Bayesian Statistics

Some Contributions to Particle and Unbiased Simulation Methods

Elsiddig Awadelkarim Elsiddig, Postdoctoral Research Fellow, Statistics

Mar 26, 10:00 - 12:00

B3 L5 R5209; Zoom Meeting 95303621356

Bayesian Statistics machine learning

This thesis develops unbiased estimators and efficient particle filters, leveraging Feynman-Kac formulae and multilevel techniques, to address challenges in parameter estimation, filtering, invariant measure approximation, and stationary distribution computation for partially observed diffusion processes and McKean-Vlasov stochastic differential equations.