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学术报告:A Unified Approach for Bayesian Envelope Models

  报告题目:A Unified Approach for Bayesian Envelope Models 



  报告嘉宾:Su Zhihua


  报告概要:The envelope model is a nascent construct that aims to increase efficiency in multivariate analysis. It has been used in many contexts including linear regression, generalized linear models, matrix/tensor variate regression, reduced rank regression, and quantile regression, and has showed the potential to provide substantial efficiency gains. Virtually all of these advances, however, have been made from a frequentist perspective, and the literature addressing envelope models from a Bayesian point of view is sparse. The objective of this talk is to propose a Bayesian framework that is applicable across various envelope model contexts. The proposed framework aids straightforward interpretation of model parameters and allows easy incorporation of prior information. We provide a simple block Metropolis-within-Gibbs MCMC sampler for practical implementation of our method.


  嘉宾简介:Su Zhihua, 2006年于复旦6k棋牌官网数学系获学士学位,2012年于明尼苏达6k棋牌官网统计系获博士学位。现为佛罗里达6k棋牌官网统计系 Associate Professor。主要从事多元分析、数据降维、模型选择等方面的研究工作。已经在Annals of Statistics、Biometrika、Journal of the Royal Statistical Society: Series B 等期刊发表论文近20篇。


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