[Forum SIS] Avviso di seminario - Dr. Luigi Spezia BioSS

[Maria Giovanna Ranalli]

Lunedi 16 Gennaio, ore 15
Dipartimento di Economia, Finanza e Statistica, Aula 201
Università degli Studi di Perugia
.: Luigi Spezia, Biomathematics & Statistics Scotland :.
.: BAYESIAN VARIABLE SELECTION IN MARKOV MIXTURE MODELS :.

 
Abstract 
Several Bayesian methods have been proposed in the recent years to perform variable selection in the case of linear and generalized linear models. We review three of the most popular algorithms and show how they can be adapted to two models belonging to the class of Markov mixture models (MMM), i.e. the non-homogeneous hidden Markov models (NHHMMs) and the Markov switching autoregressive models with covariates (MSARMs). We also propose a new method in order to efficiently tackle the variable selection issue, both when the complexity of the model is high, as in MMM, and when the exogenous variables are strongly correlated. Numerical comparisons of the competing methods are presented via simulation examples. Finally, three ecological and environmental applications will be presented: the mapping of the species distribution of freshwater pearl mussels in a river through Bernoulli NHHMMs; the analysis of the dynamics of two stream isotopes and an air pollutant through non-homogeneous MSARMs.

The talk is based on joint works with Roberta Paroli (Catholic University of Milan), Mark Brewer (Biomathematics & Statistics Scotland), Susan Cooksley (The James Hutton Institute), Christian Birkel (University of Aberdeen).


M. Giovanna Ranalli

~ Dipartimento di Economia, Finanza e Statistica
~ Sezione di Statistica
~ Via Pascoli
~ Universita' degli Studi di Perugia
~ 06123 Perugia - Italy

~ Tel +39 075 5855245
~ Fax +39 075 5855950
~ url: www.stat.unipg.it/~giovanna