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X-WR-CALNAME:Department of Statistics
X-ORIGINAL-URL:https://statistics.sciences.ncsu.edu
X-WR-CALDESC:Events for Department of Statistics
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DTSTART:20200308T070000
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DTSTART:20201101T060000
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DTSTART;TZID=America/New_York:20200227T163000
DTEND;TZID=America/New_York:20200227T173000
DTSTAMP:20200528T053109
CREATED:20191129T082039Z
LAST-MODIFIED:20200227T110507Z
UID:3493-1582821000-1582824600@statistics.sciences.ncsu.edu
SUMMARY:Statistics Seminar
DESCRIPTION:Name: Siddhartha Chib\nFrom: Washington University in Saint Louis\nTitle: Bayes from Moments\nAbstract: This talk is a summary of recent work\, developed in Chib\, Shin and Simoni (2018\,2019) on Bayesian inference when the unknown distribution of the outcomes is specified up to a set of over-restricted unconditional or conditional moments\, some of which may be mis-specified. The likelihood for the analysis is the exponentially titled empirical likelihood (ETEL)\, which\, unlike the closely related empirical likelihood\, has Bayesian underpinnings. Under regularity conditions\, the posterior distribution under the ETEL function is shown to satisfy the Bernstein-von-Mises theorem\, even under misspecification of the moments. We also discuss the computation and performance of the marginal likelihood for comparing such moment condition models\, and provide large sample model consistency results. Several examples are provided\, along with the outlines of ongoing work. \n
URL:https://statistics.sciences.ncsu.edu/event/statistics-seminar-9/
LOCATION:1216 SAS Hall
CATEGORIES:Department
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