[Forum SIS] Seminar: MORENO BEVILACQUA (Universidad de Valparaiso), DAIS - Ca' Foscari, February 20, 11.00 am

[Isadora ANTONIANO VILLALOBOS]

The Department of Environmental Sciences, Informatics and Statistics (DAIS)
of the Ca' Foscari University of Venice, is glad to invite you to the
following Seminar:

*Time and place: *20/02/2019, 11:00 am
Campus Scientifico <https://apps.unive.it/mappe/sede/990025>, via Torino
155, 30172 Mestre (VE)
Building Zeta   - Meeting room B

*Speaker:*
Moreno Bevilacqua, Departamento de Estadistica,  Universidad de
Valparaiso,  Valparaiso (Chile)


*Title:*Non-Gaussian Geostatistical Modeling using (Skew) t Processes


*Abstract:*In the talk we introduce a new model for regression and
dependence analysis for spatial or spatio-temporal data with possibly heavy
tails and  asymmetric marginal distributions.
We first propose a stationary process with t marginals obtained through
scale mixing of a Gaussian process with an inverse square root process with
Gamma marginals.
Then we  generalize this construction by considering a skew-Gaussian
process and in this way we obtain a process with skew-t marginal
distributions.
For the proposed (skew) t process we study the second-order and geometrical
properties and in the t case we provide analytic expressions for the
bivariate distribution.

In an extensive simulation study, we investigate the use of the weighted
pairwise likelihood as a method of estimation for the t process.
Moreover we compare the performance of the optimal linear predictor of the
t process versus the optimal Gaussian predictor.
Finally, the effectiveness of our methodology is illustrated by modelling a
dataset of maximum temperatures in Australia.

*Bio Sketch:*
Dr Moreno Bevilacqua got the PhD in Statistics at Doctoral School of
Statistics  of Padova in April 2008.
>From May 2008, to July 2012 he had a Postdoctoral position at the Ca'
Foscari University of Venice and University of Bergamo.
Since August 2012 he as been working  at Department of Statistics of the
University of Valparaiso (Chile) as Associate Professor.
>From March 2018 he is Full Professor  at  Department of Statistics of the
University of Valparaiso
His research interests concern  theory, methodology and applications in
multivariate spatio-temporal statistics.

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