Bayesian estimation methods form a dynamic branch of statistical inference, utilising Bayes’ theorem to update probabilities in light of new evidence. This framework combines prior knowledge with ...
The maternal mortality ratio (MMR) is defined as the number of maternal deaths in a population per 100,000 live births. Country-specific MMR estimates are published on a regular basis by the United ...
This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First, rates are derived for ...
The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...
We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...
This course is available on the MSc in Applied Social Data Science, MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Health Data Science, MSc in Quantitative Methods for ...
A research team has developed a new technique to rapidly and accurately determine the charge state of electrons confined in semiconductor quantum dots -- fundamental components of quantum computing ...