<div dir="ltr"><div class="gmail_quote"><div lang="en-BR" link="#0563C1" vlink="#954F72" style="word-wrap:break-word"><div class="m_-2202969260641037963WordSection1"><div style="border:none;border-top:solid #b5c4df 1.0pt;padding:3.0pt 0cm 0cm 0cm"><p class="MsoNormal"><span style="font-size:12.0pt;color:black"><b>Subject: </b>Academic Seminar of Data Science with Kelly Gonçalves of Instituto de Matemática UFRJ<u></u><u></u></span></p>
</div>
<div>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
<p class="MsoNormal"> <u></u><u></u></p>
<div align="center"><br></div><div align="center"><table border="0" cellspacing="0" cellpadding="0" width="600" style="width:450.0pt;background:white"><tbody><tr><td style="padding:0cm 0cm 0cm 0cm"><table border="0" cellspacing="0" cellpadding="0" width="100%" style="width:100.0%"><tbody><tr><td style="padding:0cm 0cm 0cm 0cm"><div align="center"><table border="0" cellspacing="0" cellpadding="0" width="540" style="width:405.0pt"><tbody>
<tr style="height:22.5pt">
<td style="padding:0cm 0cm 0cm 0cm;height:22.5pt">
<div align="center">
<table border="0" cellspacing="0" cellpadding="0" width="100%" style="width:100.0%">
<tbody>
<tr style="height:23.25pt">
<td style="padding:0cm 0cm 0cm 0cm;height:23.25pt">
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:18.0pt;font-family:"Verdana",sans-serif;color:#c00026">Data Science</span></b><u></u><u></u></p>
</td>
<td width="1" style="width:.75pt;padding:0cm 0cm 0cm 0cm;height:23.25pt">
<p class="MsoNormal" align="center" style="text-align:center"><span style="font-size:1.0pt;font-family:"Times New Roman",serif"> </span><u></u><u></u></p>
</td>
<td style="padding:0cm 0cm 0cm 0cm;height:23.25pt">
<p class="MsoNormal" align="center" style="text-align:center"><span style="font-size:1.0pt;font-family:"Times New Roman",serif"> </span><u></u><u></u></p>
</td>
<td width="1" style="width:.75pt;padding:0cm 0cm 0cm 0cm;height:23.25pt">
<p class="MsoNormal" align="center" style="text-align:center"><span style="font-size:1.0pt;font-family:"Times New Roman",serif"> </span><u></u><u></u></p>
</td>
<td width="189" style="width:5.0cm;padding:0cm 0cm 0cm 0cm;height:23.25pt">
<p class="MsoNormal" align="center" style="text-align:center"><span style="font-size:1.0pt;font-family:"Times New Roman",serif"> </span><u></u><u></u></p>
</td>
</tr>
</tbody>
</table>
</div>
<p class="MsoNormal"><br>
<br>
<span style="font-family:"Verdana",sans-serif;color:#c00026">Academic Seminar</span><u></u><u></u></p>
</td>
</tr>
<tr style="height:22.5pt">
<td style="padding:0cm 0cm 0cm 0cm;height:22.5pt">
<p class="MsoNormal"><span lang="EN-US" style="font-size:12.0pt;color:#1f497d"> </span><u></u><u></u></p>
<p style="margin:0cm"><b><span lang="EN-US" style="font-size:13.0pt;font-family:"Verdana",sans-serif">Bayesian dynamic quantile linear models</span></b><u></u><u></u></p>
<p style="margin:0cm"><strong> </strong><u></u><u></u></p>
</td>
</tr>
<tr>
<td style="padding:0cm 0cm 0cm 0cm">
<p><strong><span lang="EN-US" style="font-size:11.5pt;font-family:"Verdana",sans-serif;color:#333333">Speaker:</span></strong><span lang="EN-US" style="font-size:11.5pt;font-family:"Verdana",sans-serif;color:#333333"> </span><span class="m_-2202969260641037963MsoHyperlink"><span lang="EN-US" style="font-size:11.5pt;font-family:"Verdana",sans-serif"><a href="http://www.dme.im.ufrj.br/visualizarDocente.php?idDocente=38" target="_blank">Kelly
 Gonçalves</a></span></span><span lang="EN-US" style="font-size:11.5pt;font-family:"Verdana",sans-serif;color:#333333"><br>
<strong><span style="font-family:"Verdana",sans-serif">University:</span></strong></span><span lang="EN-US">
</span><span class="m_-2202969260641037963MsoHyperlink"><span lang="EN-US" style="font-size:11.5pt;font-family:"Verdana",sans-serif"><a href="http://www.dme.im.ufrj.br/index.php" target="_blank">Instituto de Matemática UFRJ</a></span></span><u></u><u></u></p>
<p class="MsoNormal" style="text-align:justify;text-autospace:none"><span lang="EN-US" style="font-size:11.5pt;font-family:"Verdana",sans-serif;color:#333333">The main aim of this talk is to present a new class of models, named dynamic quantile linear models.
