Nicole Lazar
event
Colloquia Talk - Bayesian Empirical Likelihood for Ridge and Lasso Regression
Add to Calendar 2019-09-12T19:30:00 2019-09-12T21:00:00 UTC Colloquia Talk - Bayesian Empirical Likelihood for Ridge and Lasso Regression 201 Thomas Building
Start DateThu, Sep 12, 2019
3:30 PM
to
End DateThu, Sep 12, 2019
5:00 PM
Presented By
Nicole Lazar

Bayesian Empirical Likelihood for Ridge and Lasso Regression

Event Series:

Empirical likelihood (EL) is a nonparametric analog of standard likelihood, and inherits many of its properties.  Accordingly, Bayesian EL, which replaces the ordinary likelihood function with an empirical likelihood function, has been developed.  In this talk, I will briefly introduce empirical likelihood in both its standard and Bayesian versions.  A recent development is Bayesian EL for regularized methods such as ridge regression.  The theoretical background for Bayesian ridge and Bayesian lasso empirical likelihoods will be presented, along with discussion of computational issues.   

This is joint work with Adel Bedoui.