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Hierarchical bayes modeling for large-scale inference

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Virtualconference
Authors : Yekutieli, Daniel (Author of the conference)
CIRM (Publisher )

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Abstract : We present a novel theoretical framework for statistical analysis of Large-scale problems that builds on the Robbins compound decision approach. We present a hierarchical Bayesian approach for implementing this framework and illustrate its application to simulated data.

Keywords : Empirical bayes; model selection; model averaging; deconvolution

MSC Codes :

Additional resources :
https://www.cirm-math.fr/RepOrga/2146/Slides/Yekutieli.pdf

    Information on the Video

    Film maker : Hennenfent, Guillaume
    Language : English
    Available date : 15/06/2020
    Conference Date : 03/02/2020
    Subseries : Research talks
    arXiv category : Statistics Theory
    Mathematical Area(s) : Probability & Statistics
    Format : MP4 (.mp4) - HD
    Video Time : 00:50:46
    Targeted Audience : Researchers
    Download : https://videos.cirm-math.fr/2020-06-03_Yekutieli.mp4

Information on the Event

Event Title : Mathematical Methods of Modern Statistics 2 / Méthodes mathématiques en statistiques modernes 2
Event Organizers : Bogdan, Malgorzata ; Graczyk, Piotr ; Panloup, Fabien ; Proïa, Frédéric ; Roquain, Etienne
Dates : 15/06/2020 - 19/06/2020
Event Year : 2020
Event URL : https://www.cirm-math.com/cirm-virtual-e...

Citation Data

DOI : 10.24350/CIRM.V.19643703
Cite this video as: Yekutieli, Daniel (2020). Hierarchical bayes modeling for large-scale inference. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19643703
URI : http://dx.doi.org/10.24350/CIRM.V.19643703

See Also

Bibliography

  • FERGUSON, Thomas S., et al. Prior distributions on spaces of probability measures. The annals of statistics, 1974, vol. 2, no 4, p. 615-629. - https://www.jstor.org/stable/2958401

  • ROBBINS, Herbert, et al. Asymptotically subminimax solutions of compound statistical decision problems. In : Proceedings of the second Berkeley symposium on mathematical statistics and probability. The Regents of the University of California, 1951. - https://projecteuclid.org/ euclid.bsmsp/1200500224



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