When: Thursday 18th January 2018, 13:00-14:00.
Included in meeting:
Let us welcome you all to the first BRAG meeting of the year to be held on January 18, 2018, Thursday (Tomorrow) at 1.00 pm in Y801. Pubudu and Fadhah are going to present in this meeting. The title and abstract of their talks are given below.
Title: Spatial Sampling Design for Optimal Sensor Placement
Abstract: In this session I will give an introduction about optimal sensor placement within a geographical region of interest to provide accurate predictions at unsampled locations. I will also discuss how to incorporate the parameter uncertainty into design criteria to correctly represent the uncertainty in prediction. At the end, I will demonstrate the use of Approximate Coordinate Exchange (ACE) algorithm to search for the optimal design.
Title:Regular vine matrix representation and useful R-vine functions from VineCopula package
Abstract: Regular vine copula (R-vine) becomes an interesting and popular multivariate model in the literature due to its huge flexibility for modelling multivariate dependence structures. The main steps of this model are selecting the best order of the variables, selecting the most appropriate bivariate copula type for each pair and estimating the corresponding parameters. Implementing these model in a computer program is a very difficult task.
Therefore, R-vine array representation was developed in literature in order to provide a convenient way of implementing R-vine models. In my talk, I will give a short introduction of Regular vine and R-vine array representation. I will also introduce some useful R-vine functions (for statistical inference of R-vine) from VineCopula packages.
We look forward to meeting you all tomorrow!
Thanks and regards,
Farzana and Trish