Yeditepe University

 Management Application and Research Center

Yeditepe University

Department of Business Administration

YIRCoBL ’11

Yeditepe International Research Conference on Bayesian Learning

June 15 - 17, 2011, Istanbul

"State of Theory and Applications"

Celebrating the 310th Birthyear of Rev. Thomas Bayes

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Programme

Organization
Programme
Registration
 

 

 

 

Conference Venue

 
   

June 14    June 15    June 16   June 17

 

Larespark Taksim

 

  09:00

 Plenary Speaker

 

Julia Mortera

Probabilistic Expert Systems for Forensic Identification

10:00

Break

 

Parallel Sessions 

 

Bayesian Model Selection in High Dimensions

Session Chair: Hamparsum Bozdoğan

Objetive Bayes

Session Chair: Brunero Liseo

10:30

 Dynamic Bayesian modelling of biological pathways and decoupling of hidden regulatory signals using nonlinear state space models

R. Yoshida, H. Nagao, M. M. Saito, T. Higuchi, Inst of Statistical Mathematics

 Nonparametric Bayesian Modelling in Systems Biology

K. Ickstadt, Technische Univ Dortmund

11:00

 Bayesian model selection and high-dimensional panel data model

T. Ando, Keio Univ - R. Tsay, Univ of Chicago

 A hierarchical Bayesian approach for population size estimation and record linkage

A. Tancredi, B. Liseo, Sapienza Universita di Roma

11:30

 Bayesian Kernel Mixture-Model Cluster Analysis of Mixed Data with Missing Observations Using Information Complexity

H. Bozdoğan, Univ of Tennessee, Knoxville - H. Bensmail, Qatar Computer Research Institute

 Hyper-g Priors for Additive Semiparametric Model Selection

L. Held, D. S. Bove, Univ of Zurich - G. Kauermann, Univ Bielefeld

12:00

Lunch

 

Hidden Markov Models

Session Chair: Süleyman Özekici

Bayesian Econometrics

Session Chair: Roberto Casarin

13:30

 On the Wiener disorder problem

S. Sezer, Sabancı Univ

 Risk Assessment in Large Portfolios: how inefficient are portfolio constraints

D. Bianchi, Bocconi Univ

14:00

 Maximizing discrimination reward rate under a stochastic deadline

S. Dayanık, Bilkent Univ - A. J. Yu, Univ of California at San Diego

 Bayesian Model Selection for Beta Autoregressive Processes

L. Dalla Valle, Univ of Milano

14:30

 A Hidden Markov Model in Portfolio Management

S. Özekici, E. Çanakoğlu, Koç University

 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data

M. Billio, R. Casarin, Univ of Venice - F. Ravazzolo, Norges bank - H. K. van Dijk, Erasmus University

15:00

Break

 

Bayesian Methods in Time Series

Session Chair: Michael Wiper

Applications in Engineering and Economics

Session Chair: Ülkü Gürler

15:30

 Poisson State Space Models and Their Extensions

R. Soyer, George Washington Univ

 A generalized multivariate log gamma prior and an application to unemployment data

H. Demirhan, Hacettepe Univ

16:00

 A Semiparametric Bayesian Approach to the GARCH Model with Application to Value at Risk Estimation

C. Ausin, P. Galeano, UNiv Carlos III de Madrid - P. Ghosh, Univ of Alabama at Birmingham

 Bayesian Estimation for Demand and Substitution Rates

Ü. Gürler, Bilkent University

16:30

 Modeling time series of discretized wind directions using a wrapped Poisson HMM

M. Wiper, Univ Carlos III de Madrid

 Solution of Inverse Electrocardiography Problem using Bayesian MAP Estimation

Y. Serinağaoğlu Doğrusöz, Middle East Technical University

  Contributed 3 Contributed 4

17:15

 The impact of free-trial promotions on consumer adoption of a high-tech service

B. Foubert, Maastricht Univ

 Bayesian networks in Dempster-Shafer theory: on inference using local computations

R. Jirousek, Inst of Information Theory and Automation

17:35

 Competitive Analysis of Automotive Industry in Turkey using Bayesian Networks

E. N. Çinicioğlu, Istanbul Univ - Ş. Önsel, F. Ülengin, Doğuş Univ

Classical and Bayesian estimation of  P(X<Y) using  upper record values from Kumaraswamy’s distribution

F. Kızılaslan, M. Nadir, Gebze Yüksek Teknoloji Enstitüsü - A. S. Papadopoulos, Yeditepe Univ 

17:55

Application of Bayesian networks for maintenance planning of an industrial machine

S. Kapan Ulusoy, Erciyes Univ

 

18:15

Free
18:45 Departure for Bosphorus Dinner Cruise

23:00  Return to Hotel