by Feng Liang | Jun 25, 2012 | Education, Video
Approximate Bayesian computation (ABC): advances and questions Christian P. Robert (Paris Dauphine University, France) The lack of closed-form likelihoods has been the bane of Bayesian computation for many years and, prior to the introduction of MCMC methods, a strong...
by Feng Liang | Jun 25, 2012 | Education, Video
Bayesian Dynamic Modelling Mike West (Duke University, USA) Since the 1970s, applications of Bayesian time series models and forecasting methods have represented major success stories for our discipline. Dynamic modelling is a very broad field, so this ISBA Lecture on...
by Feng Liang | Jun 25, 2012 | Education, Video
ISBA 2012 Lecture on Bayesian Foundations Title: Confidence in nonparametric credible sets? Aad van der Vaart (University of Leiden, Netherlands) ABSTRACT In nonparametric statistics the posterior distribution is used in exactly the same way as in any Bayesian...