[Dottorcomp] Seminari di Matematica Applicata, 25/03/2025, Stefano Demichelis

[Stefano Lisini]

Seminari di Matematica Applicata, Dipartimento di Matematica "F. Casorati"
e Istituto del CNR IMATI "E. Magenes" di Pavia.

Martedì 25 Marzo 2025, alle ore 15 precise, presso l'aula Beltrami del
Dipartimento di Matematica,

Stefano Demichelis (Università di Pavia)

terrà un seminario dal titolo:

Conditional identifiability in empirical Bayes: a geometric approach.

Abstract: We examine the uniqueness of the posterior distribution within an
Empirical Bayes framework using a discretized prior. To achieve this, we
impose Rational Expectations conditions on the prior, focusing on coherence
and stability properties. We derive the conditions necessary for posterior
uniqueness when observations are drawn from either discrete or continuous
distributions. Additionally, we discuss the properties of our discretized
prior as an approximation of the true underlying prior.

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https://matematica.unipv.it/ricerca/cicli-di-seminari/seminari-di-matematica-applicata/