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【5月31日】厦门大学统计学高级系列讲座2012春季学期第二讲(总第10讲)——王皓博士

被阅览数:3095次  发布时间:2012/5/29 10:59:17

题   目:Gaussian graphical models and their applications
报告人:王皓博士
            美国南卡罗来纳大学统计系
时   间:2012年5月31日(周四)下午4:00- 6:00
地   点:经济楼D-310
主办单位:厦门大学经济学院、厦门大学王亚南经济研究院
 
摘 要:Modeling and inference with higher-dimensional variables, raise challenges to our ability to scale-up statistical approaches that involve both modeling and computational issues. Modeling issues relate to the interest in parsimony of parametrization and control over proliferation of parameters; computational issues relate to the basic challenges to the efficiency of statistical computation (simulation and optimization) with increasingly high-dimensional and structured models. I am interested in these questions and in Bayesian approaches inducing relevant sparsity and structure into parameter spaces, with a particular focus on time series and dynamic modeling.  

I will outline some of my research on integrating statistical graphical modeling ideas into multi- and dynamic- models of various kinds.  This will include the development and application of graphical models for multivariate econometric/financial time series and multivariate conditional autoregressive models.  The talk will highlight a blend of Bayesian modeling and computational developments as well as examples, and mention potential extensions, additional areas for application, and a number of new and open research directions.

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