Bakgrunn og aktiviteter
I am a professor in statistics at Department of Mathematical Sciences. My research is in the area of computational (Bayesian) statistics and spatial statistics.
Håvard Rue is professor in statistics at the Department of Mathematical Sciences, Norwegian University of Science and Technology. His research interest includes Bayesian computing and spatial statistics, which is summarised through R-INLA package, see www.r-inla.org. He has been an associate editor for JRSS series-B, Scandinavian Journal of Statistics, Statistic Surveys, Annals of Statistics and Environmetrics. His main research interest has been Gaussian Markov random fields (GMRF) models, and with Leonhard Held he has written a monograph on the subject published by Chapman & Hall. GMRFs is also a main ingredient doing (fast and accurate) approximate Bayesian analysis for latent Gaussian models using integrated nested Laplace approximations (INLA), which is published as a discussion paper for JRSS series B 2009 co-authored with S.Martino and N.Chopin. Recent results also put GMRFs into geostatistics using stochastic partial differential equations as the bridge, which provides an explicit link between certain Gaussian fields and GMRFs in triangulated lattices (published as a discussion paper for JRSS series B in 2011, with F.Lindgren and J.Lindstrøm).
Vitenskapelig, faglig og kunstnerisk arbeid
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- (2011) An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach. Journal of The Royal Statistical Society Series B-statistical Methodology. vol. 73.
- (2011) Simultaneous Credible Bands for Latent Gaussian Models. Scandinavian Journal of Statistics. vol. 38 (4).
- (2009) Approximate Bayesian Inference in Spatial Generalized Linear Mixed Models. Scandinavian Journal of Statistics. vol. 36 (1).
- (2009) Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. Journal of The Royal Statistical Society Series B-statistical Methodology. vol. 71.
- (2007) Recursive computing and simulation-free inference for general factorizable models. Biometrika. vol. 94.
- (2002) Fitting Gaussian Markov random fields to Gaussian fields. Scandinavian Journal of Statistics.