Re: [ABE-L]: Seminartio/UNICAMP

[Cezar Augusto de Freitas Anselmo <cafa@ime.unicamp.br>]

Prof.,

estou na área para o que precisar para o artigo...

Em contato,
C
On Mon, 10 May 2004, Ronaldo Dias wrote:

> Prezados(as)
> 
>    Nesta quinta 13/05 as 14:30hs sala 221, teremos a presenca do Prof. 
> Marco Ferreira/UFRJ apresentando o seguinte seminario:
> 
> SEMINÁRIO DE ESTATÍSTICA E PROBABILIDADE
> 
> Marco A. R. Ferreira
> DME/UFRJ
> 
> Bayesian Analysis for a Class of Gaussian Markov Random Fields
> 
> Resumo: We present an objective Bayesian analysis for a classof proper 
> Gaussian Markov random fields (PGMRF). These proper PGMRFs are obtained 
> by adding a positive constant called propriety parameter to the diagonal 
> of the improper GMRF precision matrix. The propriety of GMRFs is 
> important because it is necessary for the construction of more complex 
> models such as for example multi-resolution random fields and 
> spatio-temporal models.Here, we show that the difficulties reported by 
> some authors onthe Bayesian estimation of the propriety parameter result 
> from the behavior of the likelihood function when the propriety 
> parameter goes to infinity. In particular, this behavior implies that 
> the use of improper priors leads to improper posteriors. In order to 
> solve this problem, we develop an objective Bayesian analysis for the 
> parameters of PGMRFs. We prove that our corresponding reference priors 
> lead to proper posteriors. Moreover, we have found through simulation 
> studies that our proposed approach has very good frequentist properties. 
> Illustrations are given with simulated data.
> 
> Data: 13/05/2004 Hora:  14:30hs.    Local:  Sala de Reuniões do  Depto. 
> de Estat. 221.
> 
> 
> Contamos com sua presenca.
> 
> 
> Ronaldo
> 
> 

-- 
========================================
Cezar Freitas (ICQ 109128967)
IMECC - UNICAMP
Campinas, SP - Brasil