Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences

Seminar | August 22 | 3-4 p.m. | 1011 Evans Hall

 Eugenio Regazzini, Universita degli Studi di Pavia, Italy

 Department of Statistics

This talk deals with suitable quantifications in approximating a probability measure by an “empirical” random probability measure \hat p_n, depending on the first n terms of a sequence \{\xi_i\}_{i\ge1}
of random elements. In the first part, we study the range of oscillation near zero of the p-Wasserstein distance d(p) .... See the link for the full abstract.

Based on joint work with Emanuele Dolera.

 sganguly@berkeley.edu

 Abstract