Abstract Details
Activity Number:
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146
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Type:
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Invited
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Date/Time:
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Monday, August 5, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Bayesian Statistical Science
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Abstract - #306963 |
Title:
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Spatial Quantile Multiple Regression Using the Asymmetric Laplace Process
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Author(s):
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Kristian Lum*+ and Alan E. Gelfand
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Companies:
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Virginia Tech and Duke University
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Keywords:
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quantile regression ;
conditional quantiles ;
spatial statistics ;
mcmc
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Abstract:
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We consider quantile multiple regression through conditional quantile models, i.e. each quantile is modeled separately. We work in the context of spatially referenced data and extend the asymmetric Laplace model for quantile regression to a spatial process, the asymmetric Laplace process (ALP) for quantile regression with spatially dependent errors. By taking advantage of a convenient conditionally Gaussian representation of the asymmetric Laplace distribution, we are able to straightforwardly incorporate spatial dependence in this process. We develop the properties of this process under several specifications, each of which induces different smoothness and covariance behavior at the extreme quantiles.
We demonstrate the advantages that may be gained by incorporating spatial dependence into this conditional quantile model by applying it to a data set of log selling prices of homes in Baton Rouge, LA, given characteristics of each house. We also introduce the asymmetric Laplace predictive process (ALPP) which accommodates large data sets, and apply it to a data set of birth weights given maternal covariates for several thousand births in North Carolina in 2000.
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Authors who are presenting talks have a * after their name.
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