[Statlist] Fwd: Next talk: Friday, November 26, 2010 with Simon Wood, University of Bath

[Cecilia Rey]

Information

Please take note that the abstract of the next talk is to be found under the following new link:
*http://stat.ethz.ch/events/research_seminar*



-------- Original Message --------
Subject: 	Next talk: Friday, November 26, 2010 with Simon Wood, 
University of Bath
Date: 	Mon, 22 Nov 2010 15:20:29 +0100
From: 	Cecilia Rey <rey at stat.math.ethz.ch>
To: 	statlist at stat.math.ethz.ch



ETH and University of Zurich

Proff. L. Held - H.R. Kuensch - M. Maathuis - S. van de Geer

*************************************************************
We are glad to announce the following talk

*Friday, November 26,  2010,*   15.15h  ETH Zurich HG G 19.1
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with*Simon Wood, University of Bath*


Title:
*REML estimation of penalized GLMs*

Abstract:
Many flexible regression models can be written as penalized Generalized Linear Models, either because the linear predictor depends on random effects or unknown smooth functions, or both. In this talk I discuss selection of the strength of penalization in such penalized GLMs. The two main alternatives are Marginal Likelihood (or REML) methods and prediction error methods (such as GCV or AIC). These are compared in the light of recent work by Reiss and Ogdon (JRSSB, 2009) suggesting that REML may be preferable to GCV in practice. Computational approaches to REML based smoothness selection are considered, and some numerical problems in computing the Marginal or restricted likelihood are identified and illustrated. A computationally robust strategy for dealing with these issues is then outlined, which is implemented in the R package `mgcv'. The methods are illustrated with examples of generalized additive models and signal regression models.


-- 
ETH Zürich Seminar für Statistik Cecilia Rey-Lutz, HG G10.3 Rämistrasse 
101 CH-8092 Zurich mail: rey at stat.math.ethz.ch phone: +41 44 632 
3438/fax: +41 44 632 1228 
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