Progress

Candidate: Erlend Aune

Main supervisor: Jo Eidsvik, Department of Mathematical Sciences, NTNU
Auxilliary supervisor: Bjørn Ursin, Department of Petroleum Engineering and Applied Geophysics, NTNU

Working title: Bayesian Inversion of Seismic Data

Start: 04.09.08

Estimated time for defense of thesis: Autumn 2012

Publications

• Preprint: Iterative numerical methods for sampling from high dimensional Gaussian distributions (pdf)
• arXiv: Parameter estimation in high dimensional Gaussian distributions (arXiv page)

Attendance at conferences / workshops

• Selbu, Norway, September 2008: Trondheim Symposium in Statistics
• Geilo, Norway, February 2009: Winter School on Optimisation
• Warwick, UK, March 2009: EPSRC Symposium Workshop on Markov Chain-Monte Carlo
• Voss, Norway, June 2010: Nordic Conference on Mathematical Statistics. Presented: Iterative methods for sampling a Gaussian in high dimensions
• Dublin, Ireland, August 2011: ISI 2011. Presented: Log-likelihood evaluation for high dimensional Gaussian distributions

Courses

• MA8701 General Statistical Methods
• MA8702 Advanced Modern Statistical Methods.
• MA8704 Probability Theory and Asymptotic Techniques.
• TMA4270 Multivariate Analysis

Updates related to research directions

• Fall 2008 : Courses amounting to 22.5 credits, definition of problem and research challenges connected to problem.
• Spring 2009 : Courses amounting to 15 credits, moving in the direction of sampling high dimensional non-stationary Gaussian Markov random fields. Initiated research collaboration with Ywo Pokern attacking these fields.
• Spring 2010: Initiated research on inversion of reservoir properties from elastic parameters with Ulrich Theune, Statoil.
• Fall 2010: Research on high dimensional determinant approximations with Daniel Simpson
• Attacking computational challenges in high dimensional sampling and determinant approximation with CUDA.