Loading Events

« All Events

  • This event has passed.

Seminar on Wednesday, January 28, 2015

January 28, 2015 @ 3:30 pm - 5:00 pm

An Introduction to Data Cloning Method

Full Title: An Introduction to Data Cloning Method
Speaker: Mohammad Kaviul Anam Khan, MSc
School of Public Health, University of Alberta, Canada
Date/Time: Wednesday, January 28, 2015, 3:30pm
Venue: ISRT Seminar Room

 

ABSTRACT

In the fields of epidemiology, ecology and medical science often we encounter with hierarchical models where maximum likelihood estimation can become very challenging. Gompertz state space model and quantile regression model are such examples. The most common approach to deal with these types of hierarchical models is Bayesian inference. However, for a small sample size Bayesian inference largely depends on the prior distribution, which can lead to a wrong conclusion for a misspecified prior. Data cloning an alternative approach proposed by Lele, Dennis, and Lutscher (2007) provides maximum likelihood estimation by using Markov Chain Monte Carlo (MCMC) approach. This estimation procedure is invariant to the choice of prior distribution and thus eliminates the subjectivity of Bayesian approach. Using this method, inferences can be drawn for very complex hierarchical models with any standard MCMC software.

Details

Date:
January 28, 2015
Time:
3:30 pm - 5:00 pm
Event Category:

Leave a Reply