CBMS Conference: Bayesian Forecasting and Dynamic Models

CBMS 会议：贝叶斯预测和动态模型

• 批准号: 1933542
• 负责人: Raquel Prado
• 金额: $ 3.48万
• 依托单位: University of California-Santa Cruz
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2019
• 资助国家: 美国
• 起止时间: 2019-12-01 至 2022-11-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1933542&HistoricalAwards=false
• 关键词: CBMS; Conference; Bayesian; Forecasting; Dynamic

This award supports the 2020 NSF-CBMS conference "Bayesian forecasting and dynamic models" hosted by the Department of Statistics at the University of California Santa Cruz, during August 10-14, 2020. The conference will feature three principal lecturers that will deliver 10 main lectures. Professor Mike West from Duke University, who is a foundational researcher and a major reference in the field of Bayesian forecasting and dynamic models will deliver 7 main lectures. Professor Hedibert Lopes from Insper and Professor Raquel Prado from UCSC will deliver 3 main lectures. The conference will also feature a case-study session in a specific area of application to expose junior participants to the process of developing focused statistical tools for highly structured time series data. In addition, the conference will offer "hands-on" sessions on practical data analysis and a panel session with industry experts from companies in Northern California. This will provide participants additional exposure on how Bayesian forecasting and dynamic models are applied in practical non-academic settings. Established and junior researchers, postdoctoral fellows and students will have the opportunity to learn and discuss the major foundational ideas as well as recent and modern models and computing methods in the area of Bayesian time series and dynamic modeling. The conference aims to attract new researchers to this field. Furthermore, given the regional emphasis of the conference, it is expected that the conference will provide an important opportunity for strengthening links and collaborations between multiple groups in the Western United States. Adequate modeling and forecasting of temporal data, particularly in large-dimensional settings, is key in a wide range of applications. This area has defined a major research arena in the mathematical and statistical sciences for years and has also led to intense research activity in methodological, computational and applied areas where these methods are used. In particular, recent important research advances in this area have led to a massive body of literature that comprise new sophisticated models and methods for analysis and forecasting of time series data, as well as powerful computational tools and related software for inference and forecasting in an efficient manner. Exploring, understanding, and applying these models and tools can be a daunting task for newcomers, imposing a steep barrier into the field. This conference, along with the monograph derived from it will facilitate introduction to the area by providing a comprehensive review of Bayesian modeling and forecasting tools.For more information, please refer to the conference webpage: http://cbms.soe.ucsc.edu/2020/This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

该奖项支持2020年8月10日至14日由加州大学圣克鲁斯统计系主办的2020年NSF-CBMS会议“贝叶斯预测和动态模型”。会议将有三位主要讲师，将提供10个主要讲座。来自杜克大学的Mike West教授是贝叶斯预测和动态模型领域的基础研究人员和主要参考，他将提供7个主要讲座。来自Incident的Hedibert Lopes教授和来自UCSC的Raquel普拉多教授将提供3个主要讲座。会议还将在一个具体的应用领域举行案例研究会议，使初级与会者了解为高度结构化的时间序列数据开发重点突出的统计工具的过程。此外，会议将提供关于实际数据分析的“动手”会议，以及与来自北方加州公司的行业专家的小组会议。这将为参与者提供关于贝叶斯预测和动态模型如何应用于实际非学术环境的额外曝光。 建立和初级研究人员，博士后研究员和学生将有机会学习和讨论贝叶斯时间序列和动态建模领域的主要基础思想以及最近和现代模型和计算方法。会议旨在吸引新的研究人员进入这一领域。此外，鉴于会议的区域重点，预计会议将为加强美国西部多个团体之间的联系和合作提供重要机会。充分的建模和预测的时态数据，特别是在大尺寸的设置，是在广泛的应用程序的关键。 这个领域已经定义了一个主要的研究竞技场在数学和统计科学多年来，也导致了激烈的研究活动，在方法，计算和应用领域，这些方法的使用。特别是，最近在这一领域的重要研究进展导致了大量的文献，其中包括用于分析和预测时间序列数据的新的复杂模型和方法，以及用于以有效的方式进行推理和预测的强大的计算工具和相关软件。 探索、理解和应用这些模型和工具对于新手来说可能是一项艰巨的任务，给这个领域设置了一个陡峭的障碍。本次会议，沿着从它衍生的专题论文将通过提供贝叶斯建模和预测工具的全面审查来促进对该领域的介绍。欲了解更多信息，请参阅会议网页：http://cbms.soe.ucsc.edu/2020/This奖项反映了NSF的法定使命，并被认为值得通过使用基金会的智力价值和更广泛的影响审查标准进行评估来支持。