STATISTICS SEMINAR: Gamma-Minimax Inference Without Tears

GUEST LECTURER
Dr. Brani Vidakovic

AFFILIATION
Georgia Institute of Technology

ABSTRACT
In the early 1950's Herbert Robbins (1915-2001)
introduced the
Gamma-Minimax or Bayes-Minimax Paradigm,
as a compromise between Minimax and Bayes
Paradigms. Gamma-Minimax actions rely on
Min-Max type theorems and are often hard or
impossible to find.

In this talk we overview linear approximations
to Gamma-minimax actions and demonstrate
that in many decision theoretic problems
linear approximations are not substantially affecting
the risk of the decision maker.

The talk is a mixture of educational and research overviews,
and does not assume prior exposure to minimaxity and
Gamma-minimaxity.

DATE & TIME
Thursday, September 02, 2004 -- 12:00 PM

DURATION
1 hour

LOCATION
228 ISyE Main Building

CONTACT PERSON
roshan@isye.gatech.edu