[Forum SIS] DEC Statistics Seminar -May 19th

[Raffaella Piccarreta]

Dear all, 
We are glad to announce the next: 




DEC - Statistics Seminar 

Thursday, May 19th 


Bocconi University, 

Room 3-E4-SR03 

Via Rontgen 1 - 3rd floor 

Time: 12:30 pm 



Alessandra Guglielmi (Politecnico di Milano) 

" Bayesian nonparametric modeling of multiple time series: an application to recurrent events " 

Abstract: 


In this talk, I am going to present a class of semiparametric Bayesian models for multiple time series, when the time window is not necessarily the same for each subject in the sample. Time dependency is taken into account through autoregressive models for the observations or for the subject-specific random effects. The autoregressive parameters are given a Bayesian nonparametric mixture prior: in the simplest case, the random mixing distribution is the Dirichlet process, but more general random probabilities, as normalized completely random measures, can be assumed. Covariates may be included in this framework. I will also discuss basic Bayesian techniques to choose the order of dependence of the autoregression, as well as MCMC algorithms to simulate from the posterior. This class of models will be applied in the context of recurrent events, when individuals experience a relatively small number of repeated events. These types of processes arise frequently in medical studies, where information is often available on many individuals, each of which may experience transient clinical events repeatedly over a period of observation. Therefore, the sequence of waiting times between recurrent events of the patient represents the individual time series. An application of this model to repeated infection data will be illustrated. 

This is a joint ongoing work with Maria De Iorio and Marta Tallarita, UCL (UK) and Giorgio Paulon, Politecnico di Milano. 

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. 


-- 
*************************************************** 
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/ 
*************************************************** 
---
Dai il tuo 5x1000 alla Bocconi.
Aiuta gli studenti meritevoli a costruire il proprio futuro.
CF 80024610158.
www.unibocconi.it/5x1000

Please note that the above message is addressed only to individuals filing Italian income tax returns.
---
-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20160512/7db2676a/attachment-0001.html>
-------------- parte successiva --------------
Un allegato non testuale è stato rimosso....
Nome:        ModuloVisitorPass&Privacy.pdf
Tipo:        application/pdf
Dimensione:  56070 bytes
Descrizione: non disponibile
URL:         <http://www.stat.unipg.it/pipermail/sis/attachments/20160512/7db2676a/attachment-0002.pdf>
-------------- parte successiva --------------
Un allegato non testuale è stato rimosso....
Nome:        A.Guglielmi.19.05.16.pdf
Tipo:        application/pdf
Dimensione:  44958 bytes
Descrizione: non disponibile
URL:         <http://www.stat.unipg.it/pipermail/sis/attachments/20160512/7db2676a/attachment-0003.pdf>