Events

We have an active programme of events, including seminars, training workshops and public engagement activities.

All events

Fanny Empacher

Date: 20 March 2024
Time: 2:00 pm
Location: Seminar Room, The Observatory
Seminars

University of St Andrews

Title: Efficient Methods for Fitting Nonlinear Non-Gaussian State Space Models of Wildlife Population Dynamics

Abstract: State-space models (SSMs) are a popular and flexible framework for modelling time series due to their ability to separate changes in the underlying state of a system from the noisy observations made on these states. However, fitting these models can sometimes be challenging. In my thesis, I explored methods for fitting these models in non-linear and non-Gaussian Bayesian SSMs, using a case study of the UK grey seal population. Here, I give an introduction to these methods and summarise the findings of my thesis. These include a comparison of sequential Monte Carlo methods with the much faster Kalman filter which uses a linear and normalized approximation, and how estimating likelihood components separately can lead to a 5-fold increase in speed.