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Paper Abstract and Keywords
Presentation 2022-10-07 15:50
Bayesian ridge estimator based on vine copula-based priors
Hirofumi Michimae (Kitasato Univ.), Takeshi Emura (Kurume Univ.) R2022-38
Abstract (in Japanese) (See Japanese page) 
(in English) Ridge regression is a method that alleviates the multicollinearity problem and stably estimates the regression coefficients. The ridge estimator is also known as the Bayesian estimator when the prior distribution of the regression coefficients is given a multivariate normal distribution. However, the Bayesian estimator that models the prior distribution of the regression coefficients with a vine copula has not been considered until now. By taking up the Clayton, Gumbel, and Gaussian copulas, we explain how to set the vine copula prior distributions necessary for Bayesridge estimators. as suggested by Michimae and Emura (2022, Comp Stat, 37(5):2741–69). We explain the proposed Bayes estimator using a CO2 emission dataset.
Keyword (in Japanese) (See Japanese page) 
(in English) Bayesian estimator / copulas / multicollinearity / Ridge regression / shrinkage estimation / linear regression / prior distribution / vine copulas  
Reference Info. IEICE Tech. Rep., vol. 122, no. 203, R2022-38, pp. 37-42, Oct. 2022.
Paper # R2022-38 
Date of Issue 2022-09-30 (R) 
ISSN Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF R2022-38

Conference Information
Committee R  
Conference Date 2022-10-07 - 2022-10-07 
Place (in Japanese) (See Japanese page) 
Place (in English)  
Topics (in Japanese) (See Japanese page) 
Topics (in English) Reliability of Information Communication System, Reliability General 
Paper Information
Registration To R 
Conference Code 2022-10-R 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Bayesian ridge estimator based on vine copula-based priors 
Sub Title (in English)  
Keyword(1) Bayesian estimator  
Keyword(2) copulas  
Keyword(3) multicollinearity  
Keyword(4) Ridge regression  
Keyword(5) shrinkage estimation  
Keyword(6) linear regression  
Keyword(7) prior distribution  
Keyword(8) vine copulas  
1st Author's Name Hirofumi Michimae  
1st Author's Affiliation Kitasato University (Kitasato Univ.)
2nd Author's Name Takeshi Emura  
2nd Author's Affiliation Kurume University (Kurume Univ.)
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Speaker Author-2 
Date Time 2022-10-07 15:50:00 
Presentation Time 25 minutes 
Registration for R 
Paper # R2022-38 
Volume (vol) vol.122 
Number (no) no.203 
Page pp.37-42 
#Pages 6 
Date of Issue 2022-09-30 (R) 

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