<div dir="ltr"><p style="line-height:150%;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;margin-right:0cm;margin-left:0cm;font-size:12pt;font-family:"Times New Roman",serif"><span style="font-family:Calibri,sans-serif;color:black">Prezados,</span><span style="font-family:Calibri,sans-serif"></span></p>
<p style="line-height:150%;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;margin-right:0cm;margin-left:0cm;font-size:12pt;font-family:"Times New Roman",serif"><span style="font-family:Calibri,sans-serif;color:black">Temos o prazer de convidar a
todos para participação no quarto seminário do “Ciclo de Seminários 2020 do
Programa de Pós-Graduação em Estatística da UFRGS (PPGEst-UFRGS). Informações abaixo: </span><span style="font-family:Calibri,sans-serif"></span></p>
<p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">Evento:</span></b><span style="font-size:12pt;line-height:150%"> Ciclo de Seminários 2020 do PPGEst-UFRGS </span></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">Palestrante: </span></b><span style="font-size:12pt;line-height:150%">Prof. Dr. Hedibert Freitas Lopes (Insper)<b></b></span></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">Título:</span></b><span style="font-size:12pt;line-height:150%">
Dynamic Sparsity on Dynamic Regression Models</span></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">Resumo:</span></b><span style="font-size:12pt;line-height:150%">
In the present work, we consider variable selection and shrinkage for the
Gaussian dynamic linear regression within a Bayesian framework. In particular,
we propose a novel method that allows for time-varying sparsity, based on an
extension of spike-and-slab priors for dynamic models. This is done by
assigning appropriate Markov switching priors for the time-varying
coefficients’ variances, extending the previous work of Ishwaran and Rao
(2005). Furthermore, we investigate
different priors, including the common Inverted gamma prior for the process
variances, and other mixture prior distributions such as Gamma priors for both
the spike and the slab, which leads to a mixture of Normal-Gammas priors
(Griffin et al., 2010) for the coefficients. In this sense, our prior can be
viewed as a dynamic variable selection prior which induces either smoothness
(through the slab) or shrinkage towards zero (through the spike) at each time
point. The MCMC method used for posterior computation uses Markov latent
variables that can assume binary regimes at each time point to generate the
coefficients’ variances. In that way, our model is a dynamic mixture model,
thus, we could use the algorithm of Gerlach et al. (2000) to generate the
latent processes without conditioning on the states. Finally, our approach is
exemplified through simulated examples and a real data application. </span></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;line-height:150%">This is joint work with Paloma Uribe.</span></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;line-height:150%"> </span></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">Data: 20 de julho de 2020 (segunda-feira)</span></b></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">Horário: </span></b><span style="font-size:12pt;line-height:150%">14h00
às 15:20 (1 hora de apresentação e 20 min para perguntas)</span></p>
<p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">Local:
</span></b><span style="font-size:12pt;line-height:150%">Ambiente virtual Mconf<b> </b></span></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;line-height:150%">(Acesso pelo link <span style="color:rgb(51,51,51);background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"> </span></span><a href="https://mconf.ufrgs.br/webconf/00040710" target="_blank" style="color:blue"><span style="font-size:12pt;line-height:150%;color:rgb(17,85,204);background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">https://mconf.ufrgs.br/webconf/00040710</span></a><span style="font-size:12pt;line-height:150%;color:rgb(51,51,51);background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">) </span></p>
<p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">Moderador:</span></b><span style="font-size:12pt;line-height:150%"> Prof. Dr. Flávio Augusto Ziegelmann</span></p>
<p class="MsoNormal" style="text-align:justify;line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">OBS 1:</span></b><span style="font-size:12pt;line-height:150%">
Após o acesso pelo link acima a participação na reunião será autorizada pelo
moderador por ordem de acesso. O sistema permite um limite de 60
participantes. Os participantes externos
à UFRGS deverão acessar a reunião através da opção “convidados”.</span></p>
<p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span style="font-size:12pt;line-height:150%">OBS 2: </span></b><span style="font-size:12pt;line-height:150%">A agenda de seminários pode ser
acessada em<b> </b></span><a href="https://www.ufrgs.br/ppgest/seminarios/" style="color:blue">https://www.ufrgs.br/ppgest/seminarios/</a></p>
<p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;line-height:150%"><br></span></p><p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;line-height:150%">Contamos com a presença de todos.</span></p>
<p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;line-height:150%"><br></span></p><p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;line-height:150%">PPGEst-UFRGS</span></p>
<p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;line-height:150%"> </span></p>
<p class="MsoNormal" style="line-height:150%;margin:0cm 0cm 8pt;font-size:11pt;font-family:Calibri,sans-serif"> </p><div><br></div>-- <br><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><br><div><div dir="ltr"><div dir="ltr"><font color="#999999" face="times new roman, serif" style="font-size:small">Danilo Marcondes Filho</font><div style="font-size:small"><font color="#999999" face="times new roman, serif">Department of Statistics<br>Universidade Federal do Rio Grande do Sul (UFRGS)</font></div><div style="font-size:small"><font color="#999999" face="times new roman, serif"><br>Av. Bento Gonçalves, 9500 - Prédio 43-111 - Agronomia<br>91509-900 Porto Alegre - RS - BRAZIL<br>Tel: <a href="tel:+55%2051%203308-7301" value="+555133087301" style="color:rgb(17,85,204)" target="_blank">+</a><a href="tel:+55%2051%203308-6194" value="+555133086194" style="color:rgb(17,85,204)" target="_blank">55 51 3308 62</a><a href="tel:+55%2051%203308-6194" value="+555133086194" style="color:rgb(17,85,204)" target="_blank">14</a> <a href="tel:+55%2051%203308-6194" value="+555133086194" style="color:rgb(17,85,204)" target="_blank">/</a> <a href="tel:+55%2051%203308-7301" value="+555133087301" style="color:rgb(17,85,204)" target="_blank">+</a><a href="tel:+55%2051%203308-6194" value="+555133086194" style="color:rgb(17,85,204)" target="_blank">55 51 999622276</a></font></div><div><br></div></div></div></div></div><div><br></div></div></div></div></div></div></div></div></div></div></div></div><div id="DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2"><br> <table style="border-top:1px solid #d3d4de">
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