BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//UM//UM*Events//EN
CALSCALE:GREGORIAN
BEGIN:VTIMEZONE
TZID:America/Detroit
TZURL:http://tzurl.org/zoneinfo/America/Detroit
X-LIC-LOCATION:America/Detroit
BEGIN:DAYLIGHT
TZOFFSETFROM:-0500
TZOFFSETTO:-0400
TZNAME:EDT
DTSTART:20070311T020000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=2SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0400
TZOFFSETTO:-0500
TZNAME:EST
DTSTART:20071104T020000
RRULE:FREQ=YEARLY;BYMONTH=11;BYDAY=1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTAMP:20241202T110944
DTSTART;TZID=America/Detroit:20250117T100000
DTEND;TZID=America/Detroit:20250117T110000
SUMMARY:Workshop / Seminar:Statistics Department Seminar Series: Anya Katsevich\, Postdoctoral Research Fellow\, Department of Math\, Massachusetts Institute of Technology
DESCRIPTION:Abstract:  We derive an asymptotic expansion of posterior integrals in the regime in which dimension grows together with sample size. We also present related work on the accuracy of the Laplace approximation (LA) to high-dimensional posterior densities\, and derive a higher-order correction to the LA. These results are both theoretically significant and useful for the computations involved e.g. in Bayesian model selection and construction of credible sets. Finally\, we prove the tightest known high-dimensional Bernstein-von Mises theorem\, closing the long-standing gap between conditions for asymptotic normality in Bayesian and frequentist inference.\n\nOur expansion of posterior integrals\, which are naturally of Laplace type for large sample size\, is also of theoretical significance in asymptotic analysis. It fills the gap in the theory between the classical fixed-dimensional regime dating back to Laplace\, and more recent work on the asymptotic expansion of infinite-dimensional Laplace-type integrals due to Ben Arous.\n\nhttps://anyakatsevich.github.io/
UID:129239-21862367@events.umich.edu
URL:https://events.umich.edu/event/129239
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:seminar
LOCATION:West Hall - 340
CONTACT:
END:VEVENT
END:VCALENDAR