Seminar (SS 2019)
Bayesian statistics
- 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.
- Contact:
- Jan JOHANNES <johannes[at]math.uni-heidelberg.de>
- Questions, please directly by email or by using the contact form.
- Language:
- The seminar will be in English if there is at least one non-German speaking participant. Otherwise the presentations will be in German.
Seminar program:
Talk | Subject |
---|---|
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) |
- Area:
- Applied Mathematics, Stochastics
- Please register for the seminar by using MÜSLI.
- Requirements:
- Statistics I, Probability theory I
- Literature:
- 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