1.

Record Nr.

UNINA9910908381203321

Autore

Castillo Ismaël

Titolo

Bayesian Nonparametric Statistics : École d’Été de Probabilités de Saint-Flour LI - 2023 / / by Ismaël Castillo

Pubbl/distr/stampa

Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024

ISBN

9783031740350

9783031740343

Edizione

[1st ed. 2024.]

Descrizione fisica

1 online resource (225 pages)

Collana

École d'Été de Probabilités de Saint-Flour ; ; 2358

Disciplina

519.5

Soggetti

Statistics

Machine learning

Mathematical optimization

Calculus of variations

Statistical physics

Probabilities

Statistical Theory and Methods

Machine Learning

Calculus of Variations and Optimization

Statistical Physics

Probability Theory

Estadística bayesiana

Estadística no paramètrica

Llibres electrònics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

-1. Introduction, rates I.-2. Rates II and first examples.-3. Adaptation I: smoothness.-4. Adaptation II: high-dimensions and deep neural networks -- 5. Bernstein-von Mises I: functionals -- 6. Bernstein-von Mises II: multiscale and applications -- 7. classification and multiple testing -- 8. Variational approximations.

Sommario/riassunto

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. .