Dr I D Currie
Department of Actuarial Mathematics and Statistics
Heriot-Watt University
Riccarton
Edinburgh EH14 4AS
UK
tel: (+44) 131 451 3208
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.
My principal research interests are in smoothing methods, particularly penalized regression. Recent work has been motivated by applications to the modelling and projecting of 2-dimensional mortality data. This has led to the development of 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 slides for the GLAM session at RSS 2009 provide a nice introduction to the range of applications possible with GLAM.
For reference only: here is some material from the 2010-11 course
Last modified: 7 September 2011.