Robust Bayesian Variable Selection in Finite Mixture Regression Model with an Application to Financial Crisis Data

論文翻譯標題: 有限混合迴歸模型下的穩健貝氏變數選取法應用於金融危機資料
  • 馮 元

學生論文: Master's Thesis

摘要

A Bayesian variable selection approach for finite mixture regression model is proposed which is able to simultaneously accommodate model uncertainty population heterogeneity and outlier effect Variable selection is mainly accomplished through the idea of data augmentation and special spike and slab prior specification and model inference is based on MCMC output The proposed method is further applied to analyze the global financial crises data Under two-subpopulation setting some important covariates for each group are found as well as several countries that are possible outliers
獎項日期2015 七月 23
原文English
監督員Kuo-Jung Lee (Supervisor)

引用此

Robust Bayesian Variable Selection in Finite Mixture Regression Model with an Application to Financial Crisis Data
元, 馮. (Author). 2015 七月 23

學生論文: Master's Thesis