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 > MRC Biostatistics Unit Seminars > "Some aspects in high-dimensional Bayesian model choice"

## "Some aspects in high-dimensional Bayesian model choice"Add to your list(s) Download to your calendar using vCal - Dr David Rossell, University of Warwick
- Tuesday 26 April 2016, 14:30-15:30
- Large Seminar Room, 1st Floor, Institute of Public Health, University Forvie Site, Robinson Way, Cambridge.
If you have a question about this talk, please contact Alison Quenault. Given a collection of candidate probability models for an observed data y, a fundamental statistical task is to evaluate which models are more likely to have generated y. Tackling this problem within a Bayesian framework requires one to complement the probability model for y (likelihood) with a prior probability model on the parameters describing each of the candidate models, as well as to specify model prior probabilities and possibly a utility function. We shall review some recent strategies for high-dimensional model choice, and then discuss what we denominate the “model separation principle”. This principle states that the models under consideration should be minimally different from each other, else it becomes hard to distinguish them on the basis of the observed y. In the common setting where some of the models are nested this principle is violated, as say Model 1 is a particular case of Model 2 and thus these models are not well separated. We shall review a class of prior distributions called non-local priors (NLPs) as a way to enforce the model separation principle and some of the NLP properties, focusing on parsimony and accelerated convergence rates in high-dimensional inference. We shall illustrate their use in ongoing work related to regression and robust regression. This talk is part of the MRC Biostatistics Unit Seminars series. ## This talk is included in these lists:- All Talks (aka the CURE list)
- BHRU Annual Lecture 2015
- BHRU Annual Lecture 2016
- Biology
- Cambridge Centre for Data-Driven Discovery (C2D3)
- Cambridge Immunology
- Cambridge talks
- Cardiovascular Epidemiology Unit Special Seminars
- Chris Davis' list
- Department of Public Health and Primary Care
- Graduate-Seminars
- Interested Talks
- Large Seminar Room, 1st Floor, Institute of Public Health, University Forvie Site, Robinson Way, Cambridge
- Life Sciences
- Life Sciences
- ME Seminar
- MRC Biostatistics Unit Seminars
- Primary Care
- Public Health talks
- PublicHealth@Cambridge
- Trust & Technology Initiative - interesting events
- bld31
- my_list
- ndk22's list
- ob366-ai4er
- primary care
- rp587
Note that ex-directory lists are not shown. |
## Other listsCosmology, Astrophysics and General Relativity shubham archaeology Research Seminar Series, Faculty of Education, University of Cambridge The Future of Economics and Public Policy Sir David King's Surface Science Seminars## Other talksCANCELLED: The Loxbridge Triangle: Integrating the East-West Arch into the London Mega-region Polish Britain: Multilingualism and Diaspora Community Measuring Designing: Design Cognitiometrics, Physiometrics & Neurometrics Mechanistic model development to characterise drug effects on platelets over time in pharmaceutical research. Diagnostics and patient pathways in pancreatic cancer |