[Forum SIS] DEC - Statistics Seminars - March 2nd

[Raffaella Piccarreta]

Dear all, we are glad to announce the next: 


DEC - Statistics Seminars 

Thursday, March 2nd 


Bocconi University, 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 

Time: 12:30 pm 



Nicolas Chopin 
(ENSAE, Ecole Nationale de la Statistique et de l'Administration Economique) 

Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation 

Abstract: 
Whenever a new approach to perform Bayesian computation is introduced, a common practice is to showcase this approach on a binary regression model and datasets of moderate size. This paper discusses to which extent this practice is sound. It also reviews the current state of the art of Bayesian computation, using binary regression as a running example. Both sampling-based algorithms (importance sampling, MCMC and SMC) and fast approximations (Laplace and EP) are covered. Extensive numerical results are provided, some of which might go against conventional wisdom regarding the effectiveness of certain algorithms. Implications for other problems (variable selection) and other models are also discussed. 
(Joint work with James Ridgway) 


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


Kind regards, 
Raffaella Piccarreta and Isadora Antoniano 



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 
Associate Professor - Statistics 
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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