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The University of Southampton
Mathematical Sciences

S3RI Seminar - Reduced-bias inference for regression models with tractable and intractable likelihoods Seminar

S3RI Seminar
Time:
14:00 - 15:00
Date:
16 March 2017
Venue:
University of Southampton, Highfield Campus, Building 54, Seminar Room 5027 (Lecture Theatre 5A)

For more information regarding this seminar, please email Professor Dankmar Bohning at D.A.Bohning@soton.ac.uk .

Event details

Abstract: This talk focuses on a unified theoretical and algorithmic framework for reducing bias in the estimation of statistical models from a practitioners point of view. The talk will briefly discuss how shortcomings of classical estimators can be overcome via reduction of bias, and provide a few illustrations for well-used statistical models with tractable likelihoods, including regression models with categorical responses and Beta regression. New results will then be presented on the use of bias reduction methods for linear mixed effects models by focusing on the typically small-sample setting of meta-regression in the presence of heterogeneity. The large effect that the bias of the variance components can have on inference motivates the application of the framework to deliver higher-order corrective methods for generalised linear mixed models. The challenges in doing that will be presented along with resolutions stemming from current research.

Speaker information

Dr Ioannis Kosmidis, University College London. Lecturer

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