Kalendarium
23
May
Statistics Seminar, "Misspecification in Gaussian process modelling", Toni Karvonen, Lahti University of Technology
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