SPDEs

Statistical models based on stochastic partial differential equations

Prof. David Bolin, Statistics, KAUST

Nov 14, 12:00 - 13:00

B9 L2 H1 R2322

statistics SPDEs

The talk will give an overview of some recent developments of statistical models based on stochastic partial differential equations. We will in particular focus on equations with non-local differential operators or non-Gaussian driving noise, and explain when any why such models are useful. As motivating applications, analysis of longitudinal medical data and ocean waves will be considered.