Blog

# Calendari

## Seminar of Prof. Peter Filzmoser (TUW)

Announce of Seminar

# Prof. Peter Filzmoser

Department of Statistics and Probability Theory Vienna University of Technology

# Compositional data analysis: Challenges for environmental sciences

13 June, 2012 at 15.30 Aula E, Santa Marta, Venezia

Anyone interested is invited to participate

Abstract:

Many practical data sets in environmental sciences are in fact compositional data because only the ratios between the variables are informative. Compositional data are represented in the Aitchison geometry on the simplex, and for applying statistical methods designed for the Euclidean geometry they need to be transformed first. The isometric logratio transformation has the best geometrical properties, and it avoids the singularity problem introduced by the centered logratio transformation. Since real environmental data also often contain outlying observations, robust statistical procedures need to be employed. We show for different multivariate methods how robustness can be managed for compositional data, provide algorithms for the computation, and apply the methods on real data sets from geochemistry.

The announcement is available here.

## Consultazione Pubblica sul Valore Legale del Titotlo di Studio

Il MIUR ha aperto una consultazione pubblica sul valore legale del titolo di studio a questo indirizzo www.istruzione.it/web/ministero/consultazione-pubblica. Fai sentire anche tu la tua opinione. Passa parola!

## Consultazione Pubblica sul Valore Legale del Titolo di Studio

Il MIUR ha aperto una consultazione pubblica sul valore legale del titolo di studio a questo indirizzo www.istruzione.it/web/ministero/consultazione-pubblica. Fai sentire anche tu la tua opinione. Passa parola!

# International Conference on Robust Statistics 2012

Dear colleagues, We are pleased to announce that the University of Vermont will be hosting the upcoming International Conference on Robust Statistics. The conference will be held from August 5 to August 10, 2012 on the campus of the University of Vermont in Burlington, Vermont, USA. August 5-10 is the week after the Joint Statistical Meetings in San Diego.

The International Conference on Robust Statistics (ICORS) has been an annual international conference since 2001. The aim of the conferences is to bring together researchers interested in robust statistics, data analysis and related areas. This includes theoretical and applied statisticians as well as data analysts from other fields, and leading experts as well as junior researchers and graduate students.

ICORS welcomes contributions to applied statistics as well as theoretical statistics, and in particular new problems related to robust statistics and data analysis. The following areas are expected to be well represented at the conference, but contributed talks on other related topics are also welcomed.

    * Concepts and theory of robust statistics
* Asymptotic theory and efficiency
* Novel applications of robust statistical methods
* Robust and nonparametric multivariate statistics
* Robust functional data analysis
* Robust regression, including quantile regression
* Linear and generalized linear models;  mixed models
* Biostatistics
* Statistical methods in bioinformatics/genetics
* Statistical computing and graphics and data mining
* Data mining and machine learning


The website for the ICORS 2012 conference can be found at:

For any questions please email to:

icors12@gmail.com

We wish to acknowledge the generous support of the Minerva Research Foundation, and pending support of the National Science Foundation.

# One Year Research Position

At my Department there is an open position for one year research position.

Ca' Foscari University Venezia - Department of Environment, Informatics and Statistics

Research contract "Statistical analysis of historical earthquake catalogues"

Tutor: Mario Romanazzi
Duration: 1 year
Location: Venezia (Italy)

Closing Date of Applications: 31st March 2012

Further details available on line at http://www.unive.it/nqcontent.cfm?a_id=1538

Ca' Foscari University is an equal opportunity employer.

## Seminar of Dr. L. Spezia (UK)

Announce of Seminar

# Dr. Luigi Spezia

Biomathematics and Statistics Scotland, Aberdeen, UK

# MODELLING THE STATES OF SCOTLAND'S RIVERS

January 10th, 2012 at 14.00

Aula B, Santa Marta, Venezia

Anyone interested is invited to participate

Abstract:

Analyses of Scotland's rivers are presented both on a local and on a global scale, under the environmental and the ecological point of view. First, the multivariate time series of nitrogen concentrations are considered by modelling rivers in isolation, then modelling all data simultaneously. Next, the dynamics of the signatures of two stream isotopes is investigated. Finally, the mapping of the species distribution of freshwater pearl mussels in a river is shown. The analyses are performed by means of Bayesian hierarchical models, driven by a hidden Markov chain. The states of the Markov process allows gathering of the observations in a small set of homogeneous groups. The models shown belong to the class of hidden Markov models and Markov switching autoregressive models.

