Seminar Details

Seminar Details


Thursday

Nov 15

3:30 pm

Bayesian Inference and the Parametric Bootstrap ( Joint seminar with Biostatistics)

Brad Efron

Seminar

Stanford University - Statistics

The parametric bootstrap can often be used to compute posterior distributions obtained from complicated Bayesian models. Besides its computational advantages, the bootstrap offers insight on the relationship between Bayesian and frequentist methods. I will discuss some examples relating to exponential families, generalized linear models, and high-dimensional inference.