Dynamic Generalized Linear Models
Annual DECIDE workshop 2024
September 23-27 at University of Copenhagen
Focus of the workshop
In 2024, focus will be on non-Gaussian state space models - for instance where observations follow a binomial distribution. Also other distributions (particularly Poisson) may occur. Such models are referred to as Dynamic Generalized Linear Models (DGLMs).
In order to work with DGLMs at an advanced level, a good understanding of linear algebra and the relevant (possibly multi-variate) distributions is required. In order to make sure that all participants have the necessary understanding of these topics, brush-up sessions are included in the workshop.
It is strongly recommended that participants bring own time series data with them to the workshop. During the week, there will be time allocated to work with own data. For those who are not able to bring own data, a data set will be provided. At the end of the workshop, participants present the results of their own analyses.
In 2024 we will again try to integrate the participants' own data more actively in the plenum sessions compared to the first version in 2022. Therefore, on the first day of the workshop, participants bringing their own data with them will be asked to give a presentation of the data so that the organizers and the other participants will obtain a common understanding of the data.
Preliminary list of topics covered in 2024
- Linear algebra, brush up
- DLM, basic concepts
- Introduction to DGLMs
- Estimation of variance components
- DGLMs with univariate binary responses
- DGLMs with multivariate (including hierarchical) responses
- DGLMs with Poisson observations
- Early warning systems based on DGLMs
Time schedule
The workshop will start at 10:00 on the 23rd of September, and it will close at 14:00 on the 27th of September. Other days, we typically start at 9:00 or 10:00 and close at 16:30.
A preliminary program for the workshop is available.
Lecturers and instructors
Carolina Mendes Galante Merca, PhD student
Leonardo Victor de Knegt, Associate professor
Dan Børge Jensen, Associate professor
Anders Ringgaard Kristensen, Professor
Registration
Send an e-mail to ark@sund.ku.dk (Anders Ringgaard Kristensen) no later than the 15th of August 2024 and provide the following information (if you have already registered directly to Leonardo Victor de Knegt, you do not need to register again):
- Name
- Title
- Affiliation
- Role in DECIDE
- A short description of your own data
The number of participants is limited to 20. Members of the DECIDE project group have priority but others may attend if there is room.
Deadline for registration is the 15th of August 2024.
Literature
A (the) classical introduction to the field is the book by West & Harrison:
West, M. & J. Harrison. 1997. Bayesian Forecasting and Dynamic Models. 2nd Edition. Springer Series in Statistics. Springer, New York.
In the workshop we will use our own textbook notes:
Kristensen, A.R., E. Jørgensen & N. Toft. 2010. Herd Management Science. II. Advanced topics. Academic Books, Copenhagen. ISBN: 9788763461214.
The textbook will be supplemented with selected articles illustrating the methods discussed. A very brief overview of basic probability theory and distributions may be found in Appendix A of Volume I of Herd Management Science.
Software
The workshop will be based entirely on R and we use the RStudio graphical interface for R. All participants are expected to have both software systems installed. The workshop does not include any formal introduction to R. It is just used as a tool.
Practical information
A separate page provides practical information about transportation, meals and accommodation.