particle filters

Course at Monash (#2)

July 19, 2012 | xi'an

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 ... [Read more...]

Terry’s spiel

May 22, 2011 | xi'an

“We don’t need likelihood functions; we just need to know how to simulate from [them] (…) We don’t need models with sufficient statistics; we just need summary statistics (…) We don’t need to be Bayesian; we just need to be approximately so. We don’t need theory to tell ... [Read more...]

MCMC with errors

March 25, 2011 | xi'an

I received this email last week from Ian Langmore, a postdoc in Columbia: I’m looking for literature on a subject and can’t find it:  I have a Metropolis sampler where the acceptance probability is evaluated with some error.  This error is not simply error in evaluation of the ... [Read more...]

Bayesian model selection

December 7, 2010 | xi'an

Last week, I received a box of books from the International Statistical Review, for reviewing them. I thus grabbed the one whose title was most appealing to me, namely Bayesian Model Selection and Statistical Modeling by Tomohiro Ando. I am indeed interested in both the nature of testing hypotheses or ...
[Read more...]

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)