[Forum SIS] Bocconi DEC Seminar: Natalia Bochkina- November 4th

[anna.simoni a unibocconi.it]

Dear colleagues, 



The Department of Decision Sciences (DEC) of Bocconi University is pleased to invite you to the seminar: 


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DEC Seminar 
Università Bocconi, 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 12:30pm 

The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar 

Thursday, November 4th 

Natalia Bochkina 
(University of Edinburgh, School of Mathematics ) 

"Consistency of posterior distribution in generalised linear inverse problems" 

Abstract: 


Formulating a statistical inverse problem as one of inference in a 
Bayesian model comes close to the way that most scientists 
intuitively regard the inferential task, and in principle allows 
the free use of subject knowledge in probabilistic model building. 
Motivated by an emission tomography example, we consider an 
ill-posed linear inverse problem with Poisson errors where the 
prior distribution is chosen to identify a smooth solution of 
interest. Consistency of the posterior distribution as a function 
of data (and hence as a random variable) is studied using the Ky 
Fan metric, giving the rates and conditions for convergence. This 
is a particular example of a broader class of posterior 
convergence problems this method applies to, namely Bayesian 
generalised linear inverse problems. This is joint work with Peter 
Green (University of Bristol). 

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Sincerely, 
Anna Simoni 



--------------------------- 
Anna Simoni 
Assistant Professor 
Department of Decision Sciences 
Università Bocconi 
via Roentgen, 1 
20136 Milano - Italy 
Email: anna.simoni a unibocconi.it 
Webpage: http://faculty.unibocconi.eu/annasimoni/ ============================================================================== 

Sincerely, 
Anna Simoni 



--------------------------- 
Anna Simoni 
Assistant Professor 
Department of Decision Sciences 
Università Bocconi 
via Roentgen, 1 
20136 Milano - Italy 
Email: anna.simoni a unibocconi.it 
Webpage: http://faculty.unibocconi.eu/annasimoni/
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