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Bayes UC3M |
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Introduction Bayes-UC3M is a group of Bayesian researchers at the Universidad
Carlos III de Madrid. The group members work in various aspects of Bayesian
statistics and hold regular meetings to discuss themes of current interest. |
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Group
Members |
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The renowned
Bayesian statistician Prof. Fabrizio Ruggeri (CNR-Imati
Milan) recently visited the Statistics Department at UC3M from May- October
2017.
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Fabrizio presented a
short course on “Bayesian analysis of Poisson processes with applications in
reliability” on Monday 9th and Tuesday 10th October from
11:00-13:00 and 15:00-17:00 both days in the Sala Costas Goutis,
Room 10.0.23, UC3M, Campus de Getafe. The slides for Fabrizio’s
talks are downloadable: day 1, day 2.
Group
activities & Bayesian seminars
The Group holds periodic meetings to discuss a
variety of current topics in Bayesian research.
The next meetings are:
Recent seminars were:
- 06/10/2017 Mario Gómez (UC3M) on
“Bayesian prediction of glacial discharge in Antarctica using copulas”.
13:00-14:00, Sala Costas Goutis, Room 10.0.23,
UC3M, Campus de Getafe.
- 07/07/2017 Fabrizio Ruggeri (CNR, Milan, Italy) on
“Bayesian methods in complex problems”. 12:00-13:00, Sala Costas Goutis, Room 10.0.23, UC3M, Campus de Getafe.
- 1/06/2017 Anthony Ebert (Queensland
University of Technology) on “Dynamic queueing systems: simulation,
estimation & prediction”. 13:00-14:00, Sala Costas Goutis, Room 10.0.23, UC3M,
Campus de Getafe.
- 29/03/2017
Martina Danielova Zaharieva
(U. Münster, Germany) “Semiparametric Bayesian
forecasting with an application to stochastic volatility”. 16:00-18:00.
Room 4.2.E.03, Edificio Torres Quevedo, UC3M, Campus de Leganes.
- 11/01/2017 Joaquín Míguez (UC3M) “Particle methods for filtering, estimation, optimisation and control”. 16:00-18:00, Sala
Costas Goutis, Room 10.0.23, UC3M, Campus de
Getafe.
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M.A. Vázquez, J. Míguez
(2017). A robust scheme for
distributed particle filtering in wireless sensors networks. Signal
Processing, 131, 190-201.
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V. Elvira, J. Míguez,
P.M. Djuric (2017). Adapting the Number of
Particles in Sequential Monte Carlo Methods Through an Online Scheme for
Convergence Assessment.
IEEE Transactions on Signal Processing,
65, 1781-1794.
o
S.B. Ramos, A. Taamouti, H. Veiga, C.-W. Wang (2017). Do investors
price industry risk? Evidence from the cross-section of the oil industry. Journal of Energy Markets, 10, 79-108.
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F. Corona, J. de Diós
Tena Horrillo, M. P. Wiper
(2017). On the importance of
the probabilistic model in identifying the most decisive games in a tournament. Journal
of Quantitative Analysis in Sports, 13, 11-23.
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F. Liesen, J.M.
Marín, C. Villa (2017). Objective Bayesian
modelling of insurance risks with the skewed Student-t distribution. Applied
Stochastic Models in Business and Industry, 33, 136-151
o
J. de la Horra, J.
M. Marín, M.T. Rodríguez Bernal (2017). Bayesian
inference and data cloning in the calibration of population projection
matrices. Communications in Statistics:
Simulation and Computation, 46, 1669-1681.
o
M. Leonti, G.I. Stafford, M. Dal Cero, S. Cabras, M.E. Castellanos, L. Casu, C.S. Weckerle (2017). Reverse
Ethnopharmacology and Drug Discovery. Journal of Ethnopharmacology, 198, 417-431.
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G. Antoni, E. Marini, N. Curreli, V. Tuveri, O. Comandini, S. Cabras, S. Gabba,
C. Madeddu, A. Crisafulli,
A.C. Rinaldi (2017). Energy expenditure in caving.
PloS ONE, 12, e0170853.
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M.S. Geck, S. Cabras, L. Casu, A.J. Reyes García, M. Leonti (2017) The
taste of heat: How humoral qualities act as a cultural filter for chemosensory
properties guiding herbal medicine. Journal of Ethnopharmacology, 198,
499-515.
Useful links
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Fabrizio Liesen: now at
University of Kent, UK.
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Gabriel Nuñez Antonio: now at Universidad Autónoma Metropolitana,
Iztapalapa, Mexico.
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Audra Virbickaite: now at University of Konstanz, Germany.
- Workshops and
conferences
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Workshop: Métodos Bayesianos'17.Madrid. 7-8, November 2017. U. Complutense de Madrid,
Spain.
o Workshop: BayesComp 2018. 26-28 March, 2018. Barcelona,
Spain.
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Conference: 2018 ISBA World Meeting.
24-29 June, 2018. Edinburgh, UK
- Bayesian Societies and Bayesian groups
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ISBA is the
International Society for Bayesian Analysis.
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Grupo de Trabajo S.E.I.O. en
Inferencia Bayesiana.
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Bayesian
Methods Research Group at the Universidad Complutense
de Madrid.
- Journals & Preprints
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Bayesian Inference is the
premier Bayesian journal.
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Sequential Monte
Carlo Methods & Particle Filters Resources, with papers, codes, ...
- Blogs
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Christian Robert’s blog has lots of
information on new Bayesian ideas.
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Understanding Uncertainty
by David Spiegelhalter.
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Bayesblog
by Mark Phillips.
- Software
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Stan is a modern Gibbs sampling / MCMC package.
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OpenBUGS is another useful Gibbs/MCMC package.
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JAGS is just another Gibbs sampling package.
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JASP is a general stats package quite like SPSS and with a lot of integrated
Bayesian analyses.
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R has many Bayesian analysis tools:
§ Laplaces Demon is an integrated Bayesian inference
pack.
§ MCMCpack allows the running of general MCMC algorithms.
§ DPpackage implements various Bayesian nonparametric
algorithms.
§ abc runs approximate Bayesian computation algorithms.
§ Stan,
OpenBUGS and JAGS can
also be run via R.
§ Other
Bayesian packages in R.
Last update:
8th November, 2017.