[Archimedeans] Bayesian Inference and the Bernstein-von-Mises Theorem
- π€ Speaker: Dr. Richard Nickl (STATSLAB)
- π Date & Time: Friday 29 January 2016, 19:00 - 20:00
- π Venue: A1.06 Wolfson Lecture Room , CMS, Wilberforce Road, Cambridge, CB3 0WB
Abstract
In this talk I will discuss the history of a beautiful theorem from mathematical statistics that reconciles these two paradigms from a frequentist point of view: The Bernstein-von Mises phenomenon, which was first discovered by Laplace in a simple case and worked out as a general theorem by mathematicians in the 20th century, states that Bayesian inference based on the posterior distribution is actually `in most cases frequentist optimalβ, in a sense I will explain.
Series This talk is part of the The Archimedeans 2016 series.
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Dr. Richard Nickl (STATSLAB)
Friday 29 January 2016, 19:00-20:00