Zentrum für Statistik
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Universität Bielefeld > Zentrum für Statistik

Vorträge des Kolloquiums im Wintersemester 2017/18

Dienstag, 17.10.2017, 12-13 Uhr - Raum: W9-109

Dr. Takis Besbeas
School of Mathematics, Statistics & Actuarial Science, University of Kent

Exact integrated population modeling

Integrated population modelling (IPM) is the current state of the art approach used for estimating population dynamics when data at the population and individual levels on members of the same wild animal population are available. Several methods can be used to fit the models, including methods based on the Kalman filter (Besbeas et al., 2002), and Bayesian techniques (Brooks et al., 2004). IPM remains an active area of research, with recent papers providing procedures for determining goodness of fit (Besbeas & Morgan, 2014), distinguishing between process and observation variances (Besbeas & Morgan, 2017) and model selection (Besbeas et al., 2015). We provide a brief review of IPM in the first part of the talk. An advantage of the methodology can be the estimation of important demographic parameters for which there is no direct survey information. Recently Abadi et al (2010) and Schaub & Fletcher (2015) estimate immigration into a single population by making use of IPM, based on a Bayesian approach. It is these papers which motivate the second part of the talk. For the application considered, which is typical for short?lived bird species, we show that the proposed population models can be reduced to equivalent scalar state?space models (SSM), with a consequent simplicity of exposition. Furthermore, we show how to use efficient hidden Markov modelling machinery to fit the models by maximum likelihood, which provides the first exact IPM analysis of its kind and avoids the complications of prior selection and sensitivity. We illustrate the theory using both real and simulated data, and discuss extension to higher SSM dimensions.


Dienstag, 07.11.2017, 12-13 Uhr - Raum: W9-109

Niels Aka
DIW Berlin

Titel folgt


Dienstag, 14.11.2017, 12-13 Uhr - Raum: W9-109


Dienstag, 28.11.2017, 12-13 Uhr - Raum: W9-109

Dr. Yuanyuan Li
Universität Bielefeld

Titel folgt


Dienstag, 12.12.2017, 12-13 Uhr - Raum: W9-109

Prof. Bernard Hanzon
School of Mathematical Sciences, University College Cork

Titel folgt


Dienstag, 09.01.2018, 12-13 Uhr - Raum: W9-109

Martina Zaharieva
Westfälische Wilhelms-Universität Münster

Bayesian nonparametrics for financial volatility modeling


Dienstag, 23.01.2018, 12-13 Uhr - Raum: W9-109


Dienstag, 06.02.2018, 12-13 Uhr - Raum: W9-109

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Vortrag im ZeSt

Am 17.10.2017 spricht Dr. Takis Besbeas von der School of Mathematics, Statistics & Actuarial Science der University of Kent im Rahmen des Kolloquiums des ZeSt. Der Vortrag findet zwischen 12:00 und 13:00 Uhr in Raum W9-109 statt. Weiter....

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