Degree project: On bootstrap ABC methods in regression

  • Date: 29 May 2023, 10:15–12:00
  • Location: Ångström Laboratory, Å74118
  • Type: Course
  • Lecturer: Ellionor Nyman
  • Organiser: Matematiska institutionen
  • Contact person: Silvelyn Zwanzig

Welcome to Ellionor Nyman´s presentation of her master thesis project with the title "On bootstrap ABC methods in regression".

Abstract: The ABC algorithm is a Bayesian method which simulates samples from the posterior distribution.  In this thesis, the method is applied on both synthetic and observed data of a regression model. Under normal error distribution a conjugate prior and the likelihood function are  used in the algorithm. Additionally, a Bootstrap method is implemented in a modified algorithm to provide an alternative  method, without requiring normal error distribution. The results of both methods are thereafter presented and compared with the analytic posterior under a conjugate prior, to evaluate their performances. Lastly, advantages and possible issues are discussed.

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