[Forum SIS] Avviso seminario Prof. Gerda Claeskens

[Dottorato Statistica]

PhD Program in Statistics, Department of Statistics, University of Milan
Bicocca

 

A short course on model selection and model

averaging

 

Prof. Gerda Claeskens

OR & Business Statistics, K.U.Leuven

 

Summary

This short course explains different criteria for model selection, such as
Akaike's information criterion AIC and the Bayesian information criterion
BIC with a deeper understanding of where they originate, what they intend to
optimize, and how they should be understood and used. Concepts such as
consistency and efficiency will be explained. Models may also be needed for
estimation of specific targets, e.g. prediction at a certain point.
Selecting a model that is best for that purpose leads to the focused
information criterion FIC, which will be discussed. As an alternative to
selecting one single model, we consider model averaging, and discuss the
uncertainty involved with model selection. Data examples will be worked out.

 

 

The course will be held at the Department of Statistics, University of
Milan-Bicocca building U7, 2nd floor, room 2019, on 19th and 20th September
2011.

 

The timing of the course is as follows.

19th September 2011:

Lecture 1               14:30 - 16:30

Break                    16:30 - 16:45

Lecture 2               16:45 - 18:45

 

20th September 2011:

Lecture 1                9:30 - 11:30

Break                     11:30 - 11:45

Lecture 2               11:45 - 13:30

Lunch break

If need an additional hour will be held on the afternoon from 14:30.

 

-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20110909/cd72e739/attachment.html>