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SUMMARY:Latent Branching Trees - Dr Theodore Kypraios (University of Notti
 ngham)
DTSTART:20150129T120000Z
DTEND:20150129T130000Z
UID:TALK57716@talks.cam.ac.uk
CONTACT:Zoubin Ghahramani
DESCRIPTION:This talk is concerned with a class of semi-parametric time se
 ries models for which we can specify in advance the marginal distribution 
  of the observations and then build the dependence structure of the  obser
 vations around them by introducing an underlying stochastic process  terme
 d as 'latent branching tree'. We will demonstrate how one can draw Bayesia
 n inference for the model parameters using Markov Chain Monte Carlo method
 s as well as Approximate Bayesian Computation  methodology. Finally a real
  dataset on genome scheme data will be fitted to these models and we will 
 also discuss how this kind of models can be  used in modelling Internet tr
 affic.\n
LOCATION:Engineering Department\, CBL Room BE-438.
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