[Forum SIS] Seminar prof. DAVID KAPLAN (University of Wisconsin, Madison) - BOLOGNA, 04/28/2016

[Silvia Bianconcini]

Apologies for cross-posting
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DIPARTIMENTO DI SCIENZE STATISTICHE
Universita' degli Studi di Bologna
Via delle Belle Arti, 41 - 40126 Bologna
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Seminar on "Bayesian model averaging for structural equation models"

Prof. DAVID KAPLAN
Department of Educational Psychology
University of Wisconsin, Madison

Thursday April 28, 2016 at 2:30 p.m.
Aula II, Department of Statistical Sciences
via delle Belle Arti, 41 - Bologna

Abstract:
This talk presents results on the use of Bayesian model averaging as a means of addressing predictive performance in Bayesian structural equation models. The current approach to addressing the problem of model uncertainty from a Bayesian perspective lies in the method of Bayesian model averaging. We expand the work of Madigan and his colleagues by considering a structural equation model as a special case of a directed acyclic graph. We then provide an algorithm that searches the model space for sub-models and obtains a weighted average of the sub-models using posterior model probabilities as weights. Our simulation study provides a frequentist evaluation of our Bayesian model averaging approach and indicates that when the true model is known, Bayesian model averaging does not yield necessarily better predictive performance compared to non-averaged models. However, our case study using data from an international large-scale assessment reveals that the model-averaged sub-models provide better posterior predictive performance compared to the initially specified model.

Anyone interested is invited to participate.

Details: http://www.stat.unibo.it/it/eventi/statistics-seminar-2016-bayesian-model-averaging-for-structural-equation-models

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Silvia Bianconcini
Dipartimento di Scienze Statistiche
Universita' di Bologna
Via delle Belle Arti 41 - 40126 Bologna, ITALY
tel: +39 051 2098257 fax: +39 051 232153
skype: silviabi2
e-mail: silvia.bianconcini at unibo.it
http://www2.stat.unibo.it/bianconcini/


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