COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Statistics > Bayesian semiparametrics with Gaussian process priors

## Bayesian semiparametrics with Gaussian process priorsAdd to your list(s) Download to your calendar using vCal - Ismael Castillo (CNRS and Paris 6)
- Friday 04 February 2011, 16:00-17:00
- MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.
If you have a question about this talk, please contact Richard Nickl. In this talk we will first give a brief introduction to the Bayesian nonparametric approach. Given a model parametrized by an unknown function or high dimensional parameter, one puts an a priori probability distribution on it and studies the posterior distribution, that is the conditional distribution starting from the prior and given the data. Then we will move to the question of estimation in semiparametric models in a Bayesian way. A semiparametric model typically consists of a parametric part of interest and a nonparametric part called nuisance. Putting a prior distribution on both, we are interested in the behavior of the marginal of the posterior with respect to the parameter of interest. A desirable convergence result is the so-called Bernstein-von Mises theorem, which asserts that the marginal posterior asymptotically converges to a normal distribution centered at an efficient estimator. We will discuss a set of sufficient conditions to obtain this result, mostly focusing on the case where the prior on the nonparametric part is a Gaussian process. An important role is played by the way the model is approximated through the Reproducing Kernel Hilbert space of the prior. We illustrate the result on a few examples, including Cox proportional hazards model and a problem of alignment of curves. In particular, we will see that not all reasonable-looking nonparametric priors lead to good semiparametric properties. http://www.proba.jussieu.fr/~castillo/ This talk is part of the Statistics series. ## This talk is included in these lists:- All CMS events
- All Talks (aka the CURE list)
- CMS Events
- Cambridge Forum of Science and Humanities
- Cambridge Language Sciences
- Chris Davis' list
- DPMMS Lists
- DPMMS info aggregator
- DPMMS lists
- Guy Emerson's list
- MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB
- Machine Learning
- School of Physical Sciences
- Statistical Laboratory info aggregator
- Statistics
- Statistics Group
- bld31
- rp587
Note that ex-directory lists are not shown. |
## Other listsDatalog for Program Analysis: Beyond the Free Lunch Dr Augustus Chee History and the Law## Other talksAccelerating the control of bovine Tuberculosis in developing countries The role of transcription factors in cancer SciBarHealth: Heart Month "Epigenetic studies in Alzheimer's disease" Analytical Ultracentrifugation (AUC) |