Abstract: 

Statistical decidion theory studies estimators using methods inspired by game theory. One question is wether a given estimator satsfies the weak optimality criterion that there is no other estimator which performs better under all circumstances; this criterion is known as admissibility. A long-standing open question has been to relate this notion of optimality to the Bayesian viewpoint. In this talk we discuss this question in more detail, as well as a using nonstandard analysis.

Zoom: 717 463 6082

Venue:  Quan29