Tea and Refreshments with Faculty and Speaker Weniger Room 245 (Statistics Conference Room)
Time: Tea and Refreshments with Faculty and Speaker 3:00pm - 3:45pm
Room: Seminar Weniger Hall, Room 149
Time: Seminar 4:00 pm to 4:50 pm
Cost: Free and open to the public

Title:

Hierarchical Scale Mixtures for Flexible Spatial Modeling

 

Abstract:

Scale mixtures of Gaussian processes have emerged as desirable candidates for modeling extremal phenomena in space.  They are intuitive, simple to describe constructively, and flexible in the types of extremal dependence that they can represent.  Inferences for these models using censored likelihoods has been limited to very small datasets due to the presence of a high-dimensional Gaussian integral that must be evaluated numerically.  Rather than integrating over a latent Gaussian process, we condition on it, expressing the model hierarchically.  This way, we allow Markov chain Monte Carlo to do the hard integration, and open the door to inference on much larger datasets than were previously possible.

 

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