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title: "Rankings" | ||
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author: "Andrea Aveni" | ||
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date: "Nov 21, 2023" | ||
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## Abstract | ||
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I will deal with rankings and the distances between them. Recently, we discovered a new metric that generalizes several well-known distances. We have characterized this metric axiomatically and determined its main properties, which enable us to model rankings realistically and with high flexibility. | ||
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### Advisor(s) | ||
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Sayan | ||
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title: "Generalized Bayes Approach to Inverse Problems with Model Misspecification" | ||
author: "Youngsoo Baek" | ||
date: "Nov 20, 2023" | ||
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## Abstract | ||
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I discuss a general framework for obtaining probabilistic solutions to PDE-based inverse problems when potentially the PDE is inaccurate or the noise-generating mechanism is unknown. In a generalized Bayesian formulation, the Bayesian update problem is reformulated and generalized into a regularized variational problem on the space of probability distributions of the parameter. A novel generalization of a Bayesian model comparison procedure is given for evaluating the optimality of a given loss based on its "predictive performance." A tailored sequential Monte Carlo-based approach is used to simultaneously calibrate the regularization parameter and obtain samples from the underlying posterior. Some theoretical properties of Gibbs posteriors are also presented. | ||
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### Advisor(s) | ||
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Sayan Mukherjee |