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.