Quantification of Model Uncertainty
- đ¤ Speaker: Chris Holmes (University of Oxford)
- đ Date & Time: Wednesday 05 June 2019, 14:00 - 15:00
- đ Venue: Seminar Room 1, Newton Institute
Abstract
Statistical estimation and uncertainty quantification of parameter values within models is fairly well established, where Bayesian and non-Bayesian approaches typically show broad agreement. In contrast, quantification of uncertainty around issues of model choice or parameter selection is much more contentious. We will review some of the distinctive features of statistical approaches to model evaluation with a focus on the foundations of Bayesian inference and robustness to model misspecification.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Chris Holmes (University of Oxford)
Wednesday 05 June 2019, 14:00-15:00