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National Institute for Applied Statistics Research Australia Seminar Series
July 22, 2019 @ 2:30 pm - 3:30 pm
Asst. Prof. Daniel Simpson
Canada Research Chair
Department of Statistical Sciences
University of Toronto
Sometimes having a continuous interpretation is useful. Sometimes it isn’t. A story about Gaussian random fields
Viewing Gaussian random fields (GRFs) as solutions to differential equations has been a useful theoretical trick since Whittle’s pioneering work in the mid 1950s. More recently, Lindgren, Rue and Lindström (2011) leveraged this idea and added to the lively literature on using basis function expansions as a way to scale up GRFs. In this talk, I will explore some of our successes with this idea, some of our failures, and some thoughts for where this can go in the future.