STOR-i Seminar: Professor Chris Oates, Newcastle University
Friday 7 February 2025, 12:00pm to 1:00pm
Venue
PSC - PSC A54 - View MapOpen to
Postgraduates, StaffRegistration
Free to attend - registration requiredRegistration Info
This event is primarily for STOR-i students and staff.
Event Details
Prediction-Centric Uncertainty Quantification
Deterministic mathematical models, such as those specified via differential equations, are a powerful tool to communicate scientific insight. However, such models are necessarily simplified descriptions of the real world. Generalised Bayesian methodologies have been proposed for inference with misspecified models, but these are typically associated with vanishing parameter uncertainty as more data are observed. In the context of a misspecified deterministic mathematical model, this has the undesirable consequence that posterior predictions become deterministic and certain, while being incorrect. Taking this observation as a starting point, we propose Prediction-Centric Uncertainty Quantification, where a mixture distribution based on the deterministic model confers improved uncertainty quantification in the predictive context. (This is joint work with Zheyang Shen, Jeremias Knoblauch and Sam Power, which will appear in AISTATS 2025.)
Contact Details
Name | Nicky Sarjent |
Telephone number |
+44 1524 594362 |