Seminar on Computationally Intensive Data Analysis 2005 - 2006

(Laskentaintensiivisen data-analyysin seminaari, syksy 2005 - kevät 2006)

Time and place: Thursday 14–16, room B120 (Exactum).
Supervisors: Prof. Lasse Holmström, univ. lecturer Petri Koistinen.

Spring 2006

Topic

This spring, we will concentrate on the book

J. Kaipio, E. Somersalo Statistical and Computational Inverse Problems, Springer 2005.

Schedule

Feb 9. Markku Similä, Finnish Institute of Marine Research: Classical regularization methods [Ch. 2 of Kaipio & Somersalo].
Feb 16. Markku Similä: Classical regularization methods (continued).
Feb 23. No meeting.
Mar 2. Simopekka Vänskä: Statistical inversion theory [Ch. 3 of Kaipio & Somersalo].
Mar 9. Simopekka Vänskä: Statistical inversion theory (continued).
Mar 16. Meeting cancelled.
Mar 23. Petri Koistinen: Gaussian densities in statistical inversion [Ch. 3.4 of Kaipio & Somersalo].
Mar 30. Petri Koistinen: Gaussian densities in statistical inversion (continued).
Apr 6. Petri Koistinen: MCMC methods in statistical inversion [Ch. 3.6 of Kaipio & Somersalo].
Apr 13. No meeting (Easter break).
Apr 20. Marko Laine, Finnish Meteorological Institute: Hierarchical models in statistical inversion [Ch. 3.7 of Kaipio & Somersalo]
Apr 27. Lasse Holmström: Nonstationary inverse problems [Ch. 4 of Kaipio & Somersalo].
May 4. No meeting.
May 11. Lasse Holmström: Nonstationary inverse problems (continued).

Fall 2005

Topic

This fall, the seminar concentrates on semiparametric statistical models using as its primary source part II of the book

W. Härdle, M. Müller, S. Sperlich, A. Werwatz, Nonparametric and Semiparametric Models, Springer 2004.

Semiparametric models combine parts that are unknown functions (unknown infinite dimensional parameters) with parts that are unknown finite dimensional parameters. In practice, the unknown functions are estimated using nonparametric function estimators, e.g., smoothers.

An electronic version of the book is available online. Go to the XploRe ebooks page: seek for the title of the book and select the html version (the pdf version is incomplete).

Active participation in the seminar (i.e., giving talks) is rewarded with credits.

Schedule

Sep 22. Lasse Holmström: Nonparametric estimation of functions.
Sep 29. Lasse Holmström: Generalized linear models.
Oct 6. No meeting.
Oct 13. Lasse Holmström: Generalized linear models (continued).
Oct 20. No meeting.
Oct 27. Fabian Hoti: Single index models.
Nov 3. Fabian Hoti: Single index models (continued).
Nov 10. Petri Koistinen: Generalized partial linear models.
Nov 17. Petri Koistinen: Generalized partial linear models (continued).
Nov 24. No meeting.
Dec 1. Petri Koistinen: An explanation of generalized profile likelihoods.
Dec 8. No meeting.
Dec 15. Lasse Holmström: Additive models.

Last updated 2006-04-27 16:03
Petri Koistinen
petri.koistinen 'at' helsinki.fi