Nuisance parameters

The role of models for the purpose of developing understanding of physical, biological or sociological processes is emphasized. Realistic models for such systems are often high-dimensional, although interest typically lies in a low-dimensional parameter such as a treatment or exposure effect. There are settings in which it seems sensible to model explicitly only those aspects of direct concern, retaining a level of agnosticism over the rest of the data generating mechanism. This rather vague idea and its implications will be illustrated with specific examples.

• Speaker: Heather Battey, Imperial College London
• Friday 26 April 2019, 16:00–17:00
• Venue: MR12.
• Series: Statistics; organiser: Dr Sergio Bacallado.