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