Takeshi Kurosawa (TUS)

Takeshi Kurosawa

Statistics

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

Venue:

Allan Barton Forum

Presenter(s):

Takeshi Kurosawa

Updated:   31 January 2019 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team