Korteweg-de Vries Institute for Mathematics

Adaptive posterior contraction rates for diffusions


25Jan2018 12:00 - 13:00

PhD defence ceremony

Diffusions, the spontaneous distribution of mass, have many applications in science. Mathematically, they can be described with a stochastic differential equation. Jan van Waaij studied a stochastic differential equation used in molecular dynamics, studying the posterior rates of contraction for several nonparametric Bayesian methods for diffusions.

J. van Waaij: Adaptive Posterior Contraction Rates for Diffusions.


Prof. J.H. van Zanten


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Published by  University of Amsterdam