Course at Monash (#2)

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Here are the slides for the second day of my course at Monash University, Melbourne, in the Special Lectures in Econometrics, with a strong strong similarity with the slides of my course in Roma this Spring. (Ah, sunny Roma…) The first day lecture was very well attended and I hope this remains true for the second! (I also think I should spend more time on particle filters in general, the next time I give a similar course…)

Filed under: Books, R, Statistics, University life Tagged: ABC, ABC in Roma, MCMC algorithms, Melbourne, Monash University, Monte Carlo Statistical Methods, particle filters, Roma, short course

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