[Forum SIS] Avviso seminario Alessio Farcomeni

[Luca Greco]

Buongiorno,
chiedo di dare diffusione del seguente avviso di seminario.

We are glad to announce the following Statistics Seminar:


Tuesday, October 16th, 4:15 pm

Department DEMM - University of Sannio - Benevento
Sala Consiglio, Piazza Arechi II, Palazzo De Simone, Benevento

Prof. Alessio Farcomeni from Sapienza University of Rome

Trimming and wild trimming procedures for robust clustering with mild  
and gross outliers

Abstract
Trimming principles play a central role in robust statistics. In this  
seminar we recap the main uses of impartial trimming for robust  
cluster analysis, with special attention to three recent developments.  
In the first part we introduce a trimmed mixture of contaminated  
Gaussian densities, which is useful for increasing efficiency by  
incorporating mild outliers into the estimation set. A penalized  
likelihood procedure with a theoretically optimal penalty parameter  
allows us to select the optimal trimming proportion, also in the more  
classical case of Gaussian mixtures (tclust). We then remove the  
necessity of selecting a trimming parameter in advance by using an  
iteratively reweighted version of the procedure, initialized from a  
high trimming level and then refined as possible. The resulting  
procedure is highly efficient despite a breakdown point corresponding  
to the initial trimming level. Finally, we remove the necessity of  
specifying both the trimming parameter and the number of clusters  
through an iterative clustering procedure rooted in the Forward Search  
approach, which replaces the original K-population (robust) estimation  
problem with K distinct one-population steps. The procedure is  
grounded on novel theoretical results concerning wild trimming, that  
is, trimming more than 50% of the observations. The three methods are  
illustrated on an original data example concerning the identification  
of source from illicit drug shipments seized in Italy and Spain. 

Based on joint works with Andrea Cerioli, Francesco Dotto, Luis-Angel  
Garcìa-Escudero, Agustìn Mayo-Iscar, Antonio Punzo, Marco Riani. 


-- 
Luca Greco
Ricercatore SECS/S-01 - Statistica
Università degli Studi del Sannio
tel: 0824 305245
url: https://sites.google.com/site/lucagrecohomepage/

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