[ABE-L] Webinar em High Dimensional Data Analysis

[Ronaldo Dias]

Relembrando  seminário da Pesquisadora Larissa Alves-ENCE

Prezados(as)
Gostaria de convidá-los(as) a assistir mais um seminário em Análise de
Dados em Alta Dimensão. Ocorrerá às 13hs, 18/11/2020. Os links para este
seminário e a gravação do anterior (google meet e youtube) estão abaixo.
Desta vez teremos como palestrante, a Pesquisadora Larissa de Carvalho
Alves, ENCE-Escola Nacional em Ciências Estatísticas.
abs.


*Webinar 18/11/20*: https://meet.google.com/bzx-pbva-imx

Title: The variational inference Lasso: selecting knots in a regression
splines.
Larissa de Carvalho Alves, ENCE.

Abstract: Recent literature finds many alternative proposals for modeling
and estimating a smooth function. In this talk, I focus on the variants of
smoothing splines, called penalized regression splines. This is an
attractive approach to modeling the nonlinear smoothing effect of
covariates. This study discusses the knots selection and a penalty is
introduced to control  the selection of knots. The approach will be through
a full Bayesian Lasso with variational inference. Choosing the appropriate
number of knots and their position is a difficult problem. therefore we
propose a two steps procedure. 1. For a fixed number of knots we use a full
Bayesian Lasso, which combines features of shrinkage and variable
selection, to obtain the relevant knots; 2. The number of knots is chosen
based on the evidence lower bound (ELBO) over a grid of values.

webinar 11/11/20: Bayesian latent class model with functional covariates"
https://youtu.be/KnO3J1GHDF4

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