O Departamento de Estatística UFBA convida todos os interessados para o seminário do  Professor  Bruno Santos do DEST-IME-UFBA, que acontecerá dia 03/02, a partir 11h, na sala 105 do PAF I.

Título: On Bayesian quantile regression.

Resumo: In this talk we will discuss the evolution of Bayesian quantile regression models since their first proposal and the importance of all parameters involved in the inferential process. Using a representation of the asymmetric Laplace distribution as a mixture of a normal and an exponential distribution, we discuss the importance of a scale parameter to control the variance in the model. Moreover we consider the posterior distribution of the latent variable in the mixture representation to showcase outlying observations given the Bayesian quantile regression fits, where we compare the posterior distribution of each latent variable with the others. We illustrate these results with data about Gini indexes in Brazilian states from years with census information.