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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  26  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)

個人網頁:https://sites.google.com/view/kuojunglee

備註事項:

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報名期限:2023/5/25 (四)  中午 12:00

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