[Forum SIS] UNIBO Statistics Seminars

[Silvia Cagnone]

We are glad to announce the following Statistics Seminar:


Wednesday, May  10th, 2017

Aula Magna, 2:30 p.m.
Piazza Scaravilli 2, Bologna


         Elvezio Ronchetti (University of Geneva)


Robust Filtering





Abstract: Robust statistics deals with deviations from ideal models and develops statistical procedures which are still reliable and reasonably efficient in a small neighborhood of the model.  We first review some fundamental ideas developed in robust statistics which can be used to construct robust statistical procedures in fairly general settings.
We then adapt these ideas to filtering methods, which are powerful tools to estimate the hidden state of a state-space model, by defining a concept of robustness for a filter and by proposing robust filters which provide accurate state and parameter inference in the presence of model misspecifications.

Joint work with L. Calvet and V. Czellar.




Contact persons:  Giuseppe Cavaliere, Alessandra Luati


The schedule of the statistics seminars are available at http://www.stat.unibo.it/it/dipartimento/seminari-di-statistica-2017



Silvia Cagnone
Department of Statistical Sciences "Paolo Fortunati"
University of Bologna
Via delle Belle Arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098213  Fax: +39 051 232153
http://www2.stat.unibo.it/cagnone/

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