[Forum SIS] PhD Tutorial Course ELIAS MORENO (Univ. de Granada) - Padova, 23th April 2010

[Patrizia Piacentini]

Apologies for cross-posting
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DIPARTIMENTO DI SCIENZE STATISTICHE
Universita' degli Studi di Padova
Via C. Battisti, 241 - 35121 Padova
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PhD SCHOOL IN STATISTICS - XXV cicle
Tutorial Course on:

OBJECTIVE BAYESIAN MODEL
SELECTION STATISTICAL PROCEDURES

by

ELIAS MORENO
Universidad de Granada

Friday 23rd April, 2010
10.30-12.30
14.30-16.30
Aula Cucconi

Abstract
This tutorial develops Bayesian model selection procedures without
assuming subjective prior information on both the models involved
and the parameters of these models. The posterior uncertainty of the
models chosen will be measured by the model posterior probabilities,
and the goal of the theory is thus the computation of these quantities.
An important statistic that naturally appears in the computation of the
model posterior probabilities is the Bayes factor. We will analyze
through some relevant problems, including the variable selection and
clustering problems, the difficulties for computing Bayes factors.
We will specially consider the Bayesian Information Criterion (BIC),
a well-known approximation to the Bayes factor developed by Schwarz
(1987), and the relatively recent Bayes factor for intrinsic priors
(Berger and Pericchi 1996, Moreno 1997, Moreno et al. 1998). These
latter priors are nowadays recognized to be objective prior that
provides Bayes factors having excellent properties for small and large
samples sizes.

http://www.stat.unipd.it/phd/courses_2010

Anyone interested is invited to participate


-- 
Patrizia Piacentini
Organizing Secretariat Events
tel  049 8274167 - fax 049 8274170
e-mail segrorg at stat.unipd.it