Exact simulation

Add to your list(s) Download to your calendar using vCal

• Tom Dean, Engineering department
• Wednesday 04 May 2011, 16:30-17:30
• MR11, CMS.

If you have a question about this talk, please contact Richard Samworth.

I will discuss the exact simulation method for diffusions developed by Beskos, Papaspiliopoulos and Roberts and its application to statistical inference for diffusions. The talk will focus on the papers: `Exact Simulation of Diffusions’ and `Exact and Computationally Efficient Likelihood-based Estimation for Discretely Observed Diffusion Processes’.

This talk is part of the Statistics Reading Group series.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CMS Events
• DPMMS Lists
• DPMMS info aggregator
• DPMMS lists
• Hanchen DaDaDash
• Interested Talks
• MR11, CMS
• School of Physical Sciences
• Statistical Laboratory info aggregator
• Statistics Group
• Statistics Reading Group
• bld31

Note that ex-directory lists are not shown.