The screening procedure consists in building a specification region CX in the d-dimensional space su
The screening procedure consists in building a specification region CX in the d-dimensional space such that a future individual with a characteristic vector in CX has higher probability of being a success (that is a response variable Y of interest belongs to a well defined set CY). In the Bayesian predictive approach, CX is obtained considering an optimality criteria based on the maximization of P(Y in CY|X in CX; D) constrained to the class of regions CX of size α, that is, with predictive probability of screening α fixed. Parametric modeling is a usual way to obtain the predictive distributions required for the formulation of the screening problem. Such modeling often implies the specification of a certain number of assumptions which are difficulty to verify in practice. We relax the parametric assumption by proposing a Bayesian nonparametric screening methodology. The model is illustrated with simulated and real data.
Date and Venue
Start Date
Venue
FC1 030 (DMAT)
Speaker
Sandra Ramos
Area
Statistics Modeling and Computational Applications