[ABE-L] Ciclo de Palestras - PPGE-IM/UFRJ - 08 de Outubro

[Maria Eulalia Vares]

Prezados colegas,

A nossa próxima palestra ocorrerá na quarta-feira, 08 de OUTUBRO, no
horário das 15h30 às 17h00, Local: Laboratório de Sistemas Estocásticos
(LSE), Sala I-044-B, Centro de Tecnologia - UFRJ.

*Palestrante: *Camila Borelli Zeller (UFJF)

*Título*: Finite mixture of regression models based on multivariate scale
mixtures of skew-normal distributions
*Resumo*: The traditional estimation of mixture regression models is based
on the assumption of component normality (or symmetry), making it sensitive
to outliers, heavy-tailed errors, and asymmetric errors. In this work, we
propose addressing these issues simultaneously by considering a finite
mixture of regression models with multivariate scale mixtures of
skew-normal distributions. This approach provides greater flexibility in
modeling data, accommodating both skewness and heavy tails. Additionally,
the proposed model allows the use of a specific vector of regressors for
each dependent variable. The main advantage of using the mixture of
regression models under the class of multivariate scale mixtures of
skew-normal distributions is their convenient hierarchical representation,
which allows easy implementation of inference. We develop a simple
expectation–maximization (EM) type algorithm to perform maximum likelihood
inference for the parameters of the proposed model. The observed
information matrix is derived analytically to calculate standard errors.
Some simulation studies are also
presented to examine the robustness of this flexible model against outlying
observations. Finally, a real dataset is analyzed, demonstrating the
practical value of the proposed method. The R scripts implementing our
methods are available on the GitHub repository at https://bit.ly/3CLcI1W.

BENITES, L.; LACHOS, V. H.; BOLFARINE, H.; ZELLER, CAMILA BORELLI.
Finite mixture of regression models based on multivariate scale mixtures of
skew-
normal distributions. COMPUTATIONAL STATISTICS, p. 1-32, 2025.

Mais informações:
https://ppge.im.ufrj.br/ciclo-de-palestras-segundo-semestre-de-2025/

Organizadores: Maria Eulalia Vares e Widemberg S Nobre

Atenciosamente,




-- 
Maria Eulalia Vares
Professora Titular - Instituto de Matemática - UFRJ
Coordenadora do Programa de Pós-Graduação em Estatística
https://ppge.im.ufrj.br/
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