[ABE-L] Seminário DEST/UFMG em 22/09/2023

[Marcos Prates]

Caros,

Na próxima sexta-feira (22 de Setembro, às 13:30h) o ciclo de Seminários do
Departamento de Estatística da UFMG terá a apresentação do profa. Fernanda
L. Schumacher da The Ohio State University.

Fernanda Lang Schumacher is an assistant professor at the Division of
Biostatistics of The Ohio State University College of Public Health. She
completed her Ph.D. in Statistics in 2021 at the University of Campinas,
Brazil, where she also obtained a master’s degree in Statistics in 2016.
Her research interests include robust models, longitudinal data, scale
mixture of skew-normal distributions, models for censored data, missing
data, and variable selection for mixed models.

Title: Penalized Estimation of Scale Mixture Of Skew-Normal Linear Mixed
Models using Hamiltonian Monte Carlo

Abstract: In clinical trials, studies often present longitudinal or
clustered data. These studies are commonly analyzed using linear mixed
models, and for mathematical convenience, it is usually assumed that both
random effect and error term follow normal distributions. These restrictive
assumptions, however, may result in a lack of robustness against departures
from the normal distribution and invalid statistical inferences. An
interesting extension to make these models more flexible by accounting for
skewness and heavy tails is considering the scale mixture of skew-normal
class of distributions. Nevertheless, a practical problem may arise when
modeling distributions derived from the skew-normal: the possibility that
the maximum likelihood estimate of the parameter that regulates skewness
diverges. In this work, this anomaly is illustrated, and an alternative
Bayesian estimation via Hamiltonian Monte Carlo is proposed.

O seminário será transmitido ao vivo pelo canal do Youtube "Seminários DEST
- UFMG <https://www.youtube.com/@seminariosdest-ufmg>".

https://www.youtube.com/@seminariosdest-ufmg

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