no subject (file transmission)

[Renata Rotondi <reni@iami.mi.cnr.it>]

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=                             C.N.R. - I.A.M.I.                       =
=  Istituto per le Applicazioni della Matematica e dell'Informatica   =
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                      AVVISO DI SEMINARIO

Si comunica che martedi` 4 giugno 1996 alle ore 14.30, presso la sede
del CNR (via Ampere 56, Milano) aula A, la Professoressa

                 Merlise CLYDE,
    ISDS, Duke University, Durham (U.S.A.)

terra` una conferenza sul tema:

        
        Multiple Shrinkage and Subset Selection in Wavelets

Abstract: The problem of dimension reduction in orthonormal bases for
function spaces, such as a wavelet basis, is an important issue in 
statistical modelling. Using all elements of the basis results in 
fitting the data exactly and dimension reduction by eliminating 
insignificant coefficients is important. Selecting the single best 
model or subspace ignores model uncertainty and may not lead to 
satisfactory inferences. In addition, there may be several models with
similar posterior model probabilities. Bayesian methods offer an 
effective and conceptually appealing alternative: decisions can be 
based on a mixture of plausible models rather than a single model, where
each model contributes to the decision proportionally to the support 
it receives from the observed data. As the number of possible models is
typically large (2^n), efficient stochastic or deterministic search 
methods to identify models with high posterior probability are needed. 
We describe an approximation to the posterior model probablilities. 
This can be used in importance sampling or a Metropolis-Hastings 
algorithm to efficiently and quickly identify models with high 
posterior probability to be used in the mixture, or used directly to 
calculate an approximate posterior distribution under model averaging 
without sampling. The proposed Bayes solution uses the estimated mixture
model and results in nonlinear shrinkage of the wavelet coefficients.
			
Con l'invito ad intervenire, La prego di dare la piu` ampia diffusione 
al presente annuncio.


                                     Il Direttore dello IAMI

                                     Eugenio Regazzini

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per informazioni rivolgersi a:

Renata Rotondi
Istituto per le Applicazioni della Matematica e dell'Informatica
Via Ampere, 56
20131 Milano
reni@iami.mi.cnr.it 
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