Date: Friday 24 September 2010 at 4pm
Location: JCMB 6301
Richard Nickl (University of Cambridge)
"On the uniform consistency of nonparametric Bayes estimates"
Abstract
The frequentist behavior of nonparametric Bayes estimates, more
specifically, rates of contraction of the posterior distributions to
shrinking supremum norm neighborhoods of the unknown parameter, are
studied. This builds on and extends work by van der Vaart and others
where the loss function is the weaker Hellinger metric instead of
sup-norm loss. We derive consistency and rate of convergence results for
nonparametric Gaussian regression models as well as for density
estimation, with a particular focus on Gaussian process priors. Joint
work with Evarist Gine.
Tea and coffee will be available after the seminar in the Mathematics
Common Room (5212).
The webpage for the seminar (including directions):
http://www.maths.ed.ac.uk/~nbochkin/StatisticsSeminar.html
Natalia
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Dr Natalia Bochkina
Lecturer in Statistics
School of Mathematics
King’s Buildings
University of Edinburgh
Mayfield Road
Edinburgh, EH9 3JZ
Tel: 0131 650 8597
Email: [log in to unmask]
Webpage: http://www.maths.ed.ac.uk/~nbochkin/
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