PhD defence: Parfait Munezero
On Friday December 11th, Parfait Munezero will defend his thesis: Bayesian Sequential Inference for DynamicRegression Models. The dissertation will be held online.
The external reviewer (Opponent) will be: associate professor Helga Wagner, Institute of Applied Statistics, Johannes Kepler University, Linz, Austria.
Parfait's Main supervisor is Mattias Villani and Supervisor is Gebrenegus Ghilagaber.
To visit the dissertation, To visit the dissertation, join in via the zoom-link: https://stockholmuniversity.zoom.us/j/61164609358.
The traditional ceremony of nailing the thesis to make it public, was performed three weeks in advance, at November 20th, at the Department of Statistics.
Many processes evolve over time and statistical models need to be adaptive to change. This thesis proposes flexible models and statistical methods for inference about a data generating process that varies over time. The models considered are quite general dynamic predictive models with parameters linked to a set of covariates via link functions. The dynamics can arise from time-varying regression coefficients and from changes in the link function over time. The covariates can be time-varying and may also have incomplete information. An efficient Bayesian inference methodology is developed for analyzing the posterior of dynamic regression models sequentially, with a particular focus on online learning and real-time prediction. The core inferential algorithm belongs to a family of sequential Monte Carlo methods commonly known as particle filters, and a key contribution is the development of a tailored proposal distribution. The algorithm is shown to outperform a state-of-the-art Markov Chain Monte Carlo method and is also extended to mixture-of-experts models. The performance of the inference methodology is assessed through various simulation experiments and real data from clinical and social-demographic studies, as well as from an industrial software development project.
Find out more about Parfait's research
December 17, 2020
Page editor: Jenny-Leontine Rosen
Source: Statistiska institutionen