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                                  科研資訊
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                                  mg游戏講座信息——東北財經大學劉柏森博士
                                  作者:mg游戏 日期:2019-05-22 點擊量:

                                  講座題目:Bayesian Robust Estimation of Partially Functional Linear Regression Models Using Heavy-tailed Distributions

                                  講座時間:2019524日(週五)13:30-14:30

                                  講座地點:6號學院樓402會議室

                                  主辦單位:mg游戏

                                  要:Functional linear regression is a popular method to model the relationship between a scalar response and functional predictors. A common estimation procedure is using maximum likelihood by assuming normal distributions for residual errors; however this method may make inferences vulnerable to the presence of outliers. In this article, we introduce a robust structure of partially functional linear model by considering a class of scale mixtures of normal distributions for residual errors. A Bayesian framework is adopted, and an MCMC algorithm is developed to carry out posterior inference on model parameters. The finite sample performance of our proposed method is evaluated by using some simulation studies and a real dataset.

                                  主講人簡介:

                                  劉柏森博士,畢業於加拿大McGill大學數學與統計系,現任職於東北財經大學統計學院 ,長期從事非參數統計和高維數據統計推斷的研究 。近年來在Computational Statistics & Data Analysis、Journal of Multivariate Analysis、Journal of Statistical Planning and Inference等SCI期刊上已公開發表多篇學術論文,其研究領域主要包括:函數型數據分析、高維數據統計推斷和微分方程模型的統計推斷等 。

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