Welcome Tp CRETA! Contact Us at : +886.2.3366.1072
Welcome Tp CRETA! Contact Us at : +886.2.3366.1072
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:李國榮教授 (國立成功大學統計學系)
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!