Statistics and Data Science Seminar
Prof. Stephen Walker
University of Kent (England)
Bayesian problems with normalizing constants
Abstract: There are desirable models with attractive features which suffer from the problem of intractable normalizing constants. A general strategy for dealing with such constants in a Bayesian setting is presented. A range of illustrations, from the Fisher-Bingham distribution to power likelihood models, regression and time series models will be provided.
Wednesday April 17, 2013 at 4:00 PM in SEO 636