Title	Predictive density estimation: recent results
Creator	Marchand, Eric
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2019-04-09T09:47
Description	This talk will address the estimation of predictive densities and their efficiency as measured by frequentist risk. For Kullback-Leibler, $\alpha-$divergence, $L_1$ and $L_2$ losses, we review several recent findings that bring into play improvements by scale expansion, as well as duality relationships with point estimation and point prediction problems. A range of models is studied and include multivariate normal with both known and unknown covariance structure, scale mixture of normals, Gamma, as well as models with restrictions on the parameter space.
Extent	37.0 minutes
Subject	Mathematics; Statistics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Sherbrooke
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2019-10-07
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0383295
URI	http://hdl.handle.net/2429/71836
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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