Friday, November 15, 2013

Prof. Yves Atchade (Michigan/Columbia): November 20th

Title: Bayesian inference for doubly intractable distributions.

Abstract: The talk will review some of the recent developments in computational statistics to deal with statistical models with intractable likelihoods (viz. intractable normalizing constants). I will describe in particular our recent methodology that exploits the exact-approximate MCMC framework combined with a Russian roulette trick.

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