[Forum SIS] Webinar MINWOO CHAE

[Pierpaolo De Blasi]

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

---

University of Torino & Collegio Carlo Alberto

carloalberto.org/pdeblasi
<https://sites.google.com/a/carloalberto.org/pdeblasi/>
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