Wednesday, October. 9, 2024. Prof  Kenichi Hayashi

Time: 16:10-17:00

venue: Mathematics Building Room 527

Speaker: Prof.  Kenichi Hayashi (Department of Mathematics, Keio University)

Title: A harmonic Mean Loss Function For Dichotomous/ Polytomous Regression Models and Their Misspecification

Abstract:

The regression models for the categorical response are frequently used in medical research.

These models assume that the data are sampled from a specific population, but this is often violated in practice. This study introduces a novel loss function that are based on a divergence we call the harmonic mean divergence. While there are many studies on robust methods for regression models, divergence-based approaches have great promise. We show interesting properties of our proposed loss function and its robustness.