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    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 .

    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 .

    DEMS seminar

    “Robustness: From Basic Concepts to Robust Filtering” by Elvezio Ronchetti (Research Center for Statistics and University of Geneva), 30/05/2018, h. 12.00 pm

    Within the 2017/18 Economics Seminar Series, Elvezio Ronchetti – Research Center for Statistics and Geneva School of Economics and Management, University of Geneva – will give a seminar titled “Robustness: From Basic Concepts to Robust Filtering”

    The seminar will be held on Wednesday 30 May at 12:00 p.m., Building U7, Room “De Lillo” (second floor).

    DEMS seminar

    “The Political Economy of Public Debt: A Laboratory Study” by Salvatore Nunnari (Bocconi University), 11/04/2018, h. 12.00

    Within the 2017/18 Economics Seminar Series, Salvatore Nunnari (Bocconi University) will give a seminar titled “The Political Economy of Public Debt: A Laboratory Study” (with M. Battaglini and T. Palfrey)

    The seminar will be held on Wednesday, April 11th at 12.00 pm in the Seminar Room of the Department of Economics, Management and Statistics, Building U7, second floor, room 2104 .

    DEMS seminar

    “Bayesian learning in markets with common value”, by Rann Smorodinsky (Israel Institute of Technology-Haifa), 24/01/2018, h. 3.00 pm

    Within the 2017/18 Economcs Seminar Series (DEMS, University of Milano-Bicocca), Rann Smorodinsky (Faculty of Industrial Engineering, Technion—Israel Institute of Technology-Haifa) will present a paper titled

     

    “Bayesian learning in markets with common value”

     

    The seminar will be held on Wednesday, January 24th at 3.00 pm in the Seminar Room of the Department of Economics, Management and Statistics, Building U7, second floor, room 2104 (***note change of schedule and time***).

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    • Italiano
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