[Statlist] Next talk: Friday, October 1, 2010 with Alex Lenkoski, University Heidelberg

[Cecilia Rey]

ETH and University of Zurich

Proff. L. Held - H.R. Kuensch - M. Maathuis - S. van de Geer

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We are glad to announce the following talk

*Friday, October 1,  2010,  15.15h  ETH HG G 19.1
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*with* ** Alex Lenkoski*, University Heidelberg**


Title:
*Bayesian inference for general Gaussian graphical models with 
application to multivariate lattice data*

Abstract:
We introduce efficient Markov chain Monte Carlo methods for inference 
and model determination in multivariate and matrix-variate
Gaussian graphical models. Our framework is based on the G-Wishart prior 
for the precision matrix associated with graphs that can be
decomposable or non-decomposable. We extend our sampling algorithms to a 
novel class of conditionally autoregressive models for sparse
estimation in multivariate lattice data, with a special emphasis on the 
analysis of spatial data. These models embed a great deal of
flexibility in estimating both the correlation structure across outcomes 
and the spatial orrelation structure, thereby allowing for
adaptive smoothing and spatial autocorrelation parameters. Our methods 
are illustrated using simulated and real-world examples,
including an application to cancer mortality surveillance.

Joint work with Adrian Dobra (University of Washington) and Abel 
Rodriguez (University of California, Santa Cruz).


This abstract is also to be found under the following link:
http://stat.ethz.ch/talks/research_seminar

-- 
ETH Zürich
Seminar für Statistik
Cecilia Rey-Lutz, HG G10.3
Rämistrasse 101                    
CH-8092 Zurich		                      	
mail: rey using stat.math.ethz.ch    	  		
phone: +41 44 632 3438/fax: +41 44 632 1228