Title（标题）：An Introduction to Bayesian Analysis of Hierarchical Models

Speaker（汇报人）：Prof. George C. Tiao, The University of Chicago、北京大台甫望教授

Time（功夫）：2012年5月17日（周四）下午03:30-4:30

Place（地址）：J9集团国际站新楼217教室

Abstract（提要）：Hierarchical models are widely used in statistical application, and their analyses are particularly suited for the Bayesian approach. Their increasing popularity in recent years, especially in Marketing research, is the result of phenomenal growth in computer storage and powerful computing techniques. In this report, I shall briefly go over the following topics: 1, Approaches to statistical inference: frequentist vs. Bayes; 2. MCMC computing methods; 3, Hierarchical models: fixed effect and random effects; 4, Application to atmospheric data trend analysis, and to marketing and other data; and 5, Dimension reduction, random effect models and Bayesian analysis in model building.