[Forum SIS] Seminario 27 maggio prof. M. Peruggia

[Dip. Scienze Statistiche - Mi]

Il Dipartimento di Scienze Statistiche dell'Università Cattolica del Sacro Cuore ha organizzato un seminario, presentato dal prof. Mario Peruggia, Ohio State University, dal titolo:


Reconciling two Popular Approaches for
Summarizing Case Influence in Bayesian Models



Mercoledì 27 Maggio dalle ore 11,30

in Aula G 053



Università Cattolica del Sacro Cuore - Milano

Largo Gemelli,1 - Edificio Lanzone 18

Abstract:
Methods for summarizing case influence in Bayesian models take essentially two forms: (1) use common divergence measures for calculating distances between full-data posteriors and case-deleted posteriors, and (2) measure the impact of infinitesimal perturbations to the likelihood to gain information about local case influence.  Methods based on approach (1) lead naturally to considering the behavior of case-deletion importance sampling weights (the weights used to approximate samples from the case-deleted posterior using samples from the full posterior).  Methods based on approach (2) lead naturally to considering the curvature of the Kullback-Leibler divergence of the full posterior from the case-deleted posterior.  By examining the connections between the two approaches, we establish a rationale for employing low-dimensional summaries of case influence that are obtained entirely via the variance-covariance matrix of the log importance sampling weights.

This is joint work with Zachary Thomas and Steven MacEachern.



Segreteria Organizzativa:


Barbara Villa
Dipartimento di Scienze statistiche
Edificio Via Lanzone, 18
Dip.scienzetatistiche at unicatt.it<mailto:Dip.scienzetatistiche at unicatt.it>
Tel. +39 02 7234 2647
Fax +39 02 7234 3064
http://dipartimenti.unicatt.it/scienze_statistiche


Università Cattolica del Sacro Cuore
Largo Gemelli 1, 20123 Milano
www.unicatt.it<http://www.unicatt.it/>


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