PhD student in Statistics at Bielefeld University interested in doubly stochastic processes and their application to ecology 🦈, sports 🏈 and finance 📈
Website: https://janolefi.github.io
GitHub: https://github.com/janolefi
Jan-Ole Fischer
Usage is simple: Existing RTMB machinery + passing a bandwidth argument to LaMa’s forward():
🔗 janolefi.github.io/LaMa/referen...
We develop a banded approximation to the forward algorithm (used to evaluate the HMM likelihood) thereby constructing the required sparsity.
The trade-off between computational efficiency and accuracy can be controlled by a single bandwidth parameter.
LaMa and RTMBdist updated 😊
(R)TMB can integrate out high-dimensional random effects — such a those arising from the GMRF approximation of the SPDE approach — if the Hessian w.r.t. the random effects is sparse. This is not the case for the HMM likelihood because the observed process in HMMs is not Markovian.
New preprint 📑 Fast inference in HMMs with latent Gaussian fields (via SPDE approach + RTMB) ⚡️
🔗 arxiv.org/abs/2603.17469
We modify the forward algorithm to recover a sparse Hessian ➡️ Fast automatic Laplace approximation
Case studies: 1) Detecting stellar flares 2) Lion movement w spatial field
If it works, it works
webRios is live. #rstats on your iPhone and iPad.
I showed native R compilation on #iOS last week. Shipping it is another story (thanks, GPL). This version uses #webR 's #WebAssembly build instead. Different tradeoffs, but this one clears App Review.
apps.apple.com/us/app/webri...
new diamond open-access Journal of Statistical Ecology launched 🎉🎉🎉 jse.centre-mersenne.org @fredbarraquand.bsky.social @oaggimenez.bsky.social @marieaugermethe.bsky.social @vianeylb.bsky.social (apologies to any Bsky editors I missed)
We have a new preprint on covariate-driven #HMMs!
doi.org/10.48550/arX...
@olemole.bsky.social, @rolandlangrock.bsky.social
• commonly used hypothetical stationary distribution can be biased⚠️
• we propose 2 approaches allowing unbiased inference
• simulations and case study on Galápagos tortoises🐢🗺️
