Edmond Chow, Professor and Associate Chair, School of Computational Science and Engineering, Georgia Institute of Technology
Tuesday, June 06, 2023, 16:00
- 17:00
Building 2, Level 5, Room 5220
Coffee Time: 15:30 - 16:00. Kernel matrices can be found in computational physics, chemistry, statistics, and machine learning. Fast algorithms for matrix-vector multiplication for kernel matrices have been developed, and is a subject of continuing interest, including here at KAUST. One also often needs fast algorithms to solve systems of equations involving large kernel matrices. Fast direct methods can sometimes be used, for example, when the physical problem is 2-dimensional. In this talk, we address preconditioning for the iterative solution of kernel matrix systems. The spectrum of a kernel matrix significantly depends on the parameters of the kernel function used to define the kernel matrix, e.g., a length scale.
Sunday, June 04, 2023, 15:00
- 16:00
Building 4, Level 5, Room 5220; https://kaust.zoom.us/j/99802128930
Contact Person
The Integrated Nested Laplace Approximations (INLA) method has become a commonly used tool for researchers and practitioners to perform approximate Bayesian inference for various fields of applications. It has become essential to incorporate more complex models and expand the method’s capabilities with more features. In this dissertation, we contribute to the INLA method in different aspects.
Tuesday, May 30, 2023, 15:30
- 17:30
Building 1, Room 4102; https://kaust.zoom.us/my/zhedong
Contact Person
The commonly used leave-one-out and K-fold cross-validation methods are not suitable for structured models with multiple prediction tasks. To overcome this limitation, we introduce leave-group-out cross-validation, which allows groups to adapt to different tasks. We propose an automatic group construction method and provide an efficient approximation for latent Gaussian models. Moreover, this method is conveniently implemented in the R-INLA software.
Sunday, May 28, 2023, 15:00
- 16:00
Building 1, Level 4, Room 4102; https://kaust.zoom.us/j/7276313489
Contact Person
Latent Gaussian models (LGM) are widely used but struggle with certain datasets that contain non-Gaussian features, such as sudden jumps or spikes. This dissertation aims to provide tools for researchers to check the adequacy of the fitted LGM (criticism); if the check fails, offer efficient and user-friendly implementations of latent non-Gaussian models, which lead to more robust inferences (robustification).
Monday, June 06, 2022, 15:00
- 17:00
Building 3, Level 5, Room 5209; https://kaust.zoom.us/j/94924228096
Contact Person
Bayesian inference is particularly challenging on hierarchical statistical models as computational complexity becomes a significant issue. Sampling-based methods like the popular Markov Chain Monte Carlo (MCMC) can provide accurate solutions, but they likely suffer a high computational burden.
Prof. Mats Julius Stensrud, Department of Mathematics, EPFL
Wednesday, February 16, 2022, 16:00
- 17:00
Building 9, Level 2, Room 2322
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A competing event is any event that makes it impossible for the outcome of interest to occur. The presence of competing events requires us to be careful about the interpretation of classical causal estimands. In particular, the average treatment effect captures effects through the competing event, pathways that may not be of primary interest. As a solution, we suggest the separable effect, inspired by Robins and Richardson’s extended graphical approach. We will give criteria that allow different interpretations of the separable effects and present identification conditions that can be evaluated in causal graphs.
Sunday, November 07, 2021, 15:00
- 16:00
Building 1, Level 4, Room 4102, https://kaust.zoom.us/j/92565175019
Contact Person
The statistical analysis based on the quantile method is more comprehensive, flexible, and not sensitive against outliers compared to the mean methods. The study of the joint disease mapping focuses on the mean regression. This means they study the correlation or the dependence between the means of the diseases by using standard regression. However, sometimes one disease limits the occurrence of another disease. In this case, the dependence between the two diseases will not be in the means but in the different quantiles; thus, the analyzes will consider a joint disease mapping of high quantile for one disease with low quantile of the other disease.
Sigrunn Sorbye, Associate Professor, UiT The Arctic University of Norway
Thursday, February 20, 2020, 12:00
- 13:00
Building 9, Level 2, Room 2322
In this talk I will discuss statistical models which incorporate temperature response to the radiative forcing components. The models can be used to estimate important climate sensitivity measures and give temperature forecasts. Bayesian inference is obtained using the methodology of integrated nested Laplace approximation and Monte Carlo simulations. The resulting approach will be demonstrated in analyzing instrumental data and Earth system model ensembles.
Monday, November 18, 2019, 00:00
- 23:45
Auditorium 0215, between building 2 and 3
2019 Statistics and Data Science Workshop confirmed speakers include Prof. Alexander Aue, University of California Davis, USA, Prof. Francois Bachoc, University Toulouse 3, France, Prof. Rosa M. Crujeiras Casais, University of Santiago de Compostela, Spain, Prof. Emanuele Giorgi, Lancaster University, UK, Prof. Jeremy Heng, ESSEC Asia-Pacific, Singapore, Prof. Birgir Hrafnkelsson, University of Iceland, Iceland, Prof. Ajay Jasra, KAUST, Saudi Arabia, Prof. Emtiyaz Khan, RIKEN Center for Advanced Intelligence Project, Japan, Prof. Robert Krafty, University of Pittsburgh, USA, Prof. Guido Kuersteiner, University of Maryland, USA, Prof. Paula Moraga, University of Bath, UK, Prof. Tadeusz Patzek, KAUST, Saudi Arabia, Prof. Brian Reich, North Carolina State University, USA, Prof. Dag Tjostheim, University Bergen, Norway, Prof. Xiangliang Zhang, KAUST, Saudi Arabia, Sylvia Rose Esterby, University of British Colombia, Canada, Prof. Abdel El-Shaarawi, Retired Professor at the National Water Research Institute, Canada. View Workshop schedule and abstracts here.
Dr. Anna Freni-Sterrantino, Imperial College, London
Sunday, November 10, 2019, 15:00
- 16:30
Building 1, Level 4, Room 4214
Contact Person
Dr. Anna Freni-Sterrantino is currently collaborating with Prof. Haavard Rue to develop methodology to implement Multivariate Conditional Autoregressive Models in R-INLA. This event is in the form of a discussion group on current progress and future plans.
Thursday, May 09, 2019, 12:00
- 13:00
B9 L2 Lecture Hall 1
Contact Person
Joint models have received increasing attention during recent years with extensions into various directions; numerous hazard functions, different association structures, linear and non-linear longitudinal trajectories amongst others. They gained popularity amongst practitioners by the ability to incorporate various data sources. In this talk, we will introduce joint models and provide some conceptual ideas about their use and necessity. Also, we will illustrate how these models can be formulated as Latent Gaussian Models and hence be implemented using R-INLA.