[Forum SIS] DEC Seminar - November 22nd / Matteo Ruggiero

[Raffaella Piccarreta]

DEC - Statistics Seminar 
Università Bocconi, 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 12:30pm 

The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar 

Thursday, November 22nd 


Matteo Ruggiero 
(Università di Torino) 



"Infinite-dimensional diffusions in Bayesian inference and mathematical biology" 

Abstract 

We consider some recently introduced infinite-dimensional diffusion processes, related to certain random probability measures such as the GEM, the two-parameter Poisson-Dirichlet and the normalized inverse Gaussian distribution, with a twofold purpose: Bayesian nonparametric inference for discretely observed continuous-time phenomena and dynamic modeling of the species abundances in a large population. We show how some of these diffusions can be constructed and interpreted in a biological framework, by means of explicit population modeling and limit theorems, and how they can be used for defining time-dependent semi parametric mixture models in a Bayesian setting, which, with the aid of appropriate simulation strategies, are in turn used for estimating a time-indexed density surface. 


*************************************************** 
Raffaella Piccarreta 
DEC - Department of Decision Sciences, 
Universita' L.Bocconi, via Guglielmo Röntgen 1 (3rd floor, room D1-09). 20136, Milano. 
email: piccarreta a unibocconi.it 
tel. +39-02-58365659 / fax +39-02-58365630 

Web page (ENGLISH VERSION): http://faculty.unibocconi.eu/raffaellapiccarreta/ 
(ITALIAN VERSION): http://faculty.unibocconi.it/raffaellapiccarreta/ 
*************************************************** 
-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20121115/ab213b1c/attachment-0001.html>
-------------- parte successiva --------------
Un allegato non testuale è stato rimosso....
Nome:        M. Ruggiero 22.11.12.pdf
Tipo:        application/pdf
Dimensione:  25604 bytes
Descrizione: non disponibile
URL:         <http://www.stat.unipg.it/pipermail/sis/attachments/20121115/ab213b1c/attachment-0001.pdf>