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SUMMARY:Prequential Statistics - Philip Dawid\, Statistical Laboratory\, C
 ambridge
DTSTART:20071101T160000Z
DTEND:20071101T180000Z
UID:TALK8217@talks.cam.ac.uk
CONTACT:Shaomian Deng
DESCRIPTION:_Prequential_ is a portmanteau word for _predictive sequential
 _ -- a broad statistical methodology founded on a view of data (like Mark 
 Twain's view of history) as "just one darned thing after another".  A vari
 ety of statistical methods might be applied to learn projectible regularit
 ies in a data-sequence so as to improve forecasting\; prequential analysis
  assesses how well this has been done by contrasting one-step ahead foreca
 sts with realised outcomes.\n\nMany fundamental statistical concepts\, suc
 h as consistency or efficiency\, as well as techniques such as model selec
 tion\, can be fruitfully redefined within this framework.  This talk will 
 outline the basic theory and some of its properties and applications.
LOCATION:LR4\, Engineering\, Department of
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