Recent & Upcoming Talks

2023

pfR

pfR is a new R package for particle filtering. In an attempt to promote a more interactive use through an R session, it provides an R …

Jun 25, 2023 12:00 AM

2021

Real-Time Bayesian Forecasting with State-Space Models

Nonlinear and/or non-Gaussian state-space models are a very general and expressive class of data-generating processes that can be …

Mar 19, 2021 12:00 AM

2019

Estimating generalized linear models with the pseudo-marginal Metropolis-Hastings algorithm

The missing data issue often complicates the task of estimating generalized linear models (GLMs). We describe why the pseudo-marginal …

Jul 28, 2019 12:00 AM

Data 8 Adoption Panel

[Download slides here]({{ “files/panel_pres.pdf” }})

Jul 28, 2019 12:00 AM

Estimating Multivariate Stochastic Volatility Models with Particle MCMC

Factor Stochastic Volatility (FSV) models are useful for managing investment risk and constructing portfolios. They possess a latent …

Apr 11, 2019 12:00 AM