Sequential Adaptive Bayesian Learning for Inference and Optimization
Speaker John Geweke, University of Technology Sydney
Date Oct 24, 2013
Time 3:30 pm – 5:00 pm
Location 1092 Lincoln Hall
Sponsor Economics & Statistics Department
Event type Seminar
Sequential Bayesian simulation methods for massively parallel computing environments are now within the reach of individual academic researchers. The talk will describe a sequential posterior simulator that is well suited to these new environments and some applications that illustrate the potential of these methods for applied econometrics.