Methods for Accurate and Efficient Bayesian Analysis of Time Series

A. Borowska

Research output: PhD ThesisPhD Thesis - Research VU Amsterdam, graduation VU Amsterdam

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Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Koopman, SJ, Supervisor
  • Hoogerheide, Lennart, Co-supervisor
Award date3 Jul 2019
Print ISBNs9789036105613
Publication statusPublished - 2019

Keywords

  • Bayesian inference
  • time series
  • rare events
  • simulations
  • efficiency
  • importance sampling
  • MCMC

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