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Call For Nominations for the VvS+OR Thesis Awards

9th of January 2018
Deadline is January 21, 2018 for both the Jan Hemelrijk Award and the Willem R. van Zwet Award. Read more...

Climate Change, Statistics, and Operations Research

8th of January 2018
Save the date! The Annual Meeting 2018 is on Climate Change, 28-29 March, Jaarbeurs Utrecht. More information will follow soon. Read more...

Werk mee aan internationale normen voor statistische methoden voor Six Sigma, QFD en SPC

18th of December 2015
Voldoet mijn product aan kwaliteitseisen? Hoe kan ik mijn processen efficiënter maken? Sluit mijn product aan bij de wensen van de klant of andere stakeholders?   Read more...

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Adaptive posterior contraction results for Bayesian methods for diffusions

Where:  Amsterdam Sciencepark 904, Room A1.04
When:  22nd of September 2017 tot 20th of September 2017
Starttime  16:00
The first presentation in this semester's Bayes Club Seminar will be held in Amsterdam,

speaker: Jan van Waaij (KdVI, University of Amsterdam)
 
title: Adaptive posterior contraction results for Bayesian methods for diffusions
 
date/time: Friday 22 September, 2017, 16:00-17:00h
place: Amsterdam Sciencepark 904, Room A1.04 

abstract: We observe a diffusion X^T={X_t:tin[0,T]}, which is given
by the stochastic differential equation dX_t= heta(X_t)dt+dW_t,
where the drift function heta:R o R is measurable, one-periodic
and int_0^1 heta(x)^2dx<infty and W is a Brownian motion. This
model was for instance used in molecular dynamics, see
Papaspiliopoulos et al (2012). We are interested in estimating the
unknown parameter heta. In this talk we will consider hierarchical
and empirical Bayes methods on the scaling hyperparameter of a
Gaussian process prior to obtain adaptivity. For both methods we
obtain minimax posterior contraction results. We will also discuss
future work. [Joint work with Harry van Zanten (University of Amsterdam)
and Moritz Schauer (Leiden University); the hierarchical Bayes part
 
To volunteer to give a presentation in the next semester, please
contact  or . For further
information and upcoming talks, see https://staff.fnwi.uva.nl/b.j.k.kleijn/bc/index.html
More information:  [comment]
Telephone:  [rooster_phone]
e-mail: 

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Climate Change, Statistics, and Operations Research

Jaarbeurs
28th of March 2018 - 29th of March 2018 Read more...


7th Stochastic Modelling meeting (StochMod 2018)

13th of June 2018 - 15th of June 2018 Read more...

ACM SIGMETRICS FOR 2018

Irvine, California, USA
18th of June 2018 - 22nd of June 2018 Read more...


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