Seminar at SMU Delhi
February 20, 2013 (Wednesday) ,
3:30 PM at Webinar
Speaker:
Krishna B. Athreya,
Iowa State University
Title:
MCMC for improper targets
Abstract of Talk
MCMC is a very popular computational tool for the means of functions
wrt probability distributions. In Bayesian posterior distribution
cases these may not be proper, i.e., the total mass may not be one.
We present modifications of MCMC for these cases using regenerative
sequences.
(joint work with Vivek Roy )