Spatial: One-day Workshop on Objective Bayesian for Spatial and Temporal Models - March 20-21, 2010
Workshop Information
The main theme during the second half of the year for the Fundamental Working Group of the 2009-2010 SAMSI Spatial Program is to explore appropriate prior distributions for parameters of spatial and temporal models. In the absence of sufficiently quantifiable subjective knowledge concerning the unknown parameters, it is typical to resort to noninformative or objective priors; these priors allow most of the benefits of Bayesian analysis to be achieved, while avoiding the difficulty of obtaining a subjective prior. Formal objective priors were introduced for AR (1) models by Berger and Yang (1994), and for geo-statistical models by Berger, De Oleveira and Sanso (2001, JASA) and Paulo (2005, Annals of Statistics). However, the current results are mainly for situations in which there is no nugget effect and no measurement errors; in practice, both are ubiquitous.
The purpose of this one day workshop at San Antonio is to discuss the state of the art concerning objective priors for inference with AR models and spatial processes, and to discuss the way forward in terms of dealing with nuggets effects and measurements errors There will be three sessions: Auto-regressive Models, Matching Priors and Fiducial Distributions, and Objective Priors for Spatial Models and Space-Time Models. This will set the stage for further work by the Working Group on these problems.
|
Doubletree Market Square Hotel, San Antonio, Texas Saturday, March 20, 2010 |
