[ABE-L] Próximo seminário de probabilidade do IM - UFRJ -- 18 de outubro - 15h

[Maria Eulalia Vares]

*Probability Webinar -   IM-UFRJ *



Dear colleagues,

Our next online seminar will be held on Monday, *October 18, * from *3 p.m.
to 4 p.m*. (Rio de Janeiro local time)

The Zoom link for the seminar is

https://us02web.zoom.us/j/83698166702?pwd=ejFxYmh3dVk5b3J3SG0wMWxEVnVrUT09


Speaker:  *Florencia Leonardi (IME-USP)*

Title:  *Structure recovery for partially observed discrete Markov random
fields on graphs*

Abstract: Discrete Markov random fields on graphs, also known as graphical
models in the statistical literature, have become popular in recent years
due to their flexibility to capture conditional dependency relationships
between variables. They have already been applied to many different
problems in different fields such as Biology, Social Science, or
Neuroscience. Graphical models are, in a sense, finite versions of general
random fields or Gibbs distributions, classical models in stochastic
processes. This talk will present the problem of estimating the interaction
structure (conditional dependencies) between variables by a penalized
pseudo-likelihood criterion. First, I will consider this criterion to
estimate the interaction neighborhood of a single node, which will later be
combined with the other estimated neighborhoods to obtain an estimator of
the underlying graph. I will show some recent consistency results for the
estimated neighborhood of a node and any finite sub-graph when the number
of candidate nodes grows with the sample size. These results do not assume
the usual positivity condition for the conditional probabilities of the
model as it is usually assumed in the literature of Markov random fields.
These results open new possibilities of extending these models to
situations with sparsity, where many parameters of the model are null. I
will also present some ongoing extensions of these results to processes
satisfying mixing type conditions. This talk is based on a joint work with
Iara Frondana and Rodrigo Carvalho and some work in progress with Magno
Severino.


All the talks are held in English.

The videos of the online seminars are available:

2020 -  http://www.dme.ufrj.br/?page_id=2885

2021-1  - http://www.dme.ufrj.br/?page_id=3027

For the second semester, a few days after each meeting the video should be
available at http://www.dme.ufrj.br/?page_id=3178

Thanks for circulating this information.

Sincerely,
Organizers: Guilherme Ost and Maria Eulalia Vares
-------------- Próxima Parte ----------
Um anexo em HTML foi limpo...
URL: <http://lists.ime.usp.br/pipermail/abe/attachments/20211013/f47f57bb/attachment-0001.htm>