CUSO2019

Lecture slides and R files for CUSO2019.

These are the lectures and R files for Numerical Computation for Statistics, CUSO2019, Villars-sur-Ollon, 1-4 September 2019, Finn Lindgren.

• cuso2019.pdf (Lectures)
• gmrf.pdf (How to compute GMRF related quantities)
• R/helpers.R (helper functions)
• R/misc.R (code for the approximate Bayesian method assessment in the lectures)

Further references:

• Presentation from IMSC, Toulouse, 2019 with more details on the non-Gaussian temperature model
• Gneiting and Raftery (2007), JASA, Stricly Proper Scoring Rules, Prediction, and Estimation, https://doi.org/10.1198/016214506000001437
• Aki Vehtari is doing work on leave one out cross validation and related methods:
  Full publication list
  e.g. Magnusson et al (2019)