[Forum SIS] DEC Statistics Seminar -May 12th

[Raffaella Piccarreta]

Dear all, we are glad to announce the next: 




DEC - Statistics Seminar 


Thursday, May 12th 


Bocconi University, 

Room 3-E4-SR03 

Via Rontgen 1 - 3rd floor 

Time: 12:30 pm 



Antonio Canale (Università degli Studi di Torino) 

" Bayesian multiscale mixture models " 

Abstract: 


The Bayes density estimation literature is dominated by single scale methods, with the exception of Polya trees, which produce overly-spiky densities even when the truth is smooth. We propose a multiscale family of priors, which produce smooth realizations that do not rely on hard partitioning of the support. At each level in an infinitely-deep binary tree, we place a dictionary density. Using a stick-breaking characterization, stochastically decreasing weights are allocated to the finer scale dictionary elements. A slice sampler is used for posterior computation, and properties are described. The method characterizes densities with locally-varying smoothness, and can produce a sequence of coarse to fine density estimates. An extension for Bayesian testing of group differences is introduced and applied to DNA methylation array data. The method is also implemented in the msBP R package, which is briefly introduced. 

Kind regards, 

Raffaella Piccarreta and Isadora Antoniano 



The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar 



ATTENTION: 

If you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please confirm your participation by sending an email to martina.ercoli a unibocconi.it 
In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier. 


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Raffaella Piccarreta 
Prof. Associato - Statistica 
DEC - Department of Decision Sciences, 
Universita' L.Bocconi, via Guglielmo Röntgen 1 (3rd floor, room D1-09). 20136, Milano. 
email: piccarreta a unibocconi.it 
tel. +39-02-58365659 / fax +39-02-58365630 

Web page (ENGLISH VERSION): http://faculty.unibocconi.eu/raffaellapiccarreta/ 
(ITALIAN VERSION): http://faculty.unibocconi.it/raffaellapiccarreta/ 
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