[ABE-L] Fwd: Seminário conjunto UFSCar/USP - 13/11/2020 às 14h00

[PIPGEs UFSCar]

Prezados (as), muito bom dia!

Espero que estejam todos bem. Conforme solicitado pelo Prof. Sandro Gallo,
venho por meio deste convidá-los para o seminário desta sexta-feira (13/11):

*Seminário Conjunto UFSCar/USP*

*Data e horário:*
13/11/2020 às 14h

*Local:*
Google Meet - Link da apresentação será disponibilizado até uma hora antes
da palestra neste link
<http://www.pipges.ufscar.br/seminarios/13-11-2020-seminario-palestrante-rosangela-loschi-ufmg>
.

*Título:*
A Multipartition model for multiple change-point identification

*Palestrante:*
Rosangela Loschi (UFMG)

*Resumo: *

The main goals in multiple change point problems are the estimation of the
number and positions of the change points as well as the regime structure
in the clusters induced by the change points. The product partition model
(PPM)  is a widely used approach to detect multiple change points. The PPM
assumes that the change points split the set of time points in random
instants defining a partition of the time axis. As changes in different
parameters may occur in  different times, the PPM fails in identifying the
parameters that experienced the changes. A similar problem may occur when
detecting changes in multivariate time series. We introduce a
multipartition model to detect multiple change points occurring in several
parameters. The proposed model assumes that the change points experienced
by each parameter generate a different random partition of the time axis,
which enables to identify which and when the parameters change.   We
propose a partially collapsed Gibbs sampler scheme to generate from the
posterior distributions. We apply the proposed model to identify multiple
change points in Normal means and variances. We evaluate the performance of
the proposed model through a Monte Carlo simulation and considering real
data applications. Its performance is compared with that of previously
proposed models. These studies show that the proposed model is competitive
and enriches the analysis of change point problems.
*Co-autor*:  Ricardo C. Pedroso


Contamos com a presença de todos!

Lembramos também que todos os seminários e outras atividades previstas
encontram-se na página do PIPGEs (link <http://www.pipges.ufscar.br/>)

Atenciosamente,
--
Julio Cezar de Barros
Assistente em Administração
PIPGEs-UFSCar
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