The tutorials will take place on Friday the 16th of December 2011 at the Senate House. The number of participants to the tutorials is limited and restricted only to those who attend the conference. For further information please contact Ana Colubi.
Friday 16th December 2011
|Tutorial 1 (by Esther Ruiz): Modelling conditional means and variances: differences between macro and financial time series|
|Room: Senate Room at the Senate House|
The lecture notes which will be used during the tutorial can be obtained from the file |
|09:00 - 10:35||Lecture|
|10:30 - 11:00||Coffee Break (Served at the top of the ceremonial stairs, Senate House)|
|11:00 - 12:00||Lecture|
|12:00 - 12:15||Pause|
|12:15 - 13:30||Lecture|
|Tutorial 2 (by Christian Hennig): The Gaussian mixture model as a tool for cluster analysis||Room: Jessel Room at the Senate House|
|15:00 - 17:00||Lecture|
|17:00 - 17:30||Coffee Break (Served at the top of the ceremonial stairs, Senate House)|
|17:30 - 19:30||Lecture|
The Gaussian mixture model is one of the most versatile tools for cluster analysis, based on modelling every cluster by a multivariate Gaussian distribution. In this tutorial, the Gaussian mixture model will be introduced, along with the use of the R-package mclust for estimation and classification of the points. Example datasets will be analysed. Theory will be presented as far as necessary to understand the results in practice.
The tutorial will also treat methods to validate the resulting clustering by exploring robustness, stability and separateness of the clusters. Shortcomings of the methodology will be discussed, as well as criteria to decide whether the Gaussian mixture model delivers a suitable clustering in a given situation, or whether rather different clustering methods should be used. All material will be illustrated by example datasets and computer code.
There are various sandwich places and Cafes around the Senate House. There is a Costa Cafe in the ground level of the building and another one at the Birkbeck University main building. The Senate House is 10 minutes walk from Russell Square and other places in Bloomsbury where there is a choice of restaurants. (Please check the Area Map).