Department Seminar by Alexander Stringer

Tuesday, January 26, 2021 10:00 am - 10:00 am EST (GMT -05:00)

Please Note: This seminar will be given online.

Department Seminar

Alexander Stringer
University of Toronto

Link to join seminar: Hosted on Webex.

Bayesian Inference for Extended Latent Gaussian Models


I introduce a fast and scalable approximation methodology for posterior distributions in a novel class of Extended Latent Gaussian models. I apply the method in several difficult examples in epidemiology, astrophysics, and other fields, demonstrating the analysis of more complex models and larger data than existing methods. In addition I prove that the approximations yield credible sets with asymptotically correct coverage probabilities. The method improves upon the popular INLA methodology for these reasons. I finish by describing ongoing work including the implementation of the method in open source software.