{"116301":{"#nid":"116301","#data":{"type":"event","title":"Statistics Seminar - Bayesian Computation Using Design of Experiments-based Interpolation Technique","body":[{"value":"\u003Cp\u003ETITLE: Bayesian Computation Using Design of Experiments-based Interpolation\nTechnique\n\u003C\/p\u003E\u003Cp\u003ESPEAKER: Dr. Roshan Vengazhiyil\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EA new deterministic approximation method for Bayesian computation, known\nas Design of Experiments-based Interpolation Technique (DoIt), is\nproposed. The method works by sampling points from the parameter space\nusing an experimental design and then fitting a kriging model to\ninterpolate the unnormalized posterior. The approximated posterior\ndensity is a weighted average of normal densities and therefore, most of\nthe posterior quantities can be easily computed. DoIt is a general\ncomputing technique which is easy-to-implement and can be applied to\nmany complex Bayesian problems. Moreover, it does not suffer from the\ncurse of dimensionality as much as some of the quadrature methods. It\ncan work using fewer posterior evaluations, which is a great advantage\nover the Monte Carlo and Markov chain Monte Carlo methods especially\nwhen dealing with computationally expensive posteriors.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Bayesian Computation Using Design of Experiments-based Interpolation Technique"}],"uid":"27187","created_gmt":"2012-03-12 15:33:03","changed_gmt":"2016-10-08 01:58:25","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2012-03-16T16:00:00-04:00","event_time_end":"2012-03-16T17:00:00-04:00","event_time_end_last":"2012-03-16T17:00:00-04:00","gmt_time_start":"2012-03-16 20:00:00","gmt_time_end":"2012-03-16 21:00:00","gmt_time_end_last":"2012-03-16 21:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}