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SUMMARY:Prequential Statistics - Phil Dawid (Cambridge)
DTSTART:20071109T140000Z
DTEND:20071109T150000Z
UID:TALK8866@talks.cam.ac.uk
CONTACT:6845
DESCRIPTION:Prequential is a portmanteau word for predictive sequential - 
 abroad statistical methodology founded on a view of data (like Mark Twain'
 s view of history) as "just one darned thing after another".  A\nvariety o
 f statistical methods might be applied to learn projectible regularities i
 n a data-sequence so as to improve forecasting\; prequential analysis asse
 sses how well this has been done by contrasting\none-step ahead forecasts 
 with realised outcomes. Many fundamental statistical concepts\, such as co
 nsistency or\nefficiency\, as well as techniques such as model selection\,
  can be fruitfully redefined within this framework.  This talk will outlin
 e the basic theory and some of its properties and applications.\n
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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