(Approximate) Bayesian inference (Grégoire Clarté, Université Paris Dauphine)

18.03.2019 17:00

After introducing briefly the Bayesian point of view on statistics. On several examples we will introduce two numerical methods used in different situations : Gibbs sampler and ABC. We will try to introduce our new sampling method, combining both previous methods : ABC within Gibbs, and give some elements on the analysis of this method.

Lieu

Room 17, Séminaire des doctorants

entrée libre