BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//talks.cam.ac.uk//v3//EN
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:DAYLIGHT
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
TZNAME:BST
DTSTART:19700329T010000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
TZNAME:GMT
DTSTART:19701025T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
CATEGORIES:MRC Biostatistics Unit Seminars
SUMMARY:Transdimensional sampling algorithms for Bayesian
variable selection in classification problems with
many more variables than observations - Jim Griff
in\, University of Kent
DTSTART;TZID=Europe/London:20081014T143000
DTEND;TZID=Europe/London:20081014T153000
UID:TALK10785AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/10785
DESCRIPTION:One problem in microarray analysis is the identifi
cation of a (small) collection of genes that discr
iminate between two classes (such as diseased and
not diseased). Variable selection in probit regres
sion is one statistical approach to this problem.
We perform a Bayesian analysis using Markov chain
Monte Carlo methods with standard data augmentatio
n techniques. The main issue is how to efficiently
move between different models (combination of var
iables) using Reversible Jump MCMC. In this talk\,
I will discuss the construction and efficiency of
different proposals. High between model acceptanc
e rates are one distinctive feature of many data s
ets that we consider and this suggests using ideas
motivated by Metropolis-Hastings random walk samp
lers to build proposals that have (near) optimal m
ixing. The methods will be illustrated on several
gene expression data sets. This is joint work with
Demetris Lamnisos and Mark Steel. A technical rep
ort is available at\n"http://www.kent.ac.uk/ims/pe
rsonal/jeg28/trans.pdf":http://www.kent.ac.uk/ims/
personal/jeg28/trans.pdf\n
LOCATION:Large Seminar Room\, 1st Floor\, Institute of Publ
ic Health\, University Forvie Site\, Robinson Way\
, Cambridge
CONTACT:Nikolaos Demiris
END:VEVENT
END:VCALENDAR