Seung M. Yae

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

2

DOWNLOADS

293

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Quantile Filtering and Learning

Number of pages: 40 Posted: 21 Nov 2009
Michael S. Johannes, Nick Polson and Seung M. Yae
Columbia Business School - Finance and Economics, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 181 (180,665)

Abstract:

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Quantile, LAD, Particle Filtering, Particle Learning, Bayes Factor

2.

Sequential Inference for Nonlinear Models using Slice Variables

Number of pages: 35 Posted: 21 Nov 2009
Michael S. Johannes, Nick Polson and Seung M. Yae
Columbia Business School - Finance and Economics, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 112 (265,354)
Citation 1

Abstract:

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Monte Carlo, Particle Filtering, Particle Learning, Nonlinear State Space Model, Slice Variable