Evento

Modern Bayesian Methods and Computing for the Social Science

Dal 08/06/2015 ore 14.00 al 12/06/2015 ore 13.00

Villa del Grumello
Via per Cernobbio, 11 - 22100 Como
www.villadelgrumello.it

The school ABS15 (2015 Applied Bayesian Statistics School) , organised by CNR IMATI (Milano) and Dipartimento di Scienze Statistiche, Università Cattolica, Milano,  in cooperation with Centro di Cultura Scientifica "Alessandro Volta", Como, aims to present state-of-the-art Bayesian applications, inviting leading experts in their field. Each year a different topic is chosen.

The topic chosen for the 2015 school is Modern Bayesian Methods and Computing for the Social Sciences.  The lecturer is Professor Jeff Gill,  Professor of Political Science, Professor of Biostatistics, Professor of Surgery (Public Health Sciences), Washington University, St. Louis, MO, USA. He will be assisted by Dr. Giacomo Zanella (University of Warwick, UK) for the practical sessions.

This course covers the theoretical and applied foundations of Bayesian  statistical analysis with an emphasis on computational tools for Bayesian hierarchical models.  We will discuss model checking, model assessment,  and model comparison. The course will cover Bayesian stochastic simulation  (Markov chain Monte Carlo) in depth with an orientation towards deriving  important properties of the Gibbs sampler and the Metropolis Hastings  algorithm. Extensions and hybrids will be discussed. We will then use  Markov chain Monte Carlo tools to fit linear and nonlinear specifications with multiple levels, longitudinal features, and non-normal distributional assumptions.  Lectures will include theoretical discussions of modeling and estimation as well as practical guidance for fitting complex multilevel models with R and JAGS software. Applications will be drawn from political science,sociology, epidemiology, economic policy, and public administration. Participants are expected to understand linear regression in matrix algebra terminology, have some exposure to R, and  know basic statistical inference.

The school will make use of lectures, practical sessions, software demonstrations, informal discussion sessions and presentations of research projects by school participants. The slides and background reading material will be distributed to the students before the start of the course. 

Organizzato da:
CNR IMATI -Sede di Milano
Università Cattolica, Milano
Centro di Cultura Scientifica "Alessandro Volta", Como

Referente organizzativo:
Fabrizio Ruggeri
CNR - Istituto di matematica applicata e tecnologie informatiche
Via Bassini 15
20133 Milano
abs15@mi.imati.cnr.it

Modalità di accesso: a pagamento

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