Bayesian inference for high-dimensional nonstationary Gaussian processes: Neyman seminar

Bayesian inference for high-dimensional nonstationary Gaussian processes: Neyman seminar

Neyman Seminar
Sep 30, 2020, 04:00 PM - 05:00 PM | Evans Hall | Happening As Scheduled
Mark Risser, Lawrence Berkeley National Laboratory

Abstract: In spite of the diverse literature on nonstationary spatial modelling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets on a personal laptop. For statisticians and data scientists who wish to conduct posterior inference and prediction with appropriate uncertainty...