Student Seminar Series
DATE: Wednesday February 15th, 12:00pm
LOCATION: MSB 1143 (Statistics Seminar Room).
SPEAKERS: Julio Deride, Mathematics, UC Davis
TITLE: “Statistical estimation problems under stochastic optimization perspective”
ABSTRACT: In this talk, an introduction to variational analysis techniques for statistical estimation problems is going to be presented. A discussion on the general formulation of a Stochastic Programming Problem is presented, as well as statistical problems that arise from their solution. On the other hand, as a direct application of variational analysis techniques, a convergence theorem for maximum a posteriori estimator as a limit of Bayes estimator is introduced.
References:  Robert Bassett and Julio Deride. Maximum a Posteriori Estimators as a Limit of Bayes Estimators. arXiv preprint arXiv:1611.05917, 2016.
This seminar series is organized by PhD Students Irene Kim and Ozan Sonmez.