How can we make Objective Bayesian Model Comparisons in a subjective Bayes world?

Data evento: 
Da  14/10/202214/10/2022

Venerdì 14 ottobre 2022, alle ore 11, presso il Dipartimento di Scienze economiche, aziendali, matematiche e statistiche - DEAMS, Sala Conferenze “Bruno de Finetti”, primo piano, edificio D, via A. Valerio 4/1, si svolgerà il seminario dal titolo:

How can we make Objective Bayesian Model Comparisons in a subjective Bayes world?

Sarà relatore il prof. Ioannis Ntzoufras, Athens University of Economics and Business (AUEB), Department of Statistics.

Abstract: In this talk I will provide a review of prior distributions for objective Bayesian model comparisons. The general principles, criteria and tools/mechanisms that can be used in order to ensure a sensible Bayesian model comparison/selection procedure under the absence of any prior information will be presented and discussed. Focus will be given in the most popular model selection case: the variable selection problem. Some recent contributions in the area of objective priors on model space will be also discussed. Hopefully, after this talk you will have some guidance how to work to build sensible priors for Bayesian model comparisons.

Il seminario è organizzato dal Dipartimento di Scienze economiche, aziendali, matematiche e statistiche “Bruno de Finetti” dell’Università degli studi di Trieste (promotore: prof. Leonardo Egidi).

La conferenza sarà visibile anche online su Microsoft - Teams, a questo  link     

 

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