Seminario prof. G. Petris Ca' Foscari - Venezia

[Carlo Gaetan <gaetan@unive.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"

mercoledì 21 dicembre 2005, ore 14.30

presso la Sala Consiglio (II piano)
del Dipartimento di Statistica
Università Ca' Foscari di Venezia
San Giobbe, Cannaregio 873, Venezia

Riassunto

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available is either outdated, not accounting for recent developments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.


Con i migliori saluti,
Carlo Gaetan

-- 
Carlo Gaetan
Dipartimento di Statistica phone: ++39 041 234 7411 (gen. office)
Università Ca' Foscari - Venezia ++39 041 234 7437 (desk)
San Giobbe, Cannaregio 873, fax : ++39 041 234 7444
30121 Venezia ITALY
e-mail:[gaetan"at"unive.it]

Please avoid sending me Word, Excel or PowerPoint attachments.
See http://www.gnu.org/philosophy/no-word-attachments.html

Per favore non mandatemi allegati in Word, Excel o PowerPoint.
Si veda http://www.gnu.org/philosophy/no-word-attachments.html


=============================================================================
NOTA:
Le norme per utilizzare il forum SIS e le istruzioni per iscrizione
e cancellazione sono disponibili all'indirizzo
.
.   http://w3.uniroma1.it/sis/forum.asp
.
L'archivio di tutti i messaggi (aggiornato al giorno precedente)
e' disponibile all'indirizzo
.
.   http://www.stat.unipg.it/cgi-bin/wilma/sis/
.
=============================================================================