Statistical Laboratory Seminars

Seminar Schedule:

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Tuesday 16 May

3.15pm Andrew Wood (University of Nottingham)
Applications of saddlepoint techniques in statistics

Abstracts and Further Details:

Tuesday 16 May

3.15pm Andrew Wood (University of Nottingham)

Saddlepoint approximations are remarkable both for their theoretical properties and for their numerical accuracy. This talk will begin with a brief review of saddlepoint methods in statistics, focusing on developments in the last 25 years or so. Then the following applications will be discussed: (i) approximation of the Fisher-Bingham normalising constant (useful in directional statistics and shape analysis); (ii) approximation of passage time distributions in ion channel models with time interval omission; and (iii) current work on approximating the distribution of a certain functional of Brownian motion.