CSAIL Event Calendar

We set the problem of forecasting cause/country/sex/age-specific mortality in the framework of cross-sectional time series with covariates. We build a class of priors for the regression coefficients starting from prior knowledge on mortality. In particular, we show how to use experts' knowledge on patterns of variation of mortality over age groups, countries and time to build a rich and detailed class of smoothness functionals for the expected value of log-mortality. We will also show that for this class of problems some prior information about the regularization parameters is available.