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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Rate of convergence of Bayesian posterior

Suppose a data generating process (DGP) is parameterized by some unknown parameter $\theta_0$, say $P_{\theta_0}$, and we want to estimate the value of $\theta_0$ using Bayesian method. Let $\pi(\thet …
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