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<div dir="ltr"><b>From:</b> Insper - Seminários Acadêmicos <<a href="mailto:seminariosacademicos@insper.edu.br">seminariosacademicos@insper.edu.br</a>><br>
<b>Date:</b> August 8, 2019 at 9:00:41 AM GMT-3<br>
<b>Subject:</b> <b>Lembrete: Seminário Acadêmico de Ciência de Dados e Decisão com Hedibert Lopes do Insper</b><br>
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<p class="MsoNormal"><a href="https://www.insper.edu.br/pesquisa-e-conhecimento/seminarios-academicos/" target="_blank"><span style="color:windowtext;mso-fareast-language:PT-BR;text-decoration:none"><img border="0" width="599" height="181" style="width:6.2395in;height:1.8854in" id="Imagem_x0020_1" src="cid:image001.png@01D51D30.6DF49980" alt="cid:image001.png@01D4E00B.3F490880"></span></a><span style="font-size:12.0pt;font-family:"Times New Roman",serif;mso-fareast-language:PT-BR"><o:p></o:p></span></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;mso-line-height-alt:19.5pt">
<b><span style="font-size:24.0pt;font-family:"Verdana",sans-serif;color:#C00000;mso-fareast-language:PT-BR">CIÊNCIA DE DADO E DECISÃO</span></b><b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026;mso-fareast-language:PT-BR"><br>
</span></b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026;mso-fareast-language:PT-BR">Seminários Acadêmicos</span><span style="font-size:12.0pt;font-family:"Times New Roman",serif;mso-fareast-language:PT-BR"><o:p></o:p></span></p>
<p class="MsoNormal"><b><span style="color:#1F497D;mso-fareast-language:PT-BR"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:13.5pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR">Bayesian Learning in High-dimensional State-space Models<o:p></o:p></span></b></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:13.5pt;font-family:"Verdana",sans-serif;color:#1F497D;mso-fareast-language:PT-BR"><o:p> </o:p></span></b></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR"><br>
Palestrante: </span></b><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR">Hedibert Lopes<b><o:p></o:p></b></span></p>
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042">Instituição:</span></b><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042">
</span><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR">Insper</span><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042"><o:p></o:p></span></p>
<p class="MsoNormal" style="margin-bottom:12.0pt;text-align:justify"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR"><o:p> </o:p></span></p>
<p class="MsoPlainText" style="text-align:justify"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR">Applied Bayesian Statistics has benefited greatly from the avalanche of Monte Carlo-based
tools for approximate posterior inference in highly complex and structured scientific models.
</span><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR">From environmental and health studies to financial applications, virtually all areas of science where evidence-based scrutiny is mandatory to validate
scientific hypotheses have benefitted from such technological explosion. My research also exemplifies these trends. I will discuss work on high-dimensional state-space models with particular attention to time-varying covariance learning. In one direction,
my co-authors and I deal with the curse of dimensionality via parameter reduction, such as those found in the factor modelling literature. In another direction, we heavily regularize the estimation of parameters. I will review the challenges we faced when
dealing with such high-dimensional state-space models. Two or three motivating examples from my recent research will be used throughout the talk. I finish with a few directions of my future research in these and related areas.<o:p></o:p></span></p>
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<b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026;mso-fareast-language:PT-BR">Data:</span></b><span style="font-size:12.0pt;font-family:"Times New Roman",serif;mso-fareast-language:PT-BR"> </span><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR">09/08/2019<br>
</span><b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026;mso-fareast-language:PT-BR">Horário:</span></b><span style="font-size:12.0pt;font-family:"Times New Roman",serif;mso-fareast-language:PT-BR"> </span><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR">12h <br>
</span><b><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#C00026;mso-fareast-language:PT-BR">Local:</span></b><span style="font-size:12.0pt;font-family:"Times New Roman",serif;mso-fareast-language:PT-BR"> </span><span style="font-size:10.0pt;font-family:"Verdana",sans-serif;color:#414042;mso-fareast-language:PT-BR">Sala
Paulo Renato – 2º andar - Insper <img border="0" width="19" height="19" style="width:.1979in;height:.1979in" id="Imagem_x0020_2" src="cid:image002.png@01D51D30.6DF49980" alt="cid:image002.png@01D4E00B.3F490880"> <br>
Rua Quatá, 300 – Vila Olímpia, São Paulo/SP<br>
Estacionamento: Rua Uberabinha, s/n</span><span style="font-size:12.0pt;font-family:"Times New Roman",serif;mso-fareast-language:PT-BR"><o:p></o:p></span></p>
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<i><span style="font-size:7.5pt;font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">É de conhecimento do participante que eventuais filmagens e/ou fotografias realizadas no evento poderão ser utilizadas em qualquer meio de mídia para uso
institucional.</span></i><span style="font-size:12.0pt;font-family:"Times New Roman",serif;mso-fareast-language:PT-BR"><o:p></o:p></span></p>
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