University of Cambridge > Talks.cam > Statistics > Nonparametric Bayes for support boundary recovery

  Browse A-Z

Log in

Googledetails Microsoftdetails

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹī¸ Information

Nonparametric Bayes for support boundary recovery

Download to your calendar using vCal

  • UserJohannes Schmidt-Hieber, University of Leiden
  • ClockFriday 19 October 2018, 16:00-17:00
  • HouseMR12.

If you have a question about this talk, please contact Dr Sergio Bacallado .

In support boundary recovery we observe a Poisson point process on the epigraph of an unknown function f. The statistical problem is to recover the boundary f from the data. In this model, the nonparametric MLE exists for many parameter spaces but leads to suboptimal rates for estimation of functionals. This motivates to study a Bayesian approach. We derive a non-standard limiting shape result for a compound Poisson process prior and a function space with increasing parameter dimension. It is shown that the marginal posterior of the integral of f performs an automatic bias correction and contracts with a faster rate than the MLE . As a negative result, it is shown that the frequentist coverage of credible sets is lost for linear functions indicating that credible sets only have frequentist coverage for priors that are specifically constructed to match properties of the underlying true function. (Joint work with Markus Reiss, Berlin).

This talk is part of the Statistics series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

in person & via zoom Gordon Lab Seminar Room, Austin Building, Dept. of Materials Science & Metallurgy Rausing Lecture

Other talks

TBC Polar Oceans Seminar Talk Task performance predicts the substitution of feedforward by feedback drive in visual cortex What Can a Spectrum Learn? AI Perspectives on the Kohn Laplacian of Sphere Quotients TBC Tea and Coffee Break
 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity