[Statlist] Next talk: Friday, May 9, 2014 with Iain Currie (Heriot-Watt University, Edinburgh)

[Rey-Lutz Cecilia]

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ETH and University of Zurich

Organisers:
Profs. P. Bühlmann - R. Furrer - L. Held - T. Hothorn - H.R. Kuensch - M. Maathuis -
N. Meinshausen - S. van de Geer - M. Wolf

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We are glad to announce the following talk

Friday, May 9, 2014 at 15.15h  ETH Zurich HG G 19.1
with Iain Currie (Heriot-Watt University, Edinburgh)                                                *****************************************************************************************
Title:
GLAM: Generalized Linear Array Models


Abstract:
A Generalized Linear Array Model (GLAM) is a generalized linear model where the data lie on an array and the model matrix can be expressed as a Kronecker product. GLAM is conceptually attractive since its high-speed, low-footprint algorithms exploit the structure of both the data and the model. GLAMs have been applied in mortality studies, density estimation, spatial-temporal smoothing,variety trials, etc. In this talk we

(1) describe the GLAM ideas and algorithms in the setting of the original motivating example, two-dimensional smooth model of mortality,

(2) give an extended discussion of a recent application to the Lee-Carter model, an important model in the forecasting of mortality.

References
Currie, I. D., Durban, M. and Eilers, P. H. C. (2006) Generalized linear array models with applications to multidimensional smoothing.
Journal of the Royal Statistical Society, Series B, 68, 259-280.
DOI reference: http://doi:10.1111/j.1467-9868.2006.00543.x

Currie, I. D. (2013) Smoothing constrained generalized linear models with an application to the Lee-Carter model. Statistical Modelling, 13,69-93.
DOI reference: http://doi:10.1177/1471082X12471373


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This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar
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