论文标题
贝叶斯学生的理论特性 - $ t $线性回归
Theoretical properties of Bayesian Student-$t$ linear regression
论文作者
论文摘要
贝叶斯学生 - $ t $线性回归是普通模型的常见稳健替代品,但其理论属性尚不清楚。我们的目标是通过在两种不同的渐近场景中提供分析来填补一些空白。结果可以精确地表征通过自由度(至少渐近)控制的鲁棒性和效率之间的权衡。
Bayesian Student-$t$ linear regression is a common robust alternative to the normal model, but its theoretical properties are not well understood. We aim to fill some gaps by providing analyses in two different asymptotic scenarios. The results allow to precisely characterize the trade-off between robustness and efficiency controlled through the degrees of freedom (at least asymptotically).