<div dir="ltr"><table class="gmail-MsoNormalTable" border="0" cellspacing="0" cellpadding="0" width="0" style="font-family:-webkit-standard;text-indent:0px;width:405pt;border-color:rgb(95,95,95)"><tbody><tr style="height:22.5pt;border-color:rgb(160,160,160)"><td style="padding:0cm;height:22.5pt;border-color:rgb(255,255,255)"><div align="center"><table class="gmail-MsoNormalTable" border="0" cellspacing="0" cellpadding="0" width="100%" style="width:540px;border-color:rgb(95,95,95)"><tbody><tr style="height:23.25pt;border-color:rgb(160,160,160)"><td style="padding:0cm;height:23.25pt;border-color:rgb(255,255,255)"><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"><b><span lang="EN-US" style="font-size:18pt;font-family:Verdana,sans-serif;color:rgb(145,0,29)">Data Science</span></b><span style="font-size:1pt;font-family:"Times New Roman",serif"></span></p></td><td width="1" style="width:0.75pt;padding:0cm;height:23.25pt;border-color:rgb(255,255,255)"><p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif;text-align:center"><span style="font-size:1pt;font-family:"Times New Roman",serif"> </span></p></td><td style="padding:0cm;height:23.25pt;border-color:rgb(255,255,255)"><p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif;text-align:center"><span style="font-size:1pt;font-family:"Times New Roman",serif"> </span></p></td><td width="1" style="width:0.75pt;padding:0cm;height:23.25pt;border-color:rgb(255,255,255)"><p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif;text-align:center"><span style="font-size:1pt;font-family:"Times New Roman",serif"> </span></p></td><td width="189" style="width:5cm;padding:0cm;height:23.25pt;border-color:rgb(255,255,255)"><p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif;text-align:center"><span style="font-size:1pt;font-family:"Times New Roman",serif"> </span></p></td></tr></tbody></table></div><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"><br><br><span style="font-family:Verdana,sans-serif;color:rgb(145,0,29)">Academic Seminar</span><span style="font-size:12pt"></span></p></td></tr><tr style="height:22.5pt;border-color:rgb(160,160,160)"><td style="padding:0cm;height:22.5pt;border-color:rgb(255,255,255)"><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"><span lang="EN-US" style="font-size:12pt;color:rgb(23,55,94)"> </span></p><p style="margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:"Times New Roman",serif"><b><span lang="EN-US" style="font-size:13pt;font-family:Verdana,sans-serif">Bayesian dynamic quantile linear models</span></b></p><p style="margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:"Times New Roman",serif"><strong> </strong></p></td></tr><tr style="border-color:rgb(160,160,160)"><td style="padding:0cm;border-color:rgb(255,255,255)"><p style="margin-right:0cm;margin-left:0cm;font-size:12pt;font-family:"Times New Roman",serif"><strong><span lang="EN-US" style="font-size:11.5pt;font-family:Verdana,sans-serif;color:rgb(39,39,39)">Speaker:</span></strong><span lang="EN-US" style="font-size:11.5pt;font-family:Verdana,sans-serif;color:rgb(39,39,39)"> </span><span class="gmail-MsoHyperlink" style="color:rgb(4,74,145);text-decoration-line:underline"><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" title="http://www.dme.im.ufrj.br/visualizarDocente.php?idDocente=38" style="color:rgb(4,74,145)">Kelly Gonçalves</a></span></span><span lang="EN-US" style="font-size:11.5pt;font-family:Verdana,sans-serif;color:rgb(39,39,39)"><br><strong>University:</strong></span><span lang="EN-US"><span class="gmail-Apple-converted-space"> </span></span><span class="gmail-MsoHyperlink" style="color:rgb(4,74,145);text-decoration-line:underline"><span lang="EN-US" style="font-size:11.5pt;font-family:Verdana,sans-serif"><a href="http://www.dme.im.ufrj.br/index.php" style="color:rgb(4,74,145)">Instituto de Matemática UFRJ</a></span></span><span lang="EN-US" style="font-size:11.5pt;font-family:Verdana,sans-serif;color:rgb(39,39,39)"></span></p><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif;text-align:justify"><span lang="EN-US" style="font-size:11.5pt;font-family:Verdana,sans-serif;color:rgb(39,39,39)">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></p></td></tr><tr style="height:22.5pt;border-color:rgb(160,160,160)"><td style="padding:0cm;height:22.5pt;border-color:rgb(255,255,255)"></td></tr><tr style="height:22.5pt;border-color:rgb(160,160,160)"><td style="padding:0cm;height:22.5pt;border-color:rgb(255,255,255)"><table class="gmail-MsoNormalTable" border="0" cellspacing="0" cellpadding="0" width="0" style="width:322.7pt;border-color:rgb(95,95,95)"><tbody><tr style="height:29.1pt;border-color:rgb(160,160,160)"><td width="39" style="width:28.95pt;padding:0cm;height:29.1pt;border-color:rgb(255,255,255)"><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:12pt;background-color:rgb(127,127,0);color:rgb(255,255,255)"><span style="color:rgb(219,219,219)"></span></span></p></td><td width="392" style="width:293.7pt;padding:0cm;height:29.1pt;border-color:rgb(255,255,255)"><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"><span style="font-size:10.5pt;font-family:Verdana,sans-serif">March/04<span style="color:rgb(0,0,0)">/2020</span></span></p></td></tr><tr style="height:29.1pt;border-color:rgb(160,160,160)"><td style="padding:0cm;height:29.1pt;border-color:rgb(255,255,255)"><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"></p></td><td style="padding:0cm;height:29.1pt;border-color:rgb(255,255,255)"><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"><strong><span style="font-size:10.5pt;font-family:Verdana,sans-serif;color:rgb(0,0,0);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:rgb(0,0,0)"><span class="gmail-Apple-converted-space"> </span>de Sao Paulo, Brazil (UTC/GMT -03:00)</span></span></strong><b><span style="font-size:10.5pt;font-family:Verdana,sans-serif"></span></b></p></td></tr><tr style="height:29.1pt;border-color:rgb(160,160,160)"><td style="padding:0cm;height:29.1pt;border-color:rgb(255,255,255)"><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"></p></td><td style="padding:0cm;height:29.1pt;border-color:rgb(255,255,255)"><p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:11pt;font-family:Calibri,sans-serif"><strong><span style="font-size:10.5pt;font-family:Verdana,sans-serif;color:rgb(23,55,94);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" style="color:rgb(4,74,145)">Click here to join</a></span></strong></p></td></tr></tbody></table></td></tr></tbody></table><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:smal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