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ISBA 2012 Bayesian Foundations Lecture by Christian P. Robert


Approximate Bayesian computation (ABC): advances and questions Christian P. Robert (Paris Dauphine University, France) The lack of closed-form likelihoods has been the bane of Bayesian computation for many years and, prior to the introduction of MCMC methods, a strong impediment to the propagation of the Bayesian paradigm. We are now facing models where an MCMC […]

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June 25, 2012


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 […]

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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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