Y. Fan

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

Sydney, 2052

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

56

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Likelihood-Free Bayesian Inference for α-Stable Models

Number of pages: 33 Posted: 10 Jun 2017
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University of New South Wales (UNSW) - School of Mathematics and Statistics and University of New South Wales (UNSW) - School of Mathematics and Statistics
Downloads 29 (513,296)
Citation 2

Abstract:

Loading...

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

2.

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
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University of New South Wales (UNSW) - School of Mathematics and Statistics and University of New South Wales (UNSW) - School of Mathematics and Statistics
Downloads 27 (524,262)

Abstract:

Loading...

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