The image above links to the pdf file (5 Mb) of my talk at the ICIC yesterday afternoon. My idea was to use my allotted time to introduce weak convergence as a statistical/topological concept of both *intrinsic interest* (e.g. for neat examples whereby the CLT proof for nested sampling by Chopin & Robert 2010 invokes the weak convergence of a sequence of piecewise constant random functions to Brownian motion; the latter the shared focus of study in physics and probability theory) and *practical interest *as it underpins a number of contemporary techniques in non-parametric Bayesian analysis (e.g. Dirichlet processes and the SPDE approach to random fields). It was fun to try to put these ideas together in a coherent way that might be appreciated by an audience with a range of statistical and non-statistical backgrounds and experience levels ranging from first-year PhD students to their professors. Not sure how well I achieved that, but I enjoyed trying and I got to have some interesting discussions before & after.

- Follow Another Astrostatistics Blog on WordPress.com
### View Posts by Category

ABC Astronomy Astrostatistics Bad Science Big Data Bayes Dirichlet Processes Fourier analysis Gaussian Processes Infinite-Dimensional Inference INLA Marginal Likelihood Estimation Measure Theory Non-Parametric Order Statistics Particle MCMC Quantile Regression Rants Semi-Parametric Statistics Uncategorized Zoology, Epidemiology, & Clinical Trials### Archive

- October 2017
- August 2017
- July 2017
- June 2017
- May 2017
- April 2017
- March 2017
- February 2017
- January 2017
- December 2016
- November 2016
- October 2016
- September 2016
- August 2016
- July 2016
- March 2016
- February 2016
- January 2016
- December 2015
- October 2015
- September 2015
- August 2015
- July 2015
- June 2015
- May 2015
- April 2015
- March 2015
- February 2015
- January 2015
- December 2014
- November 2014
- October 2014
- September 2014
- August 2014
- July 2014
- June 2014
- May 2014
- April 2014
- March 2014
- February 2014
- January 2014
- December 2013
- November 2013
- October 2013
- September 2013
- August 2013
- July 2013
- June 2013
- May 2013
- April 2013