[Forum SIS] Annuncio di seminario

[Anna Gottard]

DiSIA  (Dipartimento di Statistica, Informatica, Applicazioni “G. Parenti”)
Università di Firenze

- PROSSIMO SEMINARIO -

 14 Novembre 2019 ore 12.00

Monia Ranalli  (Università Roma Tre)  terrà il seguente seminario: 

Composite likelihood inference for simultaneous clustering and dimensionality reduction of mixed-type longitudinal data
This talk aims at introducing a multivariate hidden Markov model (HMM) for mixed-type (continuous and ordinal) variables. As some of the considered variables may not contribute to the clustering structure, a hidden Markov-based model is built such that discriminative and noise dimensions can be recognized. The variables are considered to be linear combinations of two independent sets of latent factors where one contains the information about the cluster structure, following an HMM, and the other one contains noise dimensions distributed as a multivariate normal (and it does not change over time). The resulting model is parsimonious, but its computational burden may be cumbersome. To overcome any computational issue, a composite likelihood approach is introduced to estimate model parameters. The model is applied to a real dataset derived from the first five waves of the Chinese Longitudinal Healthy Longevity Survey. The model is able to identify the discriminant variables and capture the cluster structure changing over time parsimoniously.   


Referente: Francesca Marino


Il seminario sarà tenuto presso l’aula 32 del DiSIA, Viale Morgagni n. 59 - 50134 <tel:59%20-%2050134>  Firenze.

Tutti gli interessati sono cordialmente invitati a partecipare.


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Anna Gottard
Dipartimento di Statistica Informatica Applicazioni
Florence Center for Data Science
Università di Firenze
V.le Morgagni 59, Firenze

anna.gottard a unifi.it
http://local.disia.unifi.it/gottard/
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