[Forum SIS] Seminario Università Cattolica 22.2.2013 prof.ssa Massam

[Dip. Scienze Statistiche - Mi]

Il Dipartimento di Scienze Statistiche dell'Università Cattolica del Sacro Cuore ha organizzato un seminario, presentato dalla Prof.ssa Helen MASSAM, della York University, Toronto, Canada, dal titolo:



The Bayes factor and the BIC for sparse data

in discrete models

Venerdì 22 Febbraio dalle ore 12,00

in Aula G 153



Università Cattolica del Sacro Cuore - Milano

Largo Gemelli,1 Edificio Lanzone 18

Abstract:
The Bayes factor and the Bayesian Information Criterion (BIC) are standard tools for model selection in the class of discrete loglinear models.
For discrete Bayesian networks, using  the hyper-Dirichlet as a prior, Steck and Jaakola (2002) noticed that in general, as previously observed, when the parameter $\alpha$ of the hyper Dirichlet becomes small, that is when the effect of the prior is negligible with respect to the data, the Bayes factor tends to favour sparse models. However, they also observed  that occasionally and not infrequently with sparse data, the Bayes factor does not follow this behaviour but rather the behaviour of the Bayes factor varies with the data. We will analyse this situation for general hierarchical discrete loglinear models and show how the Bayes factor and BIC have to be modified for sparse data.





Si prega di confermare la propria presenza inviando una e-mail a: dip.scienzestatistiche at unicatt.it<mailto:dip.scienzestatistiche at unicatt.it>
Il seminario è gratuito, ma l'iscrizione necessaria ai fini organizzativi.

Grazie
Segreteria Organizzativa:
Sig.ra Barbara Villa
Tel. 02-7234.2647 - Fax 02-7234.3064
e-mail: dip.scienzestatistiche at unicatt.it






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