学术报告:A Unified Approach for Bayesian Envelope Models

  报告标题问题:A Unified Approach for Bayesian Envelope Models 



  报告佳宾:Su Zhihua


  报告提要: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.


  佳宾简介:Su Zhihua, 2006年于复旦大学数学系获学士学位,2012年于明尼苏达大学统计系获博士学位。现为佛罗里达大学统计系 Associate Professor。首要处置多元阐发、数据降维、模子挑选等方面的研讨任务。已在Annals of Statistics、Biometrika、Journal of the Royal Statistical Society: Series B 等期刊颁发论文近20篇。