Bayesian estimation with MCMC

Quand : 26 mai 2026 à 14:00

Où : GI-UTC

Organisé par : Institut Henri Poincaré

My talk is motivated by the problem of sampling from a posterior distribution in Bayesian estimation, particularly when the posterior concentrates as the number of observations increases. In this context, I will present the Laplace approximation—a classical method for approximating concentrated posterior distributions. We will examine its application in the setting of log-concave measures, and the