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报告题目: Objective Bayesian Analysis for the Student-t Regression Model

报告人: 何道江 教授（安徽师范大学）

摘要：In this talk, we will present an objective Bayesian analysis for the Student-t linear regression model with unknown degrees of freedom. The reference priors under all the possible group orderings for the parameters in the model are derived. The posterior propriety under each reference prior is validated by considering a larger class of priors. Simulation study is carried out to investigate the frequentist properties of Bayesian estimators based on the reference priors. Finally, the Bayesian approach is applied to a real data set.

报告人简介：何道江，安徽师范大学数学与统计学院教授，博士生导师，主要研究领域是贝叶斯统计和高维数据统计分析，相关成果发表在Bayesian Analysis, Statistica Sinica, Journal of Multivariate Analysis, Test等期刊，主持国家自然科学基金和国家社会科学基金等项目。

报告时间：2023年6月10日（周六）上午9:00-10:00

报告地址：腾讯会议：231-179-467

联系人: 胡涛