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 )