Dr I D Currie
Department of Actuarial Mathematics and Statistics
Room CM:T12, Colin Maclaurin Building
Edinburgh, EH14 4AS, UK
tel: (+44) 131 451 3203
fax: (+44) 131 451 3249
I work in the Department of Actuarial Mathematics and Statistics in the School of Mathematical and Computer Sciences at Heriot-Watt University.
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.
Blogs: an occasional informal discussion on mortality modelling and forecasting for Longevitas. Latest blog: 1 February, 2016.
Last modified: 2 February, 2016.