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Kalendarium

23

May

Statistics Seminar, "Misspecification in Gaussian process modelling", Toni Karvonen, Lahti University of Technology

Tid: 2025-05-23 13:15 till 14:00 Seminarium

Gaussian processes provide both predictions at unseen data locations and associated quantification of uncertainty. It is difficult to select a Gaussian process model that correctly encodes some of the most important properties of the latent function. In this talk I discuss smoothness misspecification, which occurs when a Gaussian process model is either smoother or rougher than the truth. I review a number of recent results that demonstrate that smoothness misspecification need not be a problem when it comes to the rate of convergence of the posterior and the reliability of uncertainty quantification.



Om händelsen
Tid: 2025-05-23 13:15 till 14:00

Plats
MH:227

Kontakt
dragi [at] maths [dot] lth [dot] se

Sidansvarig: webbansvarig@math.lu.se | 2017-05-23