Speaker: Nils Lid Hjort, Professor at UiO, Dept of Mathematics
Abstract: Bayesian Nonparametrics is about prior distributions on big and complicated spaces, such as the set of all continuous densities or regression functions, and then working out the mathematics to characterise the posterior distributions, along with clever computational or simulation schemes for inferences, predictions, classifications. Such methods are finding their ways also into Machine Learning applications. I will provide a necessarily short and hopefully gentle introduction to the field.
The lunch starts at 12:00, and the talk will start around 12:20.