Seminars of the Focus Area Complex Systems

Prof. Dr. C. Beta, Prof. Dr. K. Dethloff, Prof. Dr. R. Engbert, Prof. Dr. M. Holschneider, Prof. Dr. W. Huisinga, Prof. Dr. Ralf Metzler, Prof. Dr. A. Pikovsky, Prof. Dr. S. Reich, Prof. Dr. M. Rosenblum, Prof. Dr. G. Rüdiger, Prof. Dr. T. Scheffer, Prof. Dr. F. Scherbaum, Prof. Dr. J. Selbig, Prof. Dr. F. Spahn

Seminar

Speaker: Christophe PLANAS, Institute for the Protection and Security of the Citizen Joint Research Centre of European Commission Ispra (VA) Italy

Title: Course on Bayesian methods

Time: Oct 7-8, 2010, 11am and 2pm

Place: Building 28, Room 0.108

Abstract:
The main scopes of the short course are to make us familiar with Bayesian concepts, to review main tools involved in Bayesian inference (particularly focused on macro-economic models) and to show us the value-added of the Bayesian framework.

Information about the course:

Slides: Download

Course outline:
1) Sampling theory vs Bayesian inference;
2) Prior distributions: informative and non-informative;
3) Posterior distributions in the linear regression model;
4) Posterior distributions via MCMC simulations;
5) Bayesian inference and model selection;
6) Application I: Bayesian analysis of output gap;
7) Application II: Model discrimination for US and EA NAIRU.

Place and time:
Where: Golm campus, Building 28, Room 0.108.
When: 7 and 8 October from 11:00-13:00 and from 14:00 till 15:00.

For any doubt or further info, please do not hesitate to contact me

Marco Rusconi

Dr. Marco Rusconi
DYCOS, Institut für Mathematik der Universität Potsdam
Karl - Liebknecht-Str. 24/25, Haus 14
D-14476 Potsdam (Golm)
Germany
tel: (++49) 331-977 1194
fax: (++49) 331-977 1045

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Past NLD Seminars (1994-2007) & (2008 ...)

Students' seminar: Theoretical Physics, PIK, Modeling & TSA Berlin-Potsdam-Colloquia: PhysGesellschaft Berlin, TU Berlin, Pro Physik, AIP, AEI, MPI-KGF, GFZ, HMI, PIK, AWI, Max Planck Institute for the History of Science, Mathematik, DPG Disputationen, & Vorschau UP

Udo Schwarz, Zentrum für Dynamik komplexer Systeme,
Universität Potsdam, Campus Golm Karl-Liebknecht-Str. 24, 14476 Potsdam, building 28, room 2.107
Phone: (+49-331) 977-1658, Fax : (+49-331) 977-1045

Email: Udo.Schwarz AT uni-potsdam.de

DFG SFB 1294

DFG Sonderforschungsbereich 1294 Data assimilation

DFG SPP 1488

DFG Schwerpunktprogramm 1488 Planetmag


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