School Seminars and Colloquia

Unimodal density estimation with applications in expert elicitation and decision making under conditions of uncertainty

Completion Seminar

by Yacov Salamon

Institution: Department of Mathematics and Statistics, University of Melbourne
Date: Thu 7th March 2013
Time: 12:00 PM
Location: Room G26, Botany Department, University of Melbourne

Abstract: A wide range of applied problems may be reduced to an under-determined inverse problem of the form: find the "best" density \(f\) subject to a set of constraints. The problem of choosing the best distribution to represent the data elicited from an expert is one such example. In my completion seminar I will discuss our approach to solving such problems when the set of constraints includes unimodality. I will then illustrate our results in the context of expert elicitation. Finally, I will outline a method for incorporating expert elicited data in decision making under conditions of uncertainty. The method is applied in the context of environmental management using sensitivity analysis of matrix population models.