Statistical models based on stochastic partial differential equations

Statistical models based on stochastic partial differential equations

Internship Description

The student will learn about modern statistical methods based on stochastic partial differential equations (SPDEs). One important advantage with formulating statistical models using SPDEs is that it facilitates non-Gaussian extensions of several popular Gaussian models. Such extensions are useful for applications where the data has features that cannot be captured by Gaussian models. The goal of the project is to implement and compare these models for applications to longitudinal medical data and spatial environmental data.

Deliverables/Expectations

​​Written report and computer code that reproduces the results

Faculty Name

David Bolin

Field of Study

Statistics