University of Cambridge > > The Archimedeans 2016 > [Archimedeans] Bayesian Inference and the Bernstein-von-Mises Theorem

[Archimedeans] Bayesian Inference and the Bernstein-von-Mises Theorem

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Jason Kwong.

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 optimal’, in a sense I will explain.

This talk is part of the The Archimedeans 2016 series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.


© 2006-2023, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity