The European Seminar on Bayesian Econometrics will take place in Brussels, Belgium, this autumn (November 4 and 5). I wish I could have replied positively to the invitation to talk there but I already had other travel plans…
Archive for Bayesian econometrics
European seminar on Bayesian econometrics
Posted in Statistics, Travel, University life with tags Bayesian econometrics, Belgium, Brussels on August 13, 2011 by xi'anSAMSI workshop
Posted in Statistics, Travel with tags AR models, Bayesian econometrics, Bayesian statistics, reference prior, SAMSI on March 22, 2010 by xi'an
Taking advantage of the people gathered at Frontiers of Statistical Decision Making and Bayesian Analysis, Dongchu Sun organised a one-day SAMSI workshop on reference priors for spatio-temporal models. Talking with a small group focused on this topic was quite enjoyable and a change from the larger crowds at the conference (even though talks were also enjoyable there!). I particularly appreciated the discussion we had around AR(p) models and the difficulty of assessing whether or not non-stationary regions should be included in the analysis. The generalisation of the Berger-Yang (1994) paradigm to general values of p seems to put too much mass on the non-stationary region, even when using a symmetrisation technique… I came out of the meeting (exhausted and) wondering whether or not it was at all meaningfull to consider testing for stationarity, even though Bayes factors can be constructed in this setting.
Ritorno da Rimini
Posted in Books, Statistics, Travel with tags Bayesian econometrics, Bayesian statistics, Rimini, workshop on July 3, 2009 by xi'anBack from the workshop in an uneventful journey where the train was on time, air-conditioned, and with a plug!, and the plane was only slightly delayed by a small storm in Bologna. The meeting was certainly interesting if very confidential (20 to 25 people) and people there quite friendly. The debate went on with no need for shouting or specious arguments, thanks to Russell’s self-confessed agnosticism. The trip also gave me the opportunity to read three short novels by Andrea Camilleri following the suggestion of Alessandra Iacobucci. Those are detective stories taking place in Sicily and I found them quite enjoyable, if not at the level of Fruttero and Lucentini’s novels. (The translation in French also misses the linguistic game between Italian, Sicilian and the intermediate versions…)
In connection with ABC in Paris, Julien Cornebise also posted on the SAMSI website a set of comments on the talks.
