Ciclo di Seminari - Progetto ERC grant PASCAL
(Probabilistic and Statistical Techniques for Cosmological Applications)

Lunedì 30 marzo ore 14 - Aula Belpasso - Dipartimento di Matematica

Università di Roma Tor Vergata

Speaker: Pierpaolo Brutti, Università "La Sapienza" - Roma

Title: Estimating the Intrinsic Dimension: The Bayesian way

Abstract: In this talk I will first review some of the methods proposed for
making inference on the intrinsic dimension of point cloud data
sampled from a low-dimensional structure embedded in a
high–dimensional ambient space, and then I will describe a Bayesian
solution based on a composite likelihood built under working
independence assumptions suggested by MacKay and Ghahramani. In order
to get a posterior with approximately correct asymptotic behavior and
curvature, I will consider some options to calibrate this
pseudolikelihood and then compare in simulated and real examples a
standard MCMC method against a variation of the default Bayesian
framework of Ventura et al. (2013) (joint work with Alessandro
Lanteri).

Cordiali saluti

Claudio Durastanti