Takeshi Kurosawa (TUS)

Takeshi Kurosawa


A seminar by Takeshi Kurosawa from Tokyo University of Science

Title: Dominance of posterior predictive densities over plug-in densities for order statistics

The goal of this work is to evaluate predictive densities for Type-II censored data obtained from ordered statistics. The plug-in density is given by substituting the maximum likelihood estimate into an unknown parameter of the target density.

We compare two predictive densities, a Bayesian posterior predictive density and a plug-in predictive density, using the Kullback Leibler loss. This is joint work with Kohei Nishi. The speaker was supported by a Japan Society for the Promotion of Science Grant JP18K11200.

Start date:

11am Thursday, 7 Feb 2019

End date:

12pm Thursday, 7 Feb 2019


Allan Barton Forum


Takeshi Kurosawa

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