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ISBA 2012 Bayesian Foundations Lecture by Mike West
Bayesian Dynamic Modelling Mike West (Duke University, USA) Since the 1970s, applications of Bayesian time series models and forecasting methods have represented major success stories for our discipline. Dynamic modelling is a very broad field, so this ISBA Lecture on Bayesian Foundations will rather selectively note key concepts and some core model contexts, leavened with […]
Tags: Bayesian Foundations Lectures
June 25, 2012
Confidence in nonparametric credible sets? — Aad van der Vaart
ISBA 2012 Lecture on Bayesian Foundations Title: Confidence in nonparametric credible sets? Aad van der Vaart (University of Leiden, Netherlands) ABSTRACT In nonparametric statistics the posterior distribution is used in exactly the same way as in any Bayesian analysis. It supposedly gives us the likelihood of various parameter values given the data. A difference with […]
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