AUEB Stat Webinars Παρασκευή 15/1 (Πεντελή/Παπασταμούλης)

AUEB Stat Webinars Παρασκευή 15/1 (Πεντελή/Παπασταμούλης)




Ημερομηνία: ΠΑΡΑΣΚΕΥΗ 15/1/2021, 13:30 - 14:30

google meet: meet.google.com/qnw-iniy-qai


13:30 – 14:00
Ξανθή Πεντελή: Modeling Multivariate Surveillance Data
ΠΕΡΙΛΗΨΗ

We suggest a multivariate integer-valued autoregressive model that allows for both serial and cross correlation between the series and can easily accommodate overdispersion and covariate information. Moreover, its structure implies a natural decomposition into an endemic and an epidemic component, a common distinction in dynamic models for infectious disease counts. Detection of disease outbreaks is achieved through the comparison of surveillance data with one-step-ahead predictions obtained after fitting the suggested model to a set of clean historical data.
13:30 – 14:00
Παναγιώτης Παπασταμούλης: Integrating R and C++ exemplified by stochastic gradient MCMC sampling (MSc/PhD Seminar)

ΠΕΡΙΛΗΨΗ

R is easy but sometimes painfully slow and C++ is fast but many statisticians are not comfortable with it. Bridging R and C++ can be extremely advantageous when writing source code for computationally demanding problems. This talk will present certain ways of accomplishing this task, with a particular focus on the popular Rcpp and RcppArmadillo packages. Examples will include applications dealing with MCMC sampling in high-dimensional posterior distributions.

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