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Bayesian Statistics
Some Contributions to Particle and Unbiased Simulation Methods
Elsiddig Awadelkarim Elsiddig, Ph.D. Student, Applied Mathematics and Computational Sciences
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.
Elsiddig Awadelkarim Elsiddig
Ph.D. Student,
Applied Mathematics and Computational Sciences
Bayesian Statistics
machine learning