主  題：貝葉斯變量選擇及其在經濟大數據中的應用兼談美國高校研究生招生

內容簡介：

In this talk, we consider Bayesian variable selection in linear regression models with related predictors. We propose a generalized singular g-prior for the unknown parameters, which results in a closed-form expression of the marginal posterior distribution. A special prior on the model space is adopted to re?ect and maintain the hierarchical relationships among predictors. It is shown that the proposed approach is consistent in terms of model selection and prediction. Simulation studies and real data application are considered for illustrative purposes.

 I am currently working on Bayesian big data analysis with economic applications and am looking for bright and highly motivated students who are interested in these areas. Please feel free to let me know if you would like to work with me.

報告人：汪敏    助理教授    博導

時  間:2015-05-20    15:00

地  點：竟慧西樓205

舉辦單位：理學院  科研與研究生部