Prof. Stephen Walker : Bayesian problems with normalizing constants

Posted by Min Yang , part of the Statistics and Data Science Seminar.

At

April 17, 2013, 4 p.m.

In

SEO 636

Abstract

There are desirable models with attractive features which suffer from the problem of intractable normalizing constants. A general strategy for dealing with such constants in a Bayesian setting is presented. A range of illustrations, from the Fisher-Bingham distribution to power likelihood models, regression and time series models will be provided.