3:00–4:00 pm
DSI 105 5460 S University Ave
We are pleased to have Nancy Reid, University Professor of Statistical Sciences at the University of Toronto, as our honored speaker, for the twenty-fifth annual Bahadur Memorial Lectures.
Title: “All Models are Wrong”
Abstract: This talk will consider the assessment of semiparametric and other highly-parametrized models from the perspective of foundational principles of parametric statistical inference. It is cast as a generalised version of the Fisherian sufficiency/co-sufficiency separation, replacing out-of-sample prediction error by a type of within-sample prediction error. The theory is illustrated through several examples, including a post-reduction inference approach to confidence sets of sparse regression models. This is joint work with Heather Battey.