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Rates of convergence for de Finetti theorem and the matching problem (joint works with S. Favaro and E. Regazzini)

Giovedý 22 febbraio 2018, ore 11.00, aula M2.4, edificio Matematica, Dipartimento FIM, Modena

Relatore: Dott. Emanuele Dolera (Ricercatore presso l'UniversitÓ di Pavia)

Abstract: In this seminar we consider two similar problems, dealing with the approximation of a probability distribution which has an empirical nature.
In the former problem, given an exchangeable sequence of Bernoulli random variables, we evaluate the discrepancy between the distribution of the relative frequency of success and the prior, with respect to the Kolmogorov distance. In the second problem, we consider an exchangeable sequence taking values in R^d and we evaluate the rate of convergence to zero (both almost surely and il L^p) of the Wasserstein distance between the empirical distribution and the (random) directing measure. Some examples of applications of the abstract results will be given, particularly to species sampling models (for the first problem) and to random matching of particles (for the second problem).

Ospiti: Prof. C. Giardina'.

[Ultimo aggiornamento: 19/02/2018 15:37:56]