Information Geometry and its Applications III

Abstract Paul Marriott

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Paul Marriott  (University of Waterloo, Canada)
Thursday, August 05, 2010, room Hörsaal 2
Computational information geometry: geometry of model choice

Joint work with Karim Anaya-Izquierdo and Frank Critchley (Open University) and Paul Vos (East Carolina).

Our project uses computational information geometry to develop diagnostic tools to help understand sensitivity to model choice by building an appropriate perturbation space for a given inference problem. Focused on generalised linear models, the long-term aim is to engage with statistical practice via appropriate R software encapsulating the underlying geometry, whose details the user may ignore.

This talk exploits the universality of the extended multinomial model to examine the interaction between prior considerations (scientific and otherwise), model choice and final inference. A range of examples are used for illustration. There are strong points of contact with the work of Copas and Eguchi.

EPSRC support under grant EP/E017878/1 is gratefully acknowledged.

Date and Location

August 02 - 06, 2010
University of Leipzig
Augustusplatz
04103 Leipzig
Germany

Scientific Organizers

Nihat Ay
Max Planck Institute for Mathematics in the Sciences
Information Theory of Cognitive Systems Group
Germany
Contact by Email

Paolo Gibilisco
Università degli Studi di Roma "Tor Vergata"
Facoltà di Economia
Italy
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František Matúš
Academy of Sciences of the Czech Republic
Institute of Information Theory and Automation
Czech Republic
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Scientific Committee

Shun-ichi Amari
RIKEN
Brain Science Institute, Mathematical Neuroscience Laboratory
Japan
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Imre Csiszár
Hungarian Academy of Sciences
Alfréd Rényi Institute of Mathematics
Hungary
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Dénes Petz
Budapest University of Technology and Economics
Department for Mathematical Analysis
Hungary
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Giovanni Pistone
Collegio Carlo Alberto, Moncalieri
Italy
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Administrative Contact

Antje Vandenberg
Max Planck Institute for Mathematics in the Sciences
Contact by Email
Phone: (++49)-(0)341-9959-552
Fax: (++49)-(0)341-9959-555

05.04.2017, 12:42