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SUMMARY:Rothschild Public Lecture: Immersion posterior: Meeting Frequentis
 t Goals under Structural Restrictions - Subhashis Ghoshal (North Carolina 
 State University)
DTSTART:20250805T150000Z
DTEND:20250805T160000Z
UID:TALK230755@talks.cam.ac.uk
DESCRIPTION:A structural restriction in a statistical model adds valuable 
 information and is often necessary for a proper scientific interpretation.
  However\, incorporating it in Bayesian analysis makes the posterior distr
 ibution substantially more complex for computation and analyzing its behav
 ior. We propose an extension of the Bayesian paradigm where a structure-co
 mplying correction map from an unrestricted posterior induces the structur
 al restriction. The resulting "immersion posterior" offers a simple and ef
 fective solution to address structural restrictions. We give Bayesian inte
 rpretations of the immersion posterior and compare it with other extension
 s of the Bayesian paradigm. We illustrate how the immersion posterior can 
 effectively achieve optimal posterior concentration and frequentist covera
 ge of Bayesian credible regions in various statistical models with structu
 ral restrictions.
LOCATION:Seminar Room 1\, Newton Institute
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