The talk is based on joint work with Christian Birkel (University of Aberdeen), Mark Brewer (Biomathematics& Statistics Scotland, Aberdeen), Susan Cooksley (The James Hutton Institute, Aberdeen), Martyn Futter (Swedish University of Agricultural Sciences, Uppsala), Roberta Paroli (Catholic University, Milan).

The announcement is available here.

## Seminar of Prof. C. Gaetan (DAIS)

Announce of Seminar

# Prof. Carlo Gaetan

Dipartimento di Scienze Ambientali, Informatica e Statistica Ca' Foscari University

# A MODEL FOR TEMPORAL EXTREMES BASED ON LATENT PROCESSES

December 14th, 2011 at 10.30am Aula Consiglio - Ala 2C, S. Giobbe, Venezia

Anyone interested is invited to participate

Abstract:

One approach of modelling extreme data is to consider the distribution of exceedances over a high threshold. Under suitable conditions, this distribution can be approximated by a generalized Pareto distribution (GPD). In recent research on extreme value statistics, there has been an extensive development of threshold methods for time series models. For instance extreme values of univariate time series are modelled by assuming that the time series is Markovian and using bivariate extreme value theory to suggest appropriate models for the transition distributions. Another possible approach for dealing with the dipendence is a hierarchical approach imposing a prior distribution on the parameters. A drawback of the Bayesian approach is that the resulting marginal distributions are not GPD. In this talk we present a new model for the extremal behaviour of a univariate time series based on a latent process, that overcomes this drawback. The extremal properties of the model are illustrated, showing that different choices of the underlying latent process can produce different degrees of asymptotic dependence, from independent extremes to clustering of exceedances. Two analysis of environmental and financial time series are also presented.

(a joint work with Paola Bortot, Università di Bologna)

The announcement is available here

## Seminario del Dott. Juan Francisco Rosco Nieves (University of Extremadura)

Il giorno Martedì 15 Novembre 2011 alle ore 11.15 presso l'Aula Consiglio, Ala 2C secondo piano (ex Dipartimento di Statistica) si terrà un seminario tenuto dal J.F. Rosco Nieves (Università dell'Estremadura) dal titolo

# SKEWNESS - INVARIANT MEASURES

Abstract: The coefficient of kurtosis introduced by Pearson as the standardised fourth

central moment is a characteristic used to describe the shape of a probability distribution. However, since its introduction more than a century ago, numerous interpretations of it have been suggested within the literature. A historical review of these interpretations is made and the measurement of kurtosis in the presence of asymmetry is considered. Blest’s kurtosis measure adjusted for skewness is studied and an alternative coefficient is proposed, both measures also being based on moments. Since the existence of moments of a distribution cannot always be assured, a quantile-based approach is considered. Two forms of kurtosis measures based on quantiles are identified which are invariant to the presence of skewness for certain families of distributions obtained via the transformation of a base symmetric random variable. A very general condition is established which can be used to determine when the two types of kurtosis measures will be skewness invariant, and two wide families of distributions are identified for which the measures are skewness invariant. These two family of distributions are the well-known Johnson’s unbounded family and the more recently proposed sinh-arcsinh family. Also we identify a family of distributions not arising via transformation for which the measures are skewness invariant, namely the Tukey lambda family.

La locandina è disponibile qui.

## Sette Milioni

Secondo le stime pubblicate sul report del United Nations Population Fund entro il 31 Ottobre prossimo raggiungeremo la quota di 7 Milioni. Puoi vedere qui per capire cosa questo voglia dire.