Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Research Seminar - Antonio Canale


We are pleased to announce the upcoming Research Seminar on April 26, 2024.

The Institute for Statistics and Mathematics is pleased to invite you to the next research seminar, taking place on campus:

Antonio Canale (Department of Statistical Sciences, University of Padova)
Advances in Structured Bayesian Factor Models
Friday, April 26, 2024, 10:30 am, Building D4, Room D4.0.127

In this seminar I will discuss novel approaches to matrix factorization that exploits Bayesian shrinkage priors and external information to induce flexible sparse patterns. Such a sparsity has appealing practical consequences beyond the obvious parsimony and regularization. For instance, it can facilitate the emergence of a structured block pattern in factor loadings, confining the influence of specific factors to subsets of observed variables. This promotes interpretability by grouping related variables into coherent blocks or identifying variables independent of others. Conversely, a block structure within latent factors allows for the clustering of subjects, enabling the exploration of heterogeneity among subjects associated with distinct groups. The proposed approaches are based on hierarchical prior specifications that allow both for global and local shrinkage. These methods extend and unify various recent contributions within the realm of Bayesian factor models. Through empirical applications, we showcase the efficacy and practical utility of these methodologies across diverse contexts.

We aim to stream all on-campus talks via Zoom. A direct link to the stream will be posted on our website.

For further information and the seminar schedule, please see:

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