ENBIS-23 Valencia Conference

Session

INVITED SFdS on Bayesian Statistics

11 Sept 2023, 14:40

Auditorium

Conveners

INVITED SFdS on Bayesian Statistics

• Jean-Michel Poggi (University of Paris-Saclay)

103. A Monte Carlo EM for the Poisson Log-Normal Model

Julien STOEHR (Université Paris-Dauphine, PSL)

11/09/2023, 14:40

Other/special session/invited session

The Poisson log-normal (PLN) model is a generic model for the joint distribution of count data, accounting for covariates. It is also an incomplete data model. A classical way to achieve maximum likelihood inference for model parameters $\theta$ is to resort to the EM algorithm, which aims at maximizing, with respect to $\theta$, the conditional expectation, given the observed data $Y$, of the...

126. Computer Code Validation via Mixture Model Estimation

Mrs Kaniav Kamary (CentraleSupélec, université Paris-Saclay )

11/09/2023, 15:10

Other/special session/invited session

When computer codes are used for modeling complex physical systems, their unknown parameters are tuned by calibration techniques. A discrepancy function is added to the computer code in order to capture its discrepancy with the real physical process. This discrepancy is usually modeled by a Gaussian process. In this work, we investigate a Bayesian model selection technique to validate the...

115. Electrical Load Curve Prediction for Non Residential Customers Using Bayesian Neural Networks

Anne Philippe (Nantes Université)

11/09/2023, 15:40

Machine learning

We explore several statistical learning methods to predict individual electrical load curves using customers’ billing information. We predict the load curves by searching in a catalog of available load curves. We develop three different strategies to achieve our purpose. The first methodology relies on estimating the regression function between the load curves and the predictors (customers’...