[Forum SIS] Bocconi DEC Seminar: Prof. Gareth ROBERTS - January 27th

[anna.simoni a unibocconi.it]

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 C
Via Sarfatti, 25 
Time: 2:30pm

Thursday, January 27th

Professor Gareth ROBERTS

"Retrospective Simulation" 

Abstract: 
This talk will discuss a very simple reordering of steps in simple simulation algorithms to obtain dramatic improvements in efficiency. The motivation  comes from a class of infinite dimensional simulation problems in Bayesian non-parametrics and simulation and inference for diffusions. However the method will also be illustrated by simple examples from elementary simulation contexts. 
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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/