• UCL Twitter account
  • UCL YouTube channel
  • UCL Facebook page
  • UCL SoundCloud channel
  • UCL iTunes store

Information for Staff

Calendar

Select dates to view past and future events

14:30 - 17:00 29 July 2016

Structured Dynamic Graphical Models & Scaling Multivariate Time Series

Location

The British Library
Gate 8 Midland Road, | London | NW1 2DB | United Kingdom

Open to: Academic | Student
Admission: Free
Ticketing: Ticketed

Mike West, visiting speaker from Duke University, discusses some of their recent R&D with dynamic statistical models for multivariate time series forecasting that represents a shift in modelling approaches in response to the coupled challenges of scalability and model complexity. Building “simple” and computationally tractable models of univariate time series is a starting point. Decouple/Recouple is an overlaid strategy for coherent Bayesian analysis: That is, “decouple” a high-dimensional system into the lowest-level components for simple/fast analysis; and then, “recouple”– on a sound theoretical basis– to rebuild the larger multivariate process for full/formal/coherent inferences and predictions.


Contact

Louise Chisholm
46292 | eresearch@ucl.ac.uk


Links

Registration