IMI Interdisciplinary Mathematics InstituteCollege of Arts and Sciences

Thomas Bayes' walk on Manifold

  • April 10, 2013
  • 2:30 p.m.
  • LeConte 312


Convergence of the Bayes posterior measure is considered in canonical statistical settings (like density estimation or nonparametric regression) where observations sit on a geometrical object such as a compact manifold, or more generally on a compact metric space verifying some conditions. A natural geometric prior based on randomly rescaled solutions of the heat equation is considered. Upper and lower bound posterior contraction rates are derived.

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