Bernstein-von Mises theorem for inverse problems - VVSOR - VVSOR

Netherlands Society for Statistics and Operations Research | Dutch

Bernstein-von Mises theorem for inverse problems

This is a kind reminder that the next Bayes club meeting will be tomorrow (Friday, the 23rd of March) in Leiden (Mathematical Institute, Niels Bohrweg 1).

Speaker: Natalia Bochkina (University of Edinburgh, UK)
Title: Bernstein-von Mises theorem for inverse problems
Time: 16:00-17:00 on the 23rd March, 2018
Location: room 401, MI, Niels Bohrweg 1, Leiden.

Abstract: We study concentration and the rate of contraction of the posterior
distribution when the observations of the function of interest are
indirect, and where the variance of the noise is heterogeneous, possibly
depending on the unknown signal. Performance of the considered Bayesian
estimator is illustrated on simulated data.

This is joint work with my PhD student Jenovah Rodrigues (University of

For the list of upcoming talks and further information about the seminar please visit the (relocated) seminar website: bszabo/bayes_club