Y. Fan

University of New South Wales (UNSW) - School of Mathematics and Statistics

Sydney, 2052

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

100

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

On Sequential Monte Carlo, Partial Rejection Control and Approximate Bayesian Computation

Probability Surveys, ISSN: 1549-5787 (2008)
Number of pages: 24 Posted: 05 Jun 2017
University of California Santa Barbaraaffiliation not provided to SSRN, University of New South Wales (UNSW) - School of Mathematics and Statistics and University of New South Wales (UNSW) - School of Mathematics and Statistics
Downloads 64 (462,932)

Abstract:

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Asymptotic analysis, Convergence, Interacting particle systems, Sequential Monte Carlo samplers

2.

Likelihood-Free Bayesian Inference for α-Stable Models

Number of pages: 33 Posted: 10 Jun 2017
University of California Santa Barbaraaffiliation not provided to SSRN, University of New South Wales (UNSW) - School of Mathematics and Statistics and University of New South Wales (UNSW) - School of Mathematics and Statistics
Downloads 36 (587,233)
Citation 3

Abstract:

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α-stable distributions; Approximate Bayesian computation; Bayesian inference; Likelihood-free inference; Multivariate models