no teaching Tue Sep 24

I'm doing panel work for the European Research Council in Bruxelles most of the week Sep 23-27, so there'll be no teaching on Tue Sep 24. As I mentioned I had hoped that Gudmund Hermansen could step in for two hours, to go through his and my work on Bayesian Nonparametrics for stationary time series, involving placing a Dirichlet process prior on the spectral distribution, etc. He is being anderswo engagiert, however, and will visit out course later on in this semester.

A little bit later I'll give you exercises to go through for Tue Oct 1, so check this course website. One of these will be as follows: I give you an iid dataset; then you carry out (a) classic Efron nonparametric bootstrapping for inference about the mean, the standard deviation, the skewness; and (b) different and less familiar Bayesian bootstrapping, for the same quantities. Again, details will come.

Published Sep. 22, 2019 9:40 AM - Last modified Sep. 22, 2019 9:40 AM