WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/
Joint initiative with
MIDAS COMPLEX MODELING RESEARCH NETWORK http://midas.mat.uc.cl/network
Venerdi 23 Ottobre 2020, alle ore 12:00, si terrà il seguente webinar:
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Speaker: *Minwoo Chae*(Pohang University of Science and Technology, South Korea)
Title: *Posterior asymptotics in Wasserstein metrics on the real line*
Zoom link:
https://us02web.zoom.us/j/88252069649?pwd=V2Z3b1UrZVVWNWZ4OXhydUtIakxpUT09
Meeting ID: 882 5206 9649
Passcode: 581405
Abstract: We use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. The first goal is to provide sufficient conditions for posterior consistency. In addition to the well-known Kullback-Leibler condition on the prior, the true distribution and most probability measures in the support of the prior are required to possess moments up to an order which is determined by the order of the Wasserstein metric. We further investigate convergence rates of the posterior distributions for which we need stronger moment conditions. The required tail conditions are sharp in the sense that the posterior distribution may be inconsistent or contract slowly to the true distribution without these conditions. We apply the results to density estimation with a Dirichlet process mixture prior.
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Il webinar è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network
midas.mat.uc.cl/network
Cordiali saluti,
Pierpaolo De Blasi
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University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi https://sites.google.com/a/carloalberto.org/pdeblasi/