primo annuncio di seminario del prof. Ramamoorthi

[Alessandra Guglielmi <alessan@mi.imati.cnr.it>]

Il giorno 4 giugno 2004, alle h. 14.30, si terra' presso il CNR-IMATI,
sezione di Milano, Via Bassini, 15, Milano, in aula convegni (piano 
terra), il seminario del professor R.V. Ramamoorthi, Michigan State   
University, USA, dal titolo:

Posterior consistency for semiparametric regression problems

Abstract:
We consider Bayesian inference in the linear regression problem
with an unknown error distribution that is symmetric about zero. We
show that if the prior for the error distribution assigns positive
probabilities to a certain type of neighborhoods of the true
distribution, then the posterior distribution is consistent in the
weak topology. This, in particular implies that the posterior
distribution of the regression parameters are consistent
in the Euclidean metric. The result follows from our generalization of
a celebrated result of Schwartz to the independent, non-identical case
and the existence of exponentially consistent tests of the complement
of the neighborhoods shown here. We then specialize to two important
prior distributions, namely, the Polya tree and Dirichlet mixtures
and show that under appropriate conditions, these priors satisfy the
positivity requirement of the prior probabilities of the neighborhoods
of the true density.

This is joint work with Messan Amewou-Atisso, Subhashis Ghosal and J.K.
Ghosh

-- 
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Alessandra Guglielmi             e-mail: alessan@mi.imati.cnr.it
CNR-IMATI (ex IAMI)              tel.  : ++39.02.23699529 
via Bassini, 15                  fax   : ++39.02.23699538 
20133 Milano (ITALIA)

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