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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Kriging with mixtures

Presented by John Haslett, Trinity College Dublin

9 November 2011 16:00 in CM221

Motivated by issues in palaeo-climate reconstruction, this paper introduces several methodological novelties to the generic issue of temporal smoothing of data in a Bayesian setting. These methodologies include: the use of data-marginal posteriors as a starting point for smoothing; a fast algorithm, even for multi-modal signals, when these are approximated by finite Gaussian mixtures; the use of a Normal Inverse Gaussian distribution as a prior for a smoother that may respond to multi-modal data-marginal posteriors that exhibit abrupt changes. Additionally, and exploiting the speed, the method deals naturally with temporal uncertainty in the underlying data.

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