Bayesian inference in infinite dimensions

Add to your list(s) Download to your calendar using vCal

• Aad van der Vaart (Delft)
• Thursday 04 May 2023, 17:00-18:00
• MR2, CMS.

If you have a question about this talk, please contact HoD Secretary, DPMMS.

The Bayesian statistical method consists of updating a prior probability distribution over the unknown parameters of a stochastic system into a posterior probability distribution after seeing the system’s output. It is perhaps the oldest statistical paradigm, going back to the 18th century, in abstract terms as straightforward and elegant as can be, and with the promise of not only giving a best guess of the system parameters, but also a quantification of remaining uncertainty. Only in the last two decades has the method been applied to infinite-dimensional parameters, most recently to inverse problems defined e.g. by PDEs or in machine learning. We discuss some of the mathematical issues, with a main focus on the question whether the method works and when, and how we can define “works”. We review some classical success stories and recent findings and open questions, borrowing from our own work and that of others.

The talk will be followed by a wine reception in the Central Core CMS

This talk is part of the Mordell Lectures series.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CCIMI
• CCIMI Seminars
• CMS Events
• Cambridge Centre for Data-Driven Discovery (C2D3)
• Cambridge talks
• Centre for Health Leadership and Enterprise
• Chris Davis' list
• DPMMS Lists
• DPMMS Pure Maths Seminar
• DPMMS info aggregator
• DPMMS lists
• Faculty of Mathematics Lectures
• Featured lists
• Featured talks
• Guy Emerson's list
• Hanchen DaDaDash
• Interested Talks
• MR2, CMS
• Major Public Lectures in Cambridge
• Mordell Lectures
• Neurons, Fake News, DNA and your iPhone: The Mathematics of Information
• School of Physical Sciences
• Statistical Laboratory info aggregator
• Trust & Technology Initiative - interesting events
• bld31
• custom
• ndk22's list
• ob366-ai4er
• personal list
• rp587

Note that ex-directory lists are not shown.