## Iain Currie's Home Page

Dr I D Currie

Department of Actuarial Mathematics and Statistics

Room CM:T12, Colin Maclaurin Building

Heriot-Watt University

Riccarton

Edinburgh, EH14 4AS, UK

**tel:** (+44) 131 451 3203

**fax:** (+44) 131 451 3249

**e-mail:** I.D.Currie@hw.ac.uk

I work in the
Department of Actuarial Mathematics and Statistics in the School of Mathematical and Computer
Sciences at Heriot-Watt
University.

#### Research

My principal research interests are in smoothing methods,
particularly penalized regression. Current work is
on Centred Mixed Models which are designed to
remove bias in mixed models with smoothing at more than one level.

Earlier, Paul Eilers, Maria Durbin and I
developed GLAM, a high speed, low storage
method of smoothing data that are arranged in multidimensional arrays.
A Generalised Linear Array Model or GLAM is a generalized linear model
where (i) the data are arranged in an array and (ii) the model matrix
can be written as a Kronecker product. If you'd like to know more
about GLAM then have a look at
The GLAM
web page
The
slides for the GLAM session at RSS 2009 provide a nice
introduction to the range of applications possible with GLAM.

Abstracts and slides for the Joy of
Smoothing meeting in June 2014 can be found here.

Recent
publications

Recent talks

Blogs: an occasional informal discussion on mortality modelling
and forecasting for Longevitas. Latest blog: 1 February, 2016.

*Last modified: 2 February, 2016.
*