********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *********************************************************************

Venerdì 4 Marzo 2016 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10,

La Dott.ssa MARTA PITTAVINO (University of Zurich)

terrà un seminario dal titolo

"Modelling multivariate data with additive Bayesian networks"

Abstract:

Bayesian networks are a form of graphical model which derives from empirical data a directed acyclic graph describing the dependency structure between random variables. Especially, additive Bayesian networks (ABNs) extend the usual generalized linear models to multiple dependent variables without involving dimension reduction. Existing software for working with ABNs are useful for dealing with these models for heterogeneous applications in systems epidemiology and biology. However, limitations in terms of computation and feasibility can be still open challenges. In this talk, an introduction to ABN model will be provided, together with a description of the R package abn, whereby applications of these models to systems epidemiology and biology are showed. Moreover, a theoretical development will be presented as an initial step to overcome open questions. Specifically, the result of fitting an ABN to a data set is translated into optimizing the likelihood of observing the data under the studied model: the marginal likelihood (ABN network score). A novel conjugate prior distribution for ABNs models is introduced that helps us to address the goodness of fit computation and the posterior parameter estimation.

Tutti gli interessati sono invitati a partecipare.

-- Federico Polito

Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito@unito.it Tel: +39 011 6702937 Web: www.federicopolito.it