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Sessions Were Renumbered as of May 19.

Legend:
CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Keyword Search Criteria: Particle filter returned 7 record(s)
Sunday, 07/31/2016
A Class of Bayesian Multivariate Time Series Models for Counts
Refik Soyer, The George Washington University; Tevfik Aktekin, University of New Hampshire; Nicholas Polson, The University of Chicago
2:05 PM

Tuesday, 08/02/2016
Inference for Nonlinear Panel/Longitudinal Data
Carles Breto, University of Michigan; Edward L. Ionides, University of Michigan; Aaron A. King, University of Michigan
2:20 PM

Wednesday, 08/03/2016
Estimation of Geometric Brownian Motion Model with T-Distribution-Based Particle Filter
Edesiri Nkemnole, University of Lagos; Olaide Bridget Abass, University of Lagos


Sequential Monte Carlo Smoothing with Parameter Estimation
Biao Yang, The George Washington University; Jonathan Stroud, Georgetown University; Gabriel Huerta, University of New Mexico
11:05 AM

Thursday, 08/04/2016
Inference of an Additive Transient Binding Model
Jason Bernstein
10:35 AM

Coupling of Particle Filters with Applications to Score and Smoothing Estimators
Pierre E. Jacob, Harvard; Fredrik Lindsten, Uppsala University; Thomas Schön, Uppsala University
11:05 AM

Bayesian Modeling of High-Frequency Crude Oil Prices
Jonathan Stroud, Georgetown University; Michael Johannes, Columbia University; Norman Seeger, VU University
11:25 AM

 
 
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