The statistics seminar at Universitat Politècnica de Catalunya will host Haavard Rue, who will talk about “Penalising model component complexity: A principled practical approach to constructing priors”. The talk will be on Wednesday, March 22 at 2pm. For directions see here.
Professor Rue’s research interests lie in computational Bayesian statistics and Bayesian methodology such as priors, sensitivity and robustness. His main body of research is built around the R-INLA project (www.r-inla.org), which aims to provide a practical tool for approximate Bayesian analysis of latent Gaussian models, often at extreme data scales.