seminario di statistica

[Alessandra Guglielmi <alessan@mi.imati.cnr.it>]

AVVISO DI SEMINARIO

Il giorno 6 luglio 2005, alle ore 16.00, nell'aula seminari del VI piano
del Dipartimento di Matematica del Politecnico di Milano, via Bonardi
n.9, Milano,  

il Prof. Mario Peruggia del Department of Statistics, 
               The Ohio State University, 

terra' il seminario dal titolo:

" BAYESIAN TOOLS FOR EDA AND MODEL BUILDING"

ABSTRACT
Hierarchical Bayes models provide a natural way of incorporating
covariate information into the inferential process through the
elaboration of regression equations for one or more of the model
parameters, with errors that are often assumed to be i.i.d. Gaussian.
Unfortunately, building adequate regression models is a complicated
art form that requires the practitioner to make numerous decisions
along the way.  Assessing the validity of the modeling decisions is
often difficult.  

In the first half of this talk, I consider a strategy for Bayesian
model building that begins by fitting a simple, default model to the
data.  Numerical and graphical exploratory tools, based on summary
quantities from the default fit, are used to assess the adequacy of
the initial model and to identify directions in which the fit can be
refined.  I apply this strategy to build a Bayesian regression model
for a classic set of data on brain and body weights of mammalian
species and discover inadequacies in the traditional regression model
through use of the proposed exploratory tools.

In the second half of the talk I illustrate another device for
ascertaining the quality of the modeling choices.  I specify a time
series structure in the probability model for the errors that
incorporates the i.i.d. model as a special case.  Severe departures
from independence can be detected by examining the posterior
distribution of the parameters of the time series.  Strong
dependencies provide evidence that some other aspects (typically
conditional means) of the model have been misspecified.  I illustrate
the methodology through several examples including its application to
the analysis of the data on brain and body weights of mammalian
species.

The first half of the talk is based on joint work with 
Steven MacEachern. 





Tutti gli interessati sono invitati a partecipare.


-- 
Alessandra Guglielmi  
Dipartimento di Matematica    
Politecnico di Milano 
e-mail: alessandra.guglielmi@mate.polimi.it

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