Bayesian spatial statistics and modeling represent a robust inferential framework where uncertainty in spatial processes is explicitly quantified through probability distributions. This approach ...
Approximate Bayesian Computation (ABC) is a likelihood‐free inference methodology that has revolutionised the way researchers tackle complex problems where the likelihood function is difficult or ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 76, No. 5 (NOVEMBER 2014), pp. 833-859 (27 pages) The choice of the summary statistics that are used in Bayesian ...
Proceedings of the National Academy of Sciences of the United States of America, Vol. 108, No. 37 (September 13, 2011), pp. 15112-15117 (6 pages) Approximate Bayesian computation (ABC) have become an ...
This course introduces the theoretical, philosophical, and mathematical foundations of Bayesian Statistical inference. Students will learn to apply this foundational knowledge to real-world data ...
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The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal ...