[Forum SIS] Webinar CASTILLO

[Pierpaolo De Blasi]

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO
<https://www.carloalberto.org/research/webinars/>


Venerdì 15 Maggio 2020, alle ore 12:00, si terrà il seguente webinar:


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Ismael Castillo (Sorbonne Université Paris)


*Multiscale analysis of Bayesian CART*


Abstract:

This work affords new insights about Bayesian CART in the context of
structured wavelet shrinkage. We show that practically used Bayesian CART
priors lead to adaptive rate-minimax posterior concentration in the
supremum norm in Gaussian white noise, performing optimally up to a
logarithmic factor. To further explore the benefits of structured
shrinkage, we propose the g-prior for trees, which departs from the typical
wavelet product priors by harnessing correlation induced by the tree
topology. Building on supremum norm adaptation, an adaptive nonparametric
Bernstein–von Mises theorem for Bayesian CART is derived using multiscale
techniques. For the fundamental goal of uncertainty quantification, we
construct adaptive confidence bands with uniform coverage for the
regression function under self-similarity.

(joint work with Veronika Rockova, University of Chicago).


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Chiunque volesse collegarsi al webinar è pregato di inviare una email entro
mercoledi  13 Maggio a

pierpaolo.deblasi a unito.it


Il webinar è organizzato dalla "de Castro" Statistics Initiative

www.carloalberto.org/stats

in collaborazione con il Collegio Carlo Alberto.


Cordiali saluti,

Pierpaolo De Blasi

---
University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi
<https://sites.google.com/a/carloalberto.org/pdeblasi/>
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