# Seminar at SMU Delhi

January 28, 2015 (Wednesday) , 3:30 PM at Webinar
Speaker: K. B. Athreya, Iowa State University, USA
Title: Statistical estimation of integrals w.r.t. infinite measures.
Abstract of Talk
Statistical estimation of integrals w.r.t probability measures is well known in the literature using either iid mc or mcmc. In this talk we introduce a new method namely Regenerative sequence monte carlo (RSMC) to do the same for infinite measures. We provide both point estimates and interval estimates. We illustrate this with estimating infinite series by SSRW and estimating integrals on $R$ w.r.t Lebesgue measure using standard Brownian motion. This talk is based on joint work with Vivek Roy of Iowa State University