Research Seminar Series in Statistics and Mathematics
The Institute for Statistics and Mathematics (Department of Finance, Accounting and Statistics) cordially invites everyone interested to attend the talks in our Research Seminar Series, where internationally renowned scholars from leading universities present and discuss their (working) papers.
No registration required.
The list of talks for the summer term 2019 is available via the following link: https://www.wu.ac.at/en/statmath/resseminar
Motivated by trying to develop spatio-temporal models of 4 decades worth of daily air pollution measurements from the UK black smoke monitoring network, this talk discusses the challenges associated with generalized additive (or Gaussian latent process) modelling of 10 million data using models with around 10000 coefficients and 10 to 30 smoothing parameters. It is shown how parallelization can be achieved, provided that fitting methods are developed that are sufficiently block oriented to scale well, and how discretization of covariates can be exploited for further substantial gains in efficiency. The developed methods reduced computation times from weeks to around 5 minutes, for the motivating pollution model and are available in R package mgcv.
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