[Forum SIS] Avviso di Seminario Marta Nai Ruscone - 05.04.2018

[Roberto Di Mari]

************************************************************
********************
AVVISO DI SEMINARIO
************************************************************
********************

Il Dipartimento di Economia e Impresa dell’Università di Catania ha
organizzato il seminario:




*Model-based Clustering with R-vine*

*Marta Nai Ruscone*

*Università Cattolica del S. Cuore, Milano (IT)*







Giovedì 5 Aprile 2018, ore 11.30

Aula 1 -­‐ Palazzo delle Scienze.

Corso Italia 55, Catania.





*Abstract*:


Finite mixtures are applied to perform model-based clustering of
multivariate data. Existing models are not flexible enough for modelling
the dependence of multivariate data since they rely on potentially
undesirable correlation restrictions to be computationally tractable. We
discuss a model-based clustering method via R-vine copula to understand the
complex and hidden dependence patterns in
correlated multivariate data. One of the advantages of this approach is
that it accounts for the tail asymmetry of the data by using blocks of
asymmetric bivariate copulas. We use simulated and real datasets to
illustrate the proposed
procedure.



I colleghi interessati sono cordialmente invitati a partecipare.

-----

Roberto Di Mari, PhD
Department of Economics and Business
University of Catania
Corso Italia, 55, 95128, Catania, Italy.
Phone: +(39) 095753764
Email*: * roberto.dimari a unict.it
Website: http://www.datasciencegroup.unict.it/content/roberto-di-mari
-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20180403/91bcba33/attachment.html>