[Forum SIS] Bocconi DEC Seminar: Gareth Roberts - May 5th

[Anna Simoni]

Dear colleagues, 

The Department of Decision Sciences (DEC) of Bocconi University is pleased to invite you to the seminar: 
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DEC Seminar 
Università Bocconi 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 2:30pm 

The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar 

Thursday, May 5th 

Gareth Roberts 
(Department of Statistics, University of Warwick) 

"Retrospective Simulation" 

Abstract: 

The talk will describe diverse applications of a simple technique for subverting the usual order of steps in standard stochastic simulation algorithms (including Markov chain Monte Carlo and rejection sampling). 
Simple examples will be given and a slightly more involved example involving the exact simulation of diffusions and related functionals will also be given. If time permits, an example from Bayesian non-parametric analysis will be given. 
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Sincerely, 
Anna Simoni 

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Anna Simoni 

Assistant Professor 
Department of Decision Sciences 
Università Bocconi 
via Roentgen, 1 
20136 Milano - Italy 

Email:anna.simoni a unibocconi.it 
Webpage: http://faculty.unibocconi.eu/annasimoni/ 
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