19 T.W. Alexander Drive
P.O.Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350
Fax: 919.685.9360
info@samsi.info

 

 



 

Sequential Monte Carlo Methods Program

Model Assessment Working Group

Meets: Wednesday, 2:45- 4:30 in Room 203

Leader: Carlos Carvalho
Webmaster: Sourish Das

Password Protected Site
Goals and Objectives
Working Papers/Drafts for Publication
Reference Materials

Announcements

 

 

 

Meeting Activities

** Clicking on a date will take you to that date on the Meeting Summary page **

DATE

TOPICS & Readings

Notes

12/03/08

Lectures on “Nested Sampling” by John Skilling

Click here

11/12/08

(1) Discussion lead by Fei Liu on some issues of Adaptive Design for Model Selection

Click here

11/05/08

(1) Discussion lead by Edsel Pena “Two-Class Prediction Functions with Model Selection and Averaging”

Click here

10/29/08

(1) Discussion lead by Christian Robert “On Some Computational Methods for Bayesian Model Choice”

Click here

10/22/08

(1) Presentation by Nilay on Adaptive Control of a Clearing System

(2) Discussion by Abel on Nilay’s presentation

(3) Presentation by Joyee Ghosh on SRSWOR algorithm for Bayesian Variable Selection

(1) Click here

(2) Click here

(3) Click here

10/08/08

(1) Discussion lead by David Dunson on “Stochastic Variable Search”

(2) Presentation by Koutsourelakis



Click here

10/01/08

(1) Discussion lead by Jim Berger on Possible Exoplanet Design Project

Click here

9/24/08

(1)Presentation by Nilay

(2)Presentation by Rodriguez


9/17/08

(1) “Variable Selection” by David Dunson

(2) “Bayesian Calibration” by Fei Liu

Click here

9/10/08

Group Introduction and organizational meeting

Click Here

 

Group Members

(email alias is smc-model at samsi.info)

Name

Affiliation

Email Address

Carlos Carvalho (Group Leader)

Chicago School of Business

carlos.carvalhoATchicagogsb.edu

Nilay Argon

UNC-Chapel Hill

Nilay AT unc dot edu

Melanie Bain

UNC-Chapel Hill

mbainATemail.unc.edu

Susie Bayarri

Univ. of Valencia

susie.bayarriATuv.es

Jim Berger

Duke University and SAMSI

bergerATsamsi.info

Sourish Das (Webmaster)

Duke University and SAMSI

sourish.dasATstat.duke.edu

David Dunson

Duke University

dunsonATstat.duke.edu

Ernest Fokoue

Kettering University

efokoueATkettering.edu

Fei Liu

Univ. of Missouri

liufeiATmissouri.edu

Thomas Loredo

Cornell University

loredoATastro.cornell.edu

Alex Mclain

N.C. State University

mclainATstat.ncsu.edu

Mario Morales

 

emetriczATgmail.com

Chiranjit Mukherjee

Duke University

cm114ATstat.duke.edu

Joris Mulder

 

j.mulder3ATuu.nl

Jarad Niemi

Duke University

jaradATstat.duke.edu

Edsel Pena

Univ. of South Carolina

penaATstat.sc.edu

Elizabeth Shamseldin

Duke University

elizabethATstat.duke.edu

Minghui Shi

Duke University

ms193ATduke.edu

Cajo ter Braak


cajo.terbraakATwur.nl

Len Thomas


lenATmcs.st-and.ac.uk

Hao Wang

Duke University

hw27ATstat.duke.edu

Kai Wang

Duke University

kai.wangATduke.edu

Ryo Yoshida

 

yoshidarATism.ac.jp

Baqun Zhang

N.C. State University

bzhang4ATncsu.edu

Robert Gramacy

Cambridge University

 rbgramacy AT gmail.com

James Lawrence

Cambridge University

J.D.Lawrence AT statslab.cam.ac.uk

Merlise Clyde

Duke University

clydeATstat.duke.edu

Ana Corberan

Universidad de Valencia

ana.corberanATuv.es

Petar Djuric


djuricATece.sunysb.edu

Maria Pilar Munoz

Technical University of Catalonia (UPC)

pilar.munyoz AT upc.edu

Phaedon-Stelios Koutsourelakis

Cornell University

pk285 AT cornell.edu

Reference List

1. C. M. Kreucher, A. O. Hero III, K. D. Kastella, and M. R. Morelande, (2007) "An Information Based Approach to Sensor Management in Large Dynamic Networks," IEEE Proceedings, vol. 95, no. 5, pp. 978-999,

2. Kreucher, K. Kastella, and A. Hero, (2005) “Sensor Management Using An Active Sensing Approach.” Signal Processing, 85(3):607-624,

3. S.S. Singh, A. Doucet and N. Kantas, (2007) "Simulation-Based Optimal Sensor Scheduling with Application to Observer Trajectory Planning", Automatica, vol. 43, no. 5, pp. 817-830,

4. West, M, (1986) “Bayesian Model Monitoring”, JRSS-B, Vol 48, No1 pp 70-78

5. Berg. A, Meyer. R, and Yu. J., (2004) “Deviance Information Criterion for Comparing Stochastic Volatility Model”, JBES, Vol 22, No1 pp 107 - 120

Data Sites

Economic Data Sets:

(1) Economagic.com

(2) The R-package “Ecdat”.

Environmental Data Sets:

1. Climate Data Archieve: Click here.

2. Hurricane Data: Click here.

3. Temperature Data: Click here.

4. International Disaster Data Base: Click here.

5. USGS Water Data base: Click Here.

6. EPA Data Archieve: Click Here.

Popular Data Archive

1. Journal of Statistical Education – Data Archive: Click Here

2. StatLib – JASA Data Archive: Click here

3. Chandra Data Archive: Click here

4. Public Opinion: Roper Center, University of Connecticut: Click here

Working Groups Dial-in & WebEx Instructions

1. Go to the email invitation that you received announcing the meeting, or go directly to WebEx: https://samsi.webex.com
2. Click on the link for the meeting you want to join
• Enter Your Name, Your Email Address and the meeting password from the email invitation
• The first time you use WebEx, the Meeting Manager will run and it will take about a minute to setup.
• Now you are in the meeting and can use all the features of WebEx
3. Dial the teleconference line: 919-685-9338.
• It is necessary to separately call into the given conference-line phone number to obtain audio interaction; we are not able to use WebEx for an audio connection. When calling in:
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• If cost of telephone calls is an issue, consider using either Skype or JaJah to place your calls to the conference line; these are virtually free within North America, and (for example) only cost roughly 2 cents and 3 cents per minute, respectively, from Europe.
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If you are having trouble with WebEx or the Teleconference line please contact Sue McDonald, sueATsamsi.info (919)685-9359 or James Thomas, helpATsamsi.info (919)685-9307

You can learn more about WebEx and take tutorials at university.webex.com.

 

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This page updated on November 12, 2008 4:00 PM