Descripción:

El Congreso Bayesiano de América Latina (COBAL) es un evento de carácter internacional impulsado por la International Society for Bayesian Analysis (ISBA), cuya importancia en nuestra región radica en abrir un espacio que permita la divulgación, discusión e interacción entre investigadores, académicos y estudiantes, con el objetivo de fortalecer aun más el intercambio científico entre los Bayesianos Latinoamericanos. Las ediciones anteriores se han realizado en: Ubatuba, Brasil (2002), Los Cabos, México (2005), Pucón, Chile (2011) y Medellín, Colombia (2015).

Organización, Comité Científico

• Rosangela Helena Loschi (Presidenta, UFMG, Brasil) 

• Eduardo Gutierrez Pena (IIMAS, México) 

• Manuel Mendoza Ramirez (ITAM, México) 

• Maria Eglee Perez Hernandez (UPR, EUA) 

• Alejandro Jara (PUC, Chile)

• Luis Gutierrez Inostroza (U. de Chile)

• Andres Christen (CIMAT, México) 

Comité Local 

• Andres Christen (Presidente, CIMAT, México) 

• Leticia Ramirez Ramirez (CIMAT, México) 

Patrocinadores: CIMAT, Google.

Actividades:

Presentación del poster: DSGE with Non Structure Variance

Abstract:

In this paper, we develop full Bayesian inference for a rich class of DSGE models (Dynamics Stochastic General Equilibrium). It is well known that any DSGE model after being log-linearized could be written as a state space model with Gaussian shocks in the state equation, in this context we propose a mixture of normal-gamma to obtain a correlated Student-t distribution and a novel approach that generalize the multivariate Student-t distribution. A simulation study is presented; the methodologies are applied to real data and is compared with the traditional approach.

Conferencias asistidas:

1. Métodos Computacionales En Estadística Bayesiana, Andrew Christen
2. A Population-finding Design with Covariate-dependent Random Partitions, Peter Muller
3. Goodness of Fit of Approximated Bayesian Computation Models, Stefano Cabras
4. Una Historia Subjetiva de la Inferencia Estadística Bayesiana, Miguel Angel Gomez
5. Modelling the Kurtosis of Spatio-temporal Processes, Thais Fonseca
6. Un Proceso Harris a Tiempo Continuo para Modelar la Volatilidad Estocástica, Michelle Anzarut
7. A Beta Inflated Mean Regression Model with Mixed Effects for Fractional Response Variables, Cristian Bayes
8. Itemwise Conditionally Independent Nonresponse Modeling for Incomplete Multivariate Data, Mauricio Sadinle
9. Boostrap Bayesiano para Datos Masivos, Andrés Barrientos
10. Nonparametric Models, Random Partitions, and Their Applications in Clustering Problems, Asael Martinez
11. A Bayesian Nonparametric Dynamic Ar Model for Multiple Time Series Analysis, Luis Enrique Nieto
12. : A Joint Dynamic Hierarchical Multi-State Model, Pamela Chiroque
13. Bayesian Analysis of Niche Overlap in Ecology, Eduardo Gutierrez
14. Bayesian Inference on Group Differences in Multivariate Categorical Data, Massimiliano Russo
15. A Random Censoring Poisson Model for Underreported Data, Guilherme Oliveira
16. Bayesian Matching Test, Ignacio Vidal
17. Predictive Value-at-risk and Expected Shortfall Portfolio Selection, Juan Carlos Martinez
18. A Flexible Class of Covariance Functions for Multivariate Spatial Processes, Rafael Erbisti
19. Extended Dynamic Generalized Linear Models: the Two-parameter Exponential Family, Joao Pereira
20. The Matrix-variate F Prior for Estimating and Testing Covariance Matrices, Luis Pericchi
21. A Bayesian Tajima Coalescent Model, Julia Palacios
22. Spatial Confounding in Hierarchical Models, Alexandra Schmidt
23. Estadística Bayesiana No Paramétrica: Teoría y Aplicaciones, Ramses Mena