Bayesian Nonparametric Statistics
ebook ∣ École d'Été de Probabilités de Saint-Flour LI--2023 · Lecture Notes in Mathematics
By Ismaël Castillo
Sign up to save your library
With an OverDrive account, you can save your favorite libraries for at-a-glance information about availability. Find out more about OverDrive accounts.
Find this title in Libby, the library reading app by OverDrive.

Search for a digital library with this title
Title found at these libraries:
Library Name | Distance |
---|---|
Loading... |
This up-to-date overview of Bayesian nonparametric statistics provides both an introduction to the field and coverage of recent research topics, including deep neural networks, high-dimensional models and multiple testing, Bernstein-von Mises theorems and variational Bayes approximations, many of which have previously only been accessible through research articles. Although Bayesian posterior distributions are widely applied in astrophysics, inverse problems, genomics, machine learning and elsewhere, their theory is still only partially understood, especially in complex settings such as nonparametric or semiparametric models. Here, the available theory on the frequentist analysis of posterior distributions is outlined in terms of convergence rates, limiting shape results and uncertainty quantification. Based on lecture notes for a course given at the St-Flour summer school in 2023, the book is aimed at researchers and graduate students in statistics and probability.