[ABE-L] Fwd: Seminário do Programa de Pós-Graduação em Estatística da UFPE - 2014

[Francisco Cysneiros]

*Seminário Conjunto do Programa de Pós-Graduação em Estatística da UFPE * *e
do **Programa de Pós Graduação em Engenharia de Produção*

"On Exact Posterior Distributions"





Dr. José Aílton Andrade


Departamento de Estatística e Matemática Aplicada -  UFC




Data: 05 de dezembro de 2014 (sexta-feira)







Horário: 11:00 horas

Local: Auditório Ruy Gomes - Departamento de Estatística da UFPE,
Segundo andar do CCEN

 Resumo

The use of approximate methods such as MCMC is widespread in Bayesian
Analysis. Due to efficient and flexibility of those methods most of the
literature in this area has been focused on improving the algorithms,
trying to automatise them and addressing problems of convergence. In fact,
due to the applications, those methods made Bayesian Inference one of the
most prominent modern sciences of the past three decades. Nevertheless, in
this work we point to another direction, which allows to obtain
analytically the posterior distribution in a great variate of non-conjugate
models. We use the theory of special functions in the Bayesian computation
context to compute the posterior distribution and its quantities in an
exact form. The theory is presented using a general single parameter model
based on H-functions, in which we provide a general procedure to obtain
posterior distributions which are exact, in the sense that the posterior
quantities, such as the moments, the cumulative and the predictive
posterior distributions, are explicitly written in a computable form.

Financiado pelo Programa de Pós Graduação em Engenharia de Produção
-- 
Francisco José A. Cysneiros
Associate professor
Head of the Graduate Program in Statistics
Departament of Statistics - UFPE
www.de.ufpe.br/~cysneiros
*http:/lattes.cnpq.br/1313497098151734
<http://lattes.cnpq.br/1313497098151734>*
*ResearchedId G-633-2012 <http://www.researcherid.com/rid/G-6333-2012>*
*ORCID <http://orcid.org/0000-0001-6757-6969>*
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