Abstract Details
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Activity Number:
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617
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Type:
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Invited
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Date/Time:
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Thursday, August 8, 2013 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #306971 |
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Title:
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Frequentist Analysis of Posteriors for Sparse Priors
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Author(s):
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Aad van der Vaart*+
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Companies:
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Leiden University
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Keywords:
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sparsity
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Abstract:
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We review some Bayesian approaches to sparse inference, for instance in the linear regression model, and analyze rates of contraction of posterior distributions. We are interested in the situation where the total number of parameters may exceed the number of observations, but where the number of nonzero parameters (the dimension of a true model in the nonBayesian sense), is very small relative to the total number of parameters. One particular prior we discuss is the slab-and-spike prior, where the weight of the spike receives itself a prior.
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Authors who are presenting talks have a * after their name.
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