Tata Institute of Fundamental Research
Regenerative sequence Monte Carlo
Seminar
Speaker:
Krishna B. Athreya (Iowa State University
College of Liberal Arts and Sciencces
Department of Mathematics and Statistics
Ames, Iowa 50011
United States of America)
Organiser:
Sandeep K Juneja
Date:
Thursday, 14 Aug 2014, 16:00 to 17:00
Venue:
AG-80
(Scan to add to calendar)
Abstract:
Abstract: In this talk we introduce a new Monte Carlo (mc) procedure to consider estimating integrals w.r.t. infinite measures. The iid mc or mcmc are not applicable here. We consider both point estimation and interval estimation (this is joint work with Vivek Roy of Iowa State university).
| Speaker: | Krishna B. Athreya (Iowa State University College of Liberal Arts and Sciencces Department of Mathematics and Statistics Ames, Iowa 50011 United States of America) |
| Organiser: | Sandeep K Juneja |
| Date: | Thursday, 14 Aug 2014, 16:00 to 17:00 |
| Venue: | AG-80 |
(Scan to add to calendar)
Abstract:
Abstract: In this talk we introduce a new Monte Carlo (mc) procedure to consider estimating integrals w.r.t. infinite measures. The iid mc or mcmc are not applicable here. We consider both point estimation and interval estimation (this is joint work with Vivek Roy of Iowa State university).