YoungStatS
The blog of Young Statisticians Europe (YSE)
bayesian-statistics
Linear-cost unbiased estimator for large crossed random effect models via couplings
Paolo Ceriani and Giacomo Zanella
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2023-09-27
In the following we show how it is possible to obtain parallelizable, unbiased and computationally cheap estimates of Crossed random effects models with a linear cost in the number of datapoints (and paramaters) exploiting couplings. […] CREM model a continuous response variables \(Y\) as…
webinars
Recent Advances in Approximate Bayesian Inference
2022-02-08
Recent Advances in Approximate Bayesian Inference In approximate Bayesian computation, likelihood function is intractable and needs to be itself estimated using forward simulations of the statistical model (Beaumont et al., 2002; Marin et al., 2012; Sisson et al., 2019; Martin et al., 2020). Recent…
