[Forum SIS] Seminario Proff. Casella e Moreno

[Elio Mineo]

Il Dipartimento di Scienze Statistiche e Matematiche ”Silvio Vianelli”
dell'Università di Palermo annuncia che Martedì 12 Luglio alle ore
10.00, presso l’Aula “Antonino Mineo”, secondo piano, Facoltà di
Economia, George Casella, University of Florida, ed Elıas Moreno,
University of Granada, terranno un seminario dal titolo:
“Cluster Analysis, Model Selection, and Prior Distributions on Models”

Abstract
Clustering is an important and challenging statistical problem for which
there is an extensive literature. Modeling approaches include mixture
models and product partition models. Here we develop a product partition
model and a model selection procedure based on Bayes factors from
intrinsic priors. We find that the choice of the prior on model space is
of utmost importance, almost overshadowing the other parts of the
clustering problem, and we examine the behavior of posterior odds based
on different model space priors. We find, somewhat surprisingly, that
procedures based on the often-used uniform prior (in which all models
are given the same prior probability) lead to inconsistent model
selection procedures. We examine other priors, and find that a new
prior, the hierarchical uniform prior, leads to consistent model
selection procedures and has other desirable properties. We then
specialize to the case of linear models, and examine our procedures, and
competitors, on a range of examples.
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Angelo M. Mineo
Professore di Statistica
Dipartimento di Scienze Statistiche e Matematiche
Università di Palermo
Viale delle Scienze, Edificio 13
90128 - Palermo
URL: http://dssm.unipa.it/elio
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