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 )
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). |