Håvard Rue

Norwegian University of Science and Technology

Presentation title: Spatial modeling and computation using SPDE:s

Håvard Rue is professor in statistics at the Department of Mathematical Sciences, Norwegian University of Science and Technology. His research interest includes Bayesian computing and spatial statistics, which is summarised through R-INLA package, see www.r-inla.org. He has been an associate editor for JRSS series-B, Scandinavian Journal of Statistics, Statistic Surveys, Annals of Statistics and Environmetrics. His main research interest has been Gaussian Markov random fields (GMRF) models, and with Leonhard Held he has written a monograph on the subject published by Chapman & Hall. GMRFs is also a main ingredient doing (fast and accurate) approximate Bayesian analysis for latent Gaussian models using integrated nested Laplace approximations (INLA), which is published as a discussion paper for JRSS series B 2009 co-authored with S.Martino and N.Chopin. The webpapge www.r-inla.org provides an R-interface to the INLA methodology. The recent research interest is taking GMRFs into geostatistics using stochastic partial differential equations as the bridge, which provides an explicit link between certain Gaussian fields and GMRFs in triangulated lattices.