讲座主题：Objective Bayesian analysis for the Student-t regression model

主讲人：何道江

讲座时间：2021年6月4日下午14:00-15:00

地点：综合楼644

主讲人简介：

       何道江，教授，现任安徽师范大学发规处副处长、学科办副主任。主要研究领域是贝叶斯统计和高维数据分析，在Bayesian Analysis, Statistica Sinica, 数学学报等国内外期刊发表研究论文30余篇，主持国家自然科学基金、教育部人文社科基金等项目。

讲座摘要：                       
  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 studies are 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. This is a joint work with Prof. Dongchu Sun and Dr. Lei He.