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演講通知-Prof. Takeshi Emura 2023/11/20(星期一) 15:40~16:30

2023年11月14日

演講通知-Prof. Takeshi Emura 2023/11/20(星期一) 15:40~16:30


演講者:Prof. Takeshi Emura


講題:Overview of copulas and Bayesian ridge estimator


時間:112年11月20日(星期一) 15:40~16:30


摘要:Copulas are statistical tools for modeling dependence between variables. I first provide a brief introduction to copulas and vine copulas. Then, I talk about their applications to Bayesian ridge estimators for linear models. In these applications, we propose vine copulas as the prior for regression coefficients. We show that the vine-copula prior gives a more accurate posterior estimator compared to the traditional multivariate normal prior. The proposed model is illustrated by fitting the model (Y=cars' CO2 emissions, X1=engine sizes, X2=car weights, X3=interaction).


地點:資訊科學大樓6樓602教室