STICERD Econometrics Seminar Series
Info-Metrics for Modeling and Inference
Amos Golan (American University)
Wednesday 06 May 2020 14:00 - 15:30
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Unless otherwise specified, in-person seminars are open to the public. Please ensure you have informed the event contact as early as possible.
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About this event
Our classical statistical arsenal for extracting truth from data often fails to produce correct predictions. Uncertainty, blurry evidence and multiple possible solutions may trip up even the best interrogator. Info-metrics – the science of modeling, reasoning, and drawing inferences under conditions of insufficient and noisy information – provides a consistent and efficient framework for constructing models and theories with minimal assumptions. Situated at the intersection of information theory, statistical inference, and economic/econometric modeling, info-metrics reveals the simplest solution, model or story, that is hidden in the observed information. My talk will be based on my new book ‘Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information,’ http://info-metrics.org/ in which I develop and examine the theoretical underpinning of info-metrics and provide extensive interdisciplinary applications. I will discuss the basic ideas via a small number of graphical representations of the model and theory and will then present a number of interdisciplinary real-world examples of using that framework for modeling and inference.
Related
STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, in SAL 3.05, unless specified otherwise.
Seminar organisers: Dr Yike Wang, Professor Tai Otsu, and Dr Vassilis Hajivassiliou.
For further information please contact Sadia Ali: s.ali43@lse.ac.uk.
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