Iain Murray
University of Edinburgh
(http://homepages.inf.ed.ac.uk/imurray2/)
Wednesday 14th March 2012
4pm
B10 Seminar Room, Basement,
Alexandra House, 17 Queen Square, London, WC1N 3AR
Sampling hierarchical latent Gaussian models
Abstract:
Latent Gaussian models are a standard workhorse for statistical modelling. Applications are found in diverse areas such as astro-physics, and modelling sports outcomes. They are also a useful test-bed for probabilistic inference methods, as several difficulties manifest themselves that are common to many inference problems. I'll outline some of my work on Markov chain Monte Carlo methods for simulating the posteriors of hierarchical latent Gaussian models.