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SUMMARY:On the nonparametric Bernstein-von Mises phenomenon - Ismaël Cast
 illo\, Laboratoire de Probabilités et Modèles Aléatoires\, Paris
DTSTART:20140623T134500Z
DTEND:20140623T141500Z
UID:TALK53097@talks.cam.ac.uk
CONTACT:37296
DESCRIPTION:In this talk I will discuss some limiting shape results for Ba
 yesian posterior distributions in canonical nonparametric settings (white 
 noise\, density estimation). In particular\, we will see that it is possib
 le to obtain nonparametric Bernstein-von Mises theorems by stating the con
 vergence in well-chosen large enough multiscale spaces. I will discuss app
 lications to Donsker-type theorems for the posterior distribution \nfuncti
 on\, as well as to (confident) credible sets. \nJoint work with Richard Ni
 ckl. \n
LOCATION:Centre for Mathematical Sciences\, Meeting Room 2
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