[20° Forum SIS] Seminario KLEIJN

[Matteo Ruggiero]

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STATISTICS SEMINARS  -  COLLEGIO CARLO ALBERTO
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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

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