國立政治大學統計學系學術演講

主講人：俞一唐教授(東海大學統計學系主任)

題  目：Bayesian Factor Screening with Modified Box and Meyer Method 

時  間：民國111年11月7日 (星期一) 下午1：30 

地  點：國立政治大學逸仙樓050101教室

摘  要：

Box and Meyer provided an innovative approach to identify active factors, the Box-Meyer method. With the use of means models, we propose a modification of the Box-Meyer method. Compared with the original Box-Meyer method, the modified Box-Meyer method can circumvent the problem that the original Box-Meyer method may fail to identify some active factors due to the ignorance of higher order interactions. Furthermore, the number of explanatory variables in the modified Box-Meyer method is smaller. Therefore, the computational complexity is reduced. Several examples with different types of data are used to demonstrate the wide applicability of the modified Box-Meyer method.