**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO ****************************************************************

Venerdi' 20 dicembre 2013 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario:

Bas KLEIJN (University of Amsterdam) TESTABILITY AND CONSISTENCY

Abstract: Bayesian consistency theorems come in (at least) three distinct types, e.g. Doob's prior-almost-sure consistency on Polish spaces, Schwartz's Hellinger consistency with KL-priors and the `tailfree' weak consistency of Dirichlet posteriors. In this talk we ask the question how these notions of convergence are related and argue that one characterises them most conveniently using test sequences. We investigate the differences between uniform, point-wise and almost-sure testing, prove Doob-type posterior consistency theorems in various model topologies and consider hypothesis testing problems like Cover's rational mean problem (Cover, 1973). To achieve frequentist posterior consistency, we combine almost-sure tests with a prior condition that generalises Schwartz's KL-condition and is conjectured also to accomodate `tailfree' behaviour like that of Dirichlet posteriors.

Tutti gli interessati sono invitati a partecipare.

Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto.

Cordiali saluti, Matteo Ruggiero

--------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero