2023 年 5 月 26 日 CRETA Seminar - Variable selection in finite mixture of regression models with an unknown number of components

訊息標題：

2023 年 5 月 26 日 CRETA Seminar - Variable selection in finite mixture of regression models with an unknown number of components

簡介摘要：

國立臺灣大學計量理論與應用研究中心 (CRETA) 及臺灣經濟計量學會 (TES) 將於 2023 年 5 月 26 日舉辦 CRETA Seminar。相關資訊如下：

 

【 5 月 26 日 CRETA Seminar】

日期：2023 年 5 月 26 日 (週五) 下午 2:00~3:30

地點：線上舉行

講者：李國榮教授 (國立成功大學統計學系)

演講主題：Variable selection in finite mixture of regression models with an unknown number of components

 

講題摘要：

A Bayesian framework for finite mixture models to deal with model selection and the selection of the number of mixture components simultaneously is presented. For that purpose, a feasible reversible jump Markov Chain Monte Carlo algorithm is proposed and model each component as a sparse regression model. This approach is made robust to outliers by using a prior that induces heavy tails and works well under multicollinearity and with high-dimensional data. Finally, the framework is applied to cross-sectional data investigating early warning indicators. The results reveal two distinct country groups for which estimated effects of vulnerability indicators vary considerably.

講者介紹：

講者：李國榮教授 (國立成功大學統計學系)

備註事項：

欲參加CRETA Seminar的朋友們，煩請事先報名。  

報名期限：2023/5/25 (四)  中午 12:00

歡迎各位踴躍報名參加！