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Alexandra CARPENTIER (Université de Magdebourg) – "Adaptive inference and its relations to sequential decision making"
Time: 2:00 pm – 3:15 pm
Date: 30th of September 2019
Place: Room 3001.
Alexandra CARPENTIER (Université de Magdebourg) – “Adaptive inference and its relations to sequential decision making“
Abstract: Adaptive inference – namely adaptive estimation and adaptive confidence statements – is particularly important in high of infinite dimensional models in statistics. Indeed whenever the dimension becomes high or infinite, it is important to adapt to the underlying structure of the problem. While adaptive estimation is often possible, it is often the case that adaptive and honest confidence sets do not exist. This is known as the adaptive inference paradox. And this has consequences in sequential decision making. In this talk, I will present some classical results of adaptive inference and discuss how they impact sequential decision making.
(based on joint works with Andrea Locatelli, Matthias Loeffler, Olga Klopp and Richard Nickl)
Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM