Abstract Details
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Activity Number:
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364
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Type:
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Contributed
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Date/Time:
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Tuesday, August 6, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Bayesian Statistical Science
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| Abstract - #308378 |
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Title:
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On the Geometry of Bayesian Inference: Bayes Meets Hilbert
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Author(s):
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Garritt Page*+ and Miguel de Carvalho and Jose Quinlan
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Companies:
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Pontificia Universidad Catolica De Chile and Pontificia Universidad Catolica de Chile and Pontificia Universidad Catolica de Chile
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Keywords:
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Bayesian inference ;
Geometry ;
Data-Prior conflict ;
Harmonic mean estimator
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Abstract:
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We provide a geometric interpretation to Bayesian inference that allows us to introduce a natural measure of the level of agreement between priors, likelihoods, and posteriors. Estimators for all the quantities involved in our geometric setup are discussed, which can be directly computed from the posterior simulation output. Some examples are used to illustrate our methods.
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Authors who are presenting talks have a * after their name.
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