On the Geometry of Bayesian Inference: Bayes meets Hilbert

  • Prof. Miguel de Carvalho – Pontificia Universidad Católica de Chile
  • FCUL – Bloco C6 Piso 4 – Sala 6.4.30 – Campo Grande – 14:30h
  • Terça-feira, 3 de Janeiro de 2012



We provide a geometric interpretation to Bayesian inference that allows us to introduce a natural measure of the level of agreement between priors, likelihoods, and posteriors. Estimators for all the quantities involved in our geometric setup are discussed, which can be directly computed from the posterior simulation output. Some examples are used to illustrate our methods.