Seminario prof. G. Petris alla Sapienza - Roma

[Luca Tardella <luca.tardella@uniroma1.it>]

A tutti gli interessati

================= AVVISO DI SEMINARIO ==================

Il Professor

  GIOVANNI PETRIS (University of Arkansas, U.S.A.)

terrà un seminario dal titolo

"Bayesian analysis of Dynamic Linear Models in R"

il giorno Giovedì 15 Dicembre 2005

alle ore 14.30

presso il Dipartimento di Statistica, Probabilità e Statistiche Applicate
Università La Sapienza di Roma

AULA VI - Quarto Piano Edificio della Facoltà di Scienze Statistiche
Piazzale Aldo Moro, 5 - Roma

Sommario:

In recent years state space models, and dynamic linear models (DLM) in
particular, have become more and more important for the analysis of
temporal data, particularly from a Bayesian perspective. The increase
in computing power, coupled with the development of sophisticated MCMC
algorithms has made possible the use of realistically complex
models. Unfortunately, one obstacle to a more widespread diffusion of
Bayesian time series analysis is the lack of flexible and
user-friendly software tools. The little software that is currently
available is either outdated, not accounting for recent developments
in MCMC techniques, or not very easy to customize, requiring for
example some experience in C programming. In an attempt to overcome
this obstacle we have developed a set of functions in R that provides
a flexible environment for Bayesian time series analysis using DLM. We
see R becoming the new standard for statistical computing, and we
believe that having a package for DLM analysis available in R will
greatly facilitate the use of Bayesian time series analysis both among
statisticians and applied scientists in general. In the talk we will
give an overview of the package, including the discussion of some
computational issues and novel methods devised to deal with them.





======================================================================
Luca Tardella
Dipartimento di Statistica, Probabilità
e Statistiche Applicate
Università "La Sapienza" - ROMA - 00185
   email: luca.tardella@uniroma1.it
   tel: 06-4991-0370
   fax: 06-4959241

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