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<P><BR>The Department of Decision Sciences (DEC) of Bocconi University is pleased to invite you to the seminar:</P>
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<DIV style="FONT-SIZE: 10pt; COLOR: rgb(0,0,0); FONT-FAMILY: Arial"><SPAN style="FONT-STYLE: italic">DEC Seminar</SPAN><SPAN style="FONT-STYLE: italic"><BR>Università Bocconi, </SPAN><BR style="FONT-STYLE: italic"><SPAN style="FONT-STYLE: italic">Room 3-E4-SR03</SPAN><BR style="FONT-STYLE: italic"><SPAN style="FONT-STYLE: italic">Via Rontgen 1 - 3rd floor<BR></SPAN><SPAN style="FONT-STYLE: italic">Time: 12:30pm </SPAN><BR style="FONT-STYLE: italic"><BR>The DEC seminar schedule is available at <SPAN class=Object id=OBJ_PREFIX_DWT2388><SPAN class=Object id=OBJ_PREFIX_DWT1495><SPAN class=Object id=OBJ_PREFIX_DWT6887><SPAN class=Object id=OBJ_PREFIX_DWT1407><A href="http://www.unibocconi.eu/statseminar" target=_blank>http://www.unibocconi.eu/statseminar</A></SPAN></SPAN></SPAN></SPAN> <BR><BR><SPAN style="FONT-WEIGHT: bold; TEXT-DECORATION: underline">Thursday, November 4th<BR><BR></SPAN>Natalia Bochkina<BR>(University of Edinburgh, School of Mathematics<STRONG style="FONT-WEIGHT: normal"></STRONG>) <BR><BR><SPAN style="FONT-WEIGHT: bold">"Consistency of posterior distribution in generalised linear inverse problems"<BR></SPAN></DIV>
<DIV style="FONT-SIZE: 10pt; COLOR: rgb(0,0,0); FONT-FAMILY: Arial"><SPAN style="FONT-WEIGHT: bold">Abstract:</SPAN></DIV>
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<DIV style="FONT-SIZE: 10pt; COLOR: rgb(0,0,0); FONT-FAMILY: Arial">Formulating a statistical inverse problem as one of inference in a<BR>Bayesian model comes close to the way that most scientists<BR>intuitively regard the inferential task, and in principle allows<BR>the free use of subject knowledge in probabilistic model building.<BR>Motivated by an emission tomography example, we consider an<BR>ill-posed linear inverse problem with Poisson errors where the<BR>prior distribution is chosen to identify a smooth solution of<BR>interest. Consistency of the posterior distribution as a function<BR>of data (and hence as a random variable) is studied using the Ky<BR>Fan metric, giving the rates and conditions for convergence. This<BR>is a particular example of a broader class of posterior<BR>convergence problems this method applies to, namely Bayesian<BR>generalised linear inverse problems. This is joint work with Peter<BR>Green (University of Bristol).<BR><BR></SPAN>==============================================================================
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<DIV style="FONT-SIZE: 10pt; COLOR: #000000; FONT-FAMILY: Arial">Sincerely,</DIV>
<DIV style="FONT-SIZE: 10pt; COLOR: #000000; FONT-FAMILY: Arial">Anna Simoni</DIV>
<P><BR><BR>---------------------------<BR>Anna Simoni </P>
<DIV style="FONT-SIZE: 10pt; COLOR: #000000; FONT-FAMILY: Arial">Assistant Professor<BR>Department of Decision Sciences<BR>Università Bocconi<BR>via Roentgen, 1<BR>20136 Milano - Italy</DIV>
<DIV style="FONT-SIZE: 10pt; COLOR: #000000; FONT-FAMILY: Arial">Email:<FONT color=#00008b><SPAN class=Object id=OBJ_PREFIX_DWT121><SPAN class=Object id=OBJ_PREFIX_DWT178><SPAN class=Object id=OBJ_PREFIX_DWT340>anna.simoni@unibocconi.it</SPAN></SPAN></SPAN><BR></FONT>Webpage: <SPAN class=Object id=OBJ_PREFIX_DWT122><SPAN class=Object id=OBJ_PREFIX_DWT179><SPAN class=Object id=OBJ_PREFIX_DWT341><A href="http://faculty.unibocconi.eu/annasimoni/" target=_blank><FONT color=#00008b>http://faculty.unibocconi.eu/annasimoni/</FONT></A></SPAN></SPAN></SPAN></DIV></DIV></DIV></DIV></DIV></div></body></html>