School of Technology and Computer Science Seminars

Regenerative sequence Monte Carlo

by Prof. Krishna B. Athreya (Iowa State University, USA)

Thursday, August 14, 2014 from to (Asia/Kolkata)
at Colaba Campus ( AG-80 )
Description
In this talk we introduce a new Monte Carlo (mc) procedure to consider estimating integrals w.r.t. infinite measures. The iid mc or mcmc are not applicable here. We consider both point estimation and interval estimation (this is joint work with Vivek Roy of Iowa State university).