|Title:||Adaptive Bayesian Nonparametric Estimation via Block Prior|
|Speaker:||Zhou, Harrison H.|
|Group/Series/Folder:||Record Group 8.15 - Institute for Advanced Study|
Series 3 - Audio-visual Materials
|Notes:||HKUST International Forum on Probability and Statistics. Talk no. 19.|
Title from opening screen.
The Second HKUST International Forum on Probability and Statistics (2013), held 19 December, 2013, at the Hong Kong University of Science and Technology. Co-sponsored by the HKUST Jockey Club Institute for Advanced Study and the Center for Statistical Science.
'Jointly with Chao Gao.'
Abstract: A block prior is proposed for adaptive Bayesian estimation of various nonparametric models. The posterior contraction rate is shown to be optimal adaptively for a large collection of Sobolev balls. If time permits, adaptive Bayesian estimation for sparse PCA will be discussed.
Duration: 28 min.
|Appears in Series:||8.15:3 - Audio-visual Materials|
Videos for Public -- Distinguished Lectures