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SUMMARY:Adaptive posterior contraction - Johannes Schmidt-Hieber\, Univers
 ity of Leiden
DTSTART:20141024T150000Z
DTEND:20141024T160000Z
UID:TALK54670@talks.cam.ac.uk
CONTACT:20082
DESCRIPTION:We investigate the problem of deriving posterior contraction r
 ates in nonparametric models under different loss functions (in particular
  sup-norm loss). We derive a lower bound on posterior coverages of shrinki
 ng neighbourhoods. This will have some implications on proof strategies to
  derive posterior contraction rates. In a second part\, feasible priors ar
 e constructed that lead to adaptive rates of contraction under L^2 or sup-
 norm loss and that moreover achieve our lower bound.\n[Joint work with Mar
 c Hoffmann and Judith Rousseau (both Paris Dauphine).]
LOCATION:MR12\,  Centre for Mathematical Sciences\, Wilberforce Road\, Cam
 bridge
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