[Forum SIS] Seminari prof. Berger

[Brunero Liseo]

A completamento dell'annuncio sul ciclo di seminari che il prof. James O.
Berger terrà presso la facoltà di Economia Sapienza Università di Roma
​secondo il calendario seguente ​

Bayesian Model Selection

Aula 6B, piano terra​
​

​F​
acoltà di Economia, Via del Castro Laurenziano, 9,

Lunedì 22 gennaio ore 11-13

Martedì 23 gennaio ore 16.30-18

Mercoledì 24 gennaio 11.30-13

Mercoledì 24 gennaio 14.30-16



​si allega abstract dei singoli seminari ​

Abstract: These lectures address the Bayesian approach to hypothesis
testing and model uncertainty, with extensive comparisons to the classical
approaches to these subjects.

The first lecture, "Introduction to Bayesian Hypothesis Testing," begins
with a brief introduction to Bayesian analysis, for students who have not
been exposed to the subject. The lecture then goes on to highlight the main
issues, through a discussion of p-values (the classical approach to
hypothesis testing) versus Bayes factors (the Bayesian approach), primarily
done through pedagogical examples. The first lecture (after a break) will
go on to present the formalism of Bayesian hypothesis testing, with
examples.

The second lecture "Interfaces Between Testing Paradigms," will take a step
back to the historical development of statistics, and describe how the
classical and Bayesian approaches of hypothesis testing developed, and show
that there is currently methodology that is completely compatible with both
perspectives.

The third lecture "Essentials of Bayesian Model Uncertainty," extends the
first two lectures to the subject of dealing with many possible statistical
models. Interestingly, none of the basic methodology changes - it just
becomes more difficult to implement.

The final lecture focuses on "Variable Selection in the Linear Model,"
arguably the most important statistical problem, and discusses Bayesian
resolutions that have amazing properties, as well as software that
implements the methodology.


-- 

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Brunero Liseo
*Dip. di metodi e modelli per il territorio, l'economia e la finanza *
*Sapienza Università di Roma*

*Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973
Fax +39 06 4957606
*https://sites.google.com/a/uniroma1.it/bruneroliseo/
<https://sites.google.com/a/uniroma1.it/bruneroliseo/>*
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