Probabilistic distances and Bayesian statistics: new insights on and methods for the choice of the prior

01 January 2017 → Ongoing
Regional and community funding: Special Research Fund
Research disciplines
  • Natural sciences
    • Statistics
Posterior distribution Stein’s Method Bernstein-Von Mises theorem
Project description

The choice of the prior is a key aspect in Bayesian statistics. In the literature there exist many different proposals of priors and diverging opinions on which prior to use when. The goal of this project is to tackle this problem from a new angle by importing probabilistic distances from probability theory.