Seminar (SS 2019)
- Preliminary discussion:
- Monday, April 15th, 2019, 15:15,
MΛTHEMΛTIKON, INF 205, 4th floor, SR 7
- Time and location of the seminar:
- The seminar will be held as a Blockseminar on two days end of June, beginning of July 2019.
- Jan JOHANNES <johannes[at]math.uni-heidelberg.de>
- Questions, please directly by email or by using the contact form.
- The seminar will be in English if there is at least one non-German speaking participant. Otherwise the presentations will be in German.
|Robert, The Bayesian choice, Springer, 2007.|
|1.||Introduction (Chapter 1)|
|2./3.||Decision theory (Chapter 2)|
|4.||Bayesian point estimation (Chapter 4)|
|5.||Tests and confidence regions (Chapter 5)|
|6.||Bayesian calculations (Chapter 6)|
|Ghosal and van der Vaart, Fundamentals of nonparametric Bayesian inference, Cambridge, 2017.|
|7.||Priors on function spaces (Chapter 2)|
|8.||Priors on spaces of probabilty measures (Chapter 3)|
|9.||Dirichlet process (Chapter 4)|
|10.||Consistency (Section 6.1)|
|11.||Doob’s theorem and inconsistency (Section 6.2-6.3)|
|12.||Schwarz’s theorem (Section 6.4)|
|13.||Alternative approaches (Section 6.8)|
|14.||Consistency: examples (Chapter 7)|
|15.-||Contraction rates (Chapter 8)|
|16.-||Contraction rates: examples (Chapter 9)|
|17.-||Bernstein-von Mises Theorem (Chapter 12)|
- Applied Mathematics, Stochastics
- Please register for the seminar by using MÜSLI.
- Statistics I, Probability theory I
- Robert, The Bayesian choice, Springer, 2007.
- Klenke, Probability theory. A comprehensive course, Springer, 2008.
- Berger, Statistical Decision Theory and Bayesian Analysis, 2nd ed., Springer 1980.
- Ghoshal and van der Vaart, Fundamentals of Nonparametric Bayesian Inference, Cambridge University Press, 2016