Elizabeth Eli Holmes
Research Scientist, NOAA Fisheries
Affiliate faculty, SAFS, University of Washington
National Marine Fisheries Service (NOAA)
Northwest Fisheries Science Center
2745 Montlake Blvd E, Seattle, WA 98112
My research is focused on stochastic processes and statistical models for complex multivariate systems. Lately, much of what I do involves developing algorithms for fitting multivariate
autoregressive state-space (MARSS) models to time-series data, which comes up in vector autoregressive state-space modeling, dynamic linear modeling, MAR(1) modeling,
and dynamic factor analysis. I developed an EM algorithm for fitting a general constrained version of these models and develped the
MARSS package for fitting such models.
I consult with researchers in many different fields (as much in economics and finance as in my field of training, ecology). I also teach and develop teaching
material on fitting and understanding such models.
My long blurb on my ecological research
I am part of a NWFSC research group working in the area of hierarchical modeling and inference.
Group members include Eli Holmes, Eric Ward, Mark Scheuerell, and Brice Semmens, along with their post-docs and students.
We develop statistical methods for ecological problems and apply these to
resource and endangered species management questions. We collaborate a lot with folks at UW/SAFS and NCEAS.