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  • Archivi annuali: 2018

    Reduced-bias inference for regression models with tractable and intractable likelihoods by Ioannis Kosmidis (Department of Statistics, University of Warwick, Coventry, The Alan Turing Institute, London), 24/10/2018 h.12:00

    Presenter: Ioannis Kosmidis

    Affiliation: Department of Statistics, University of Warwick, Coventry, The Alan Turing Institute, London

    Title: Reduced-bias inference for regression models with tractable and intractable likelihoods

    Abstract: This talk focuses on a unified theoretical and algorithmic framework for reducing bias in the estimation of statistical models from a practitioners point of view. The talk will briefly discuss how shortcomings of classical estimators can be overcome via reduction of bias, and provide a few illustrations for well-used statistical models with tractable likelihoods, including regression models with categorical responses and Beta regression. New results will then be presented on the use of bias reduction methods for linear mixed effects models by focusing on the typically small-sample setting of meta-regression in the presence of heterogeneity. The large effect that the bias of the variance components can have on inference motivates the application of the framework to deliver higher-order corrective methods for generalised linear mixed models. The challenges in doing that will be presented along with resolutions stemming from current research.

    The seminar will be held on Wednesday, Wednesday 24th October at 12.00 pm in the Seminar Room of the Department of Economics, Management and Statistics, Building U7, second floor, room 2104 .

    Ricevimento studenti 2018 – Flavio Gnecchi

    Il ricevimento studenti di Flavio Gnecchi avrà luogo nei seguenti giorni:

    • mart 4 settembre h 14.30
    • merc 12 settembre h 14.00
    • giov 20 settembre h 16.00 (e comunque al termine della sessione d’esami)
    • giov 27 settembre 14.00

    Durante il primo semestre dell’a.a 2018/2019, che inizierà il 1° ottobre  2018, e fino a nuova comunicazione, il ricevimento avrà luogo ogni martedì, alle 16.30.

    Si prega in ogni di caso di verificare preventivamente eventuali variazioni dovute ad impegni sopravvenuti.

    Data Science and Economics

    Algorithms, Data, and New Research Questions on Prediction and Causality

    Giovedì 28.06 Campus Luigi Einaudi, AULA H2
    Lungo Dora Siena 100A, Torino

    Programma

    9.45-10.45

    Anna Rosso, UNIMI: “Innovative events”

    Matteo Pelagatti, BICOCCA: “Estimating high dimensional stochastic volatility models”

    10.45-11.15

    La formazione: Il panorama corsi di laurea e master

    Coffee Break

    11.30-12.30

    Pietro Battiston, BICOCCA: “Using Big Data to Predict Tax Behavior”

    Francesco Rentocchini, UNIMI: “DEMM meets the Big D research funding at the University of Milan”

    Lunch break

    13.00-13.45

    Brainstorming: Nuovi strumenti o nuove domande di ricerca?

    13.45- 15.15

    Magda Fontana e Fabio Montobbio, UNITO e CATTOLICA: “Bridges over troubled waters: a reassement of interdisciplinarity, novelty, and impact”

    Paolo Brunori, UNIFI: “The Roots of Inequality. Estimating Inequality of Opportunity from Regression Trees”

    Massimiliano Nuccio, UNITO: “Topic Modelling and Evolution of Economics”

    Coffee Break

    15.30-16.30 Conclusioni: idee e opportunità di collaborazione sulla didattica e la ricerca.

    La partecipazione è gratuita e aperta al pubblico previa registrazione gratuita al seguente link: https://tinyurl.com/datascience28giugno

    DEMS seminar

    “Negative Policy Rates and Bank Asset Allocation: Evidence from the Italian Credit and Security Registers” by Andrea Presbitero (International Monetary Fund and MoFiR), 27/06/2018, h. 12.00

    Within the 2017/18 Economics Seminar Series, Andrea Presbitero (International Monetary Fund and MoFiR) will give a seminar titled “Negative Policy Rates and Bank Asset Allocation: Evidence from the Italian Credit and Security Registers”.

    The seminar will be held on Wednesday, Wednesday 27th June at 12.00 pm in the Seminar Room of the Department of Economics, Management and Statistics, Building U7, second floor, room 2104 .

  • Lingua/language:

    • Italiano
    • English
  • DEMS Seminars

    https://docs.google.com/document/d/1m-9YvJ6zhO0wP6artpWT8__N5PBPGcFvh_WyZDayOGk/edit