 It combines dynamic linear models with distribution free quantile regression producing a robust statistical method. This class of models provides richer information on the effects of the predictors than does the traditional mean regression and it is very insensitive
 to heteroscedasticity and outliers, accommodating the non-normal errors often encountered in practical applications. Bayesian inference for quantile regression proceeds by forming the likelihood function based on the asymmetric Laplace distribution and a location-scale
 mixture representation of it allows finding analytical expressions for the conditional posterior densities of the model. Thus, Bayesian inference for dynamic quantile linear models can be performed using an efficient Markov chain Monte Carlo algorithm or a
 fast sequential procedure suited for high-dimensional predictive modeling applications with massive data. Finally, a hierarchical extension, useful to account for structural features in the dataset, will be also presented.</span><u></u><u></u></p>
</td>
</tr>
<tr style="height:22.5pt">
<td style="padding:0cm 0cm 0cm 0cm;height:22.5pt"></td>
</tr>
<tr style="height:22.5pt">
<td style="padding:0cm 0cm 0cm 0cm;height:22.5pt">
<table border="0" cellspacing="0" cellpadding="0" width="430" style="width:322.7pt">
<tbody>
<tr style="height:29.1pt">
<td width="39" style="width:28.95pt;padding:0cm 0cm 0cm 0cm;height:29.1pt">
<p class="MsoNormal"><span><img border="0" width="21" height="21" style="width:.2187in;height:.2187in" id="m_-2202969260641037963Imagem_x0020_10" src="cid:177da011876bda4f19" alt="Ícone Data"></span><u></u><u></u></p>
</td>
<td width="392" style="width:293.7pt;padding:0cm 0cm 0cm 0cm;height:29.1pt">
<p class="MsoNormal"><span style="font-size:10.5pt;font-family:"Verdana",sans-serif">March/04<span style="color:black">/2020</span></span><u></u><u></u></p>
</td>
</tr>
<tr style="height:29.1pt">
<td style="padding:0cm 0cm 0cm 0cm;height:29.1pt">
<p class="MsoNormal"><span><img border="0" width="21" height="21" style="width:.2187in;height:.2187in" id="m_-2202969260641037963Imagem_x0020_9" src="cid:177da0118771f3aa07a" alt="Ícone Hora"></span><u></u><u></u></p>
</td>
<td style="padding:0cm 0cm 0cm 0cm;height:29.1pt">
<p class="MsoNormal"><strong><span style="font-size:10.5pt;font-family:"Verdana",sans-serif;color:black;font-weight:normal">12</span></strong><strong><span style="font-size:10.5pt;font-family:"Verdana",sans-serif;font-weight:normal">pm<span style="color:black">
 de Sao Paulo, Brazil (UTC/GMT -03:00)</span></span></strong><u></u><u></u></p>
</td>
</tr>
<tr style="height:29.1pt">
<td style="padding:0cm 0cm 0cm 0cm;height:29.1pt">
<p class="MsoNormal"><span><img border="0" width="21" height="21" style="width:.2187in;height:.2187in" id="m_-2202969260641037963Imagem_x0020_8" src="cid:177da011877201c188b" alt="Ícone Hora"></span><u></u><u></u></p>
</td>
<td style="padding:0cm 0cm 0cm 0cm;height:29.1pt">
<p class="MsoNormal"><strong><span style="font-size:10.5pt;font-family:"Verdana",sans-serif;color:#1f497d;font-weight:normal"><a href="https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzM3YjM2NGItNzFhNS00ZDIzLWIzZmMtM2M5MWRjNDA3YThh%40thread.v2/0?context=%7b%22Tid%22%3a%229e2f1485-3e53-4662-b1de-0c2bcb66d447%22%2c%22Oid%22%3a%221e24e2c8-6775-4429-b899-1b45a6eec8a2%22%7d" target="_blank">Click
 here to join</a></span></strong><u></u><u></u></p>
</td>
</tr>
<tr style="height:14.55pt">
<td colspan="2" style="padding:0cm 0cm 0cm 0cm;height:14.55pt"></td>
</tr>
</tbody>
</table>
</td>
</tr>
<tr style="height:22.5pt">
<td style="padding:0cm 0cm 0cm 0cm;height:22.5pt">
<p class="MsoNormal"><br></p></td></tr></tbody></table></div></td></tr><tr style="height:15.0pt"><td style="padding:0cm 0cm 0cm 0cm;height:15.0pt"></td></tr></tbody></table></td></tr>
</tbody>
</table>
</div>
<p class="MsoNormal"> <u></u><u></u></p>
<p class="MsoNormal"> <u></u><u></u></p>
</div>
</div>

</div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><span style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small">Hedibert Freitas Lopes, PhD</span><br style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small"><span style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small">Professor of Statistics and Econometrics</span><br style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small"><span style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small">INSPER - Institute of Education and Research</span><br style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small"><span style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small">Rua Quatá, 300 - São Paulo, SP 04546-042 Brazil</span><br style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small"><span style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small">Phone: +55 11 4504-2343</span><br style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small"><span style="color:rgb(0,0,0);font-family:Calibri,Arial,Helvetica,sans-serif,"Apple Color Emoji","Segoe UI Emoji",NotoColorEmoji,"Segoe UI Symbol","Android Emoji",EmojiSymbols;font-size:small"><a href="http://www.hedibert.org" target="_blank">www.hedibert.org</a></span><br></div></div></div>