Event Diary
CRiSM Seminar
Location: A1.01
Prof Gareth Roberts, University of Warwick (Joint Statistics/Econometrics Seminar)
This presentation will review recent work in the area of Bayesian inference
for discretely (and partially) observed diffusion. I will concentrate on
Bayesian approaches which necessitate the use of Markov chain Monte Carlo
techniques, and the talk will consider the problem of MCMC algorithm
design. The approach will be presented in a continuous-time framework.