| 23 May 2011 |
| Afternoon session |
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| 14:30 |
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14:55 |
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Introduction |
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| 14:55 |
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15:20 |
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Fabio Crosilla (University of Udine) "Sequential and interactive higher-order moments analysis for the classification of multivariate spatial data and some first experiences with the ICS method" (joint with D. Macorig and D. Piccolo) |
| 15:20 |
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15:45 |
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Domenico Perrotta (Joint Research Center, European Commission) "Robust clustering issues" |
| 15:45 |
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16:10 |
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Spyros Arsenis (Joint Research Center, European Commission) "Data mining large two way contingency tables" |
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| 16:10 |
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16:40 |
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Coffee break |
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| 16:40 |
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17:25 |
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INVITED SPEAKER - Rafal Weron (Wrocław University of Technology) "Inference for Markov regime-switching models of electricity prices" |
| 17:25 |
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17:50 |
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Angelica Gianfreda (University of Verona) "Modelling and forecasting electricity spot price volatility through stylized facts" (joint with L. Grossi) |
| 17:50 |
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18:15 |
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Tiziano Bellini (University of Parma) "Robust macroeconomic credit stress testing" |
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| 24 May 2011 |
| Morning session |
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| 9:30 |
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9:55 |
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Donald Pierce (Oregon State University, USA) "Connections between MCMC and likelihood methods" (joint with R. Bellio) |
| 9:55 |
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10:20 |
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Giovanni Fonseca (University of Udine) "Predictive distributions for non-regular parametric models" (joint with F. Giummolè, P. Vidoni) |
| 10:20 |
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11:05 |
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INVITED SPEAKER - John Copas (University of Warwick, UK) “A robust likelihood for model uncertainty” |
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| 11:05 |
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11:30 |
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Coffee break |
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| 11:30 |
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12:15 |
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INVITED SPEAKER - Eric Moulines (Télécom ParisTech (ENST) ) "On line learning for missing data models" |
| 12:15 |
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12:40 |
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Clarissa Ferrari (University of Verona) "The stochastic EM algorithm for non-Gaussian geostatistical factor models" (joint with M. Minozzo) |
| 12:40 |
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13:05 |
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TingTing Peng (University of Verona) "Monte Carlo filtering and estimation in a multivariate doubly stochastic Poisson process" (joint with S. Centanni, M. Minozzo) |
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| 13:05 |
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14:30 |
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Lunch |
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| Afternoon session |
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| 14:30 |
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14:55 |
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Ruggero Bellio (University of Udine) "Structural modelling of measurement error in linear mixed models" (joint with M. Battauz) |
| 14:55 |
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15:20 |
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Michela Battauz (University of Udine) "Structural modeling of measurement error in generalized linear models with Rasch measures as covariates" (joint with R. Bellio) |
| 15:20 |
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15:45 |
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Annamaria Guolo (University of Verona) "Pseudo-likelihood inference for regression models with mismeasured covariates" |
| 15:45 |
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16:10 |
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Laura Ventura (University of Padova) "Bayesian higher-order asymptotics in models with nuisance parameters" (joint with N. Sartori, W. Racugno) |
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| 16:10 |
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16:40 |
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Coffee break |
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| 16:40 |
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17:25 |
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INVITED SPEAKER - Anthony Atkinson (The London School of Economics) "Calibrated very robust regression" (joint with M. Riani and D. Perrotta)
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| 17:25 |
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17:50 |
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Luca Greco (University of Benevento) "S-estimation of mixtures" |
| 17:50 |
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18:15 |
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Simona Pacillo (University of Benevento) "Selection of conditional independence graph models when the distribution is ESN" |
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| 25 May 2011 |
| Morning session |
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| 9:30 |
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9:55 |
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Nicola Lunardon (University of Padova) "Robust pairwise likelihood methods" (joint with L. Greco, L. Ventura) |
| 9:55 |
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10:20 |
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Manuela Cattelan (University of Padova) "Hybrid pairwise likelihood for paired comparison data" |
| 10:20 |
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10:45 |
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E. C. Kenne Pagui (University of Padova) "Composite likelihoods for multivariate normal models" |
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| 10:45 |
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11:15 |
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Coffee break |
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| 11:15 |
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11:40 |
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Cristiano Varin (Ca' Foscari University of Venice) “The R Lasso” (joint with G. Masarotto) |
| 11:40 |
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12:05 |
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Claudio Agostinelli (Ca' Foscari Universty of Venice) "Grouping functional data using depth functions" |
| 12:05 |
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12:30 |
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Fabrizio Laurini (University of Parma) "Robust portfolio allocation" (joint with L. Grossi, G. Scandolo) |
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