[Forum SIS] Fwd: [Random] Seminario di Nicolas Bousquet a Pavia

[Eleonora Perversi]

Venerdi' 19 settembre  2014, alle ore 11,
presso l'aula Beltrami del Dipartimento di  Matematica dell'Universita'
degli Studi di Pavia (via Ferrata 1, Pavia)

 Nicolas Bousquet (EDF Research and Development, Dpt. of Industrial Risk
Management, Chatou)

terrà il seminario dal titolo

*Some ideas about prior elicitation in Bayesian risk and reliability
analysis*

When dealing with small samples and large uncertainties in statistical risk
and reliability analysis (typically when a highly reliable industrial
component is studied, or when focusing on extreme events with the
appropriate statistical theory), the help of Bayesian analysis, allowing to
incorporate expert assessments based on technical knowledge, past ground
experiments, meta-analyses.. , can be useful. Technically, it is needed to
encode prior information into one or several statistical distributions. We
review here some difficulties arising in practice, both technical and from
the point of view of a control authority. Some methodological ideas about
how eliciting a "good" prior are discussed, especially in the context where
several sampling models can be compared (and their priors must be calibrated
 to do so). A major idea is speaking in terms of virtual data.
Applications will deals with conjugate priors, some discrete models and
Weibull, Gamma and extreme values models.

Gli interessati sono invitati a partecipare.

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