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seminars:stat:180419 [2018/04/17 19:23] – created qyuseminars:stat:180419 [2018/04/17 19:26] (current) qyu
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 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
 +
 +<WRAP 70% center>
 +^  **DATE:**|Thursday, Month 31, 2017 |
 +^  **TIME:**|1:15pm -- 2:15pm |
 +^  **LOCATION:**|WH 100E |
 +^  **SPEAKER:**|Yuan Fang, Binghamton University |
 +^  **TITLE:**|Bayesian Approach to Parameter Estimation   |
 +</WRAP>
 +\\ 
 +
 +<WRAP center box 80%>
 +<WRAP centeralign>**Abstract**</WRAP>
 +Bayesian Approach to Parameter Estimation and Clustering for
 +the Mixtures of Multivariate Normal Inverse Gaussian Distributions
 +Abstract: Increasingly, non-Gaussian mixture models are gaining
 +attention for mixture model-based clustering particularly when dealing
 +with data that exhibit features such as skewness and heavy tails. One
 +such mixture distribution is the mixtures of multivariate normal
 +inverse Gaussian (MNIG) distribution. MNIG arises from a mean-variance
 +mixture of a multivariate Gaussian distribution with the inverse
 +Gaussian distribution. A mixture of MNIG distributions has the
 +flexibility to represent both skewed and symmetric clusters as well as
 +their mixture, which makes them suitable for a wide range of datasets.
 +In this talk, I will focus on an approach for parameter estimation of
 +mixtures of MNIG distributions in a Bayesian framework via a Gibbs
 +scheme. Novel approaches to simulate univariate generalized inverse
 +Gaussian (GIG) random variables and matrix generalized inverse
 +Gaussian (MGIG) random matrices will be provided. The proposed
 +algorithm will be applied to both simulated and real data. Some future
 +work on extending  finite mixture of MNIG distributions to an infinite
 +mixture model framework will also be discussed.
 +</WRAP>
 +
 +
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 +