Programme

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