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Hotelling Lectures: Aad van der Vaart, Leiden University

March 27 @ 3:30 pm - 4:30 pm

Nonparametric Bayesian methods: frequentist analysis Aad van der Vaart Leiden University We present an overview of Bayesian methods to estimate functions or high-dimensional parameter vectors, and discuss the validity (or not) of these methods from a non-Bayesian point of view. For instance, we consider using a Gaussian process as a prior for a regression function or (after exponentiation and normalisation) for a density function. We characterise the rate at which the corresponding posterior distribution can recover a true function as…

Hotelling Lectures: Aad van der Vaart, Leiden University

March 29 @ 3:30 pm - 5:00 pm

Nonparametric Bayesian methods: frequentist analysis Aad van der Vaart Leiden University A more detailed view of Bayesian methods to estimate functions or high-dimensional parameter vectors, and discuss the validity (or not) of these methods from a non-Bayesian point of view. For instance, we consider using a Gaussian process as a prior for a regression function or (after exponentiation and normalisation) for a density function. We characterise the rate at which the corresponding posterior distribution can recover a true function as…

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