[Forum SIS] Avviso di seminario :: Ventura a DSS (Scienze Statistiche, Sapienza)

[Pierpaolo Brutti]

-----------------------------------------------------------------------------
 A v v i s o   d i   S e m i n a r i o
-----------------------------------------------------------------------------
Venerdì 31 Gennaio, ore 11am
-----------------------------------------------------------------------------

Stanza 34
Dipartimento di Scienze Statistiche
Sapienza Università di Roma

LAURA VENTURA
(Dip. di Scienze Statistiche, Università degli Studi di Padova)

terrà un seminario dal titolo

PSEUDO-LIKELIHOODS FOR BAYESIAN INFERENCE

tutti gli interessati sono invitati a partecipare.

-----------------------------------------------------------------------------

Maggiori informazioni sui seminari presso il DSS sono
consultabili a quest'indirizzo: http://goo.gl/Y6OQYm

Saluti

Pierpaolo Brutti - Fulvio De Santis

---

Summary

In the presence of models with complicated dependence structures, of
multidimensional nuisance parameters, or of model miss-specifications,
both frequentist and Bayesian inference may encounter some theoretical
and computational difficulties, since the ordinary likelihood may be
too difficult or even impractical to compute. In order to take into
proper account such difficulties, it is possible to consider
surrogates of the original likelihood, which produce the wide class of
the so-called pseudo-likelihoods. In this talk we review the
properties and applications of the so-called pseudo-posterior
distributions, i.e. posterior distributions derived from the
combination of a pseudo-likelihood function with suitable prior
information. Some examples are illustrated.
-------------- next part --------------
A non-text attachment was scrubbed...
Name: laura_ventura.pdf
Type: application/pdf
Size: 40349 bytes
Desc: not available
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20140127/ca76824b/attachment-0001.pdf>