| Name | Position | E-mail address | Phone mumber |
|---|---|---|---|
| Erlend Aune | Ph. D. student | erlenda (at) math ntnu no | +47 91805590/ +47 (735) 93151 |
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I am doing a Ph. D. in statistics and I am working on high-dimensional statistical inference using matrix functions and Krylov methods for linear and non-linear problems. Applications include linear and non-linear inversion of the Zoeprits equations for seismic reflection coefficients to elastic parameters and the use of linear stochastic partial differential equations as priors for the elastic parameters. Typically, these problems involve Gaussian Markov random fields and hence very sparse matrices. Progress report can be found here. I am developing a C++ library for computing log-determinants, marginal variances and sampling from high-dimensional Gaussian Markov random fields. It is in alpha stages and can be found here |
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- Krylov methods for matrix functions - High dimensional inference - Sparsity of signals - Stochastic SPDEs - (Numerical) Linear algebra |