Ghislaine Gayraud (LMAC-UTC)

Bayesian nonparametric in quantile regression models

vendredi 15 juin 2018, 9h30 - 10h30

Salle du conseil, espace Turing

We derive posterior concentration rates in a bivariate nonparametric quantile regression model with the resort of the Asymmetric Laplace Distribution. We then apply our main result to the Sobolev and Hôlder classes along with a specific prior. We illustrate our theoretical results by simulations.

Ce travail est en collaboration avec M. Bernardi , U. Padova  &  L. Petrella, Memotef,  Sapienza Univ., Rome.