[Forum SIS] Seminar Antonio Linero @Bocconi - May 6th

[Giacomo Zanella]

We announce the following DEC Statistics webinar at Bocconi:

Date: Thursday, May 6, h17:00 (Italy time)
Speaker: Antonio Linero (UT Austin)
Title: Bayesian Decision Tree Ensembling Strategies for Nonparametric
Problems

Abstract: In this talk we will make the case for using Bayesian decision
tree ensembles, such as Bayesian additive regression trees (BART), for
addressing some fully-nonparametric problems. We present models for density
regression and survival analysis, and argue that our approaches are both
easier to use and more effective than more standard Bayesian nonparametric
solutions (such as those based on mixture models). On the applied side, we
show how to use our models to extract interesting features across several
datasets. On the theoretical side, we also show that our models attain
minimax-optimal rates of convergence of the posterior in high-dimensional
settings. Throughout the talk, we will emphasize the flexibility and
ease-of-use of our approach: all simulation and real data analyses attain
excellent results using heuristically chosen "default" priors, and it is
quite straight-forward for researchers (both in-principle and in-practice)
to embed our ensembles in larger models.

The webinar will be on zoom at:
https://zoom.us/j/95265599865?pwd=NlEwVWFjNktjNkx5VjZFZmFLVGh0UT09
Meeting ID: 952 6559 9865
Passcode: 634366

Kind regards,
Giacomo Zanella
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