[ABE-L] Seminarios em Analise de Dados em Alta Dimensão

[Ronaldo Dias]

Prezados(as)
Continuando com a sequência de seminários em High Dimensional Data Analysis.

Data: 4/09/19 as 13hs.
Local: sala 221 IMECC

Bayesian Forecasting of Multivariate Dynamic Models
*Speaker: Helio Migon*

An overview  of recent research advances in Bayesian state-space modelling
of multivariate time series is presented.
The focus is on concepts that enables application of state-space models to
increasingly large-scale data,  applying to continuous or discrete time
series outcomes.
The scope includes: i) a review of dynamic models and operational aspects,
 ii)  large time varying parameters vector autoregressive models and  iii)
dynamic dependence network models.


-- 
Ronaldo Dias, Ph.D.
Professor
Dept. of Statistics-IMECC, UNICAMP
www.ime.unicamp.br/~dias
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