Event

Posterior Convergence Analysis of Alpha-Stable Processes: Applications in Bayesian Inversion

Dr Neil Kumar Chada
Department of Statistics and Applied Probability, NUS

  Date: 20 March 2019, Wednesday

  Location: S16-06-118, Seminar Room

 Time: 03:00pm – 04:00pm

 

This talk is concerned with the theoretical understanding of alpha-stable sheets X. Our motivation for this is in the context of Bayesian inverse problems, where we consider the treatment of these processes as prior forms for parameter estimation. We derive various convergence results of these processes. In doing so we use a number of variants which these sheets can take, such as a stochastic integral representation, but also random series expansions through Poisson processes. Our convergence analysis will rely on the fact of whether X omits sample paths, and if so how regular the paths are. Time permitted we will discuss well-posedness of the inverse problem.