The first Statistics seminar this year is joint with the Institute for
Adaptive and Neural Computation, School of Informatics, and will be
held in the Informatics Forum (link to the map is given below).
Date: 29 September 2009 at 11:00am
Location: 4.31/4.33 Informatics Forum
Paul Fearnhead (University of Lancaster)
Efficient Bayesian analysis of multiple changepoint models
Abstract:
We describe an efficient algorithm for Bayesian analysis of multiple
changepoint models. In many scenarios it enables iid samples from the
posterior distribution. Approximate versions (which introduce negligble
error) have a computational cost that is linear in the number of
observations -- and thus can be applied to large data sets (such as
arise in modern bioinformatic applications).
The method is demonstrated on applications that range from inference
about the divergence of Salmonella Typhi and Paratyphi A, to inference
about the Isochore structure of the human genome.
Website for the seminar: www.maths.ed.ac.uk/seminars/show/seminar/968
Map of the location: www.inf.ed.ac.uk/about/contact.html
I hope to see you all there.
Natalia Bochkina
--
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.
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