Statistics and Data Science Seminar
Zhengyuan Zhu
Iowa State University
High Order Laplace Approximation for Design and Statistical Inference of Dependent Data
Abstract: Laplace approximation has been used in many statistical applications
to approximate integrals. In this talk we present several applications
which use high order Laplace approximation to derive theoretical
results and develop efficient algorithms, including construction of
prediction interval which has zero second order coverage probability bias,
design criteria for prediction with estimated covariance parameters,
theoretical comparison of predictive densities for dependent observations,
and approximate inference for spatial generalized linear mixed models.
Wednesday March 16, 2011 at 3:00 PM in SEO 636