Gaussian Processes as a Tool to Represent Complex Phenomena

Presented by Marcin Jurek, Department of Statistics and Data Sciences, University of Texas at Austin

Thursday, Jan 19 2023
3:30 PM-4:30 PM ET
AUST 105
Webex Meeting Link

Methods based on Gaussian processes are emerging as some of the most important and versatile tools in statistics these days but in the past, their wider application was hampered by poor scalability. In this talk, we will discuss a specific approximation algorithm and describe in detail its construction and properties. We will then show that it is particularly well suited to spatio-temporal problems as well as data assimilation and explain how it can be used in this context. We will also illustrate that the proposed methods can be used in a wide variety of fields, ranging from atmospheric sciences to studying human mobility.