"Frequentist Accuracy of Bayesian Estimates" (This Week at the Statistics Seminar)
A speaker who needs no introduction (but will get one), on a topic whose
closeness to my heart needs no elaboration (but
will get it):
- Bradley Efron,
"Frequentist Accuracy of Bayesian Estimates"
- Abstract: In the absence of prior information, popular Bayesian
estimation techniques usually begin with some form of "uninformative" prior,
intended to have minimal inferential influence. Bayes's rule will still
produce nice-looking estimates and credible intervals, but these lack the
logical force attached to genuine priors, and require further justification.
This talk concerns computational formulas that produce frequentist accuracy
assessments for Bayesian estimates. Both encouraging and cautionary examples
will be presented.
- Time and place: 4:30--5:30 pm on Monday, 18 March 2013 in the McConomy Auditorium, University Center
Memo to self: ask Efron what he thinks of Fraser's "Is Bayes Posterior Just
Quick and Dirty Confidence?"
Enigmas of Chance;
Posted at March 16, 2013 21:24 | permanent link