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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2009 Program page |
414 | Wed, 8/5/09, 8:30 AM - 10:20 AM | CC-143A |
Particle Learning - Topic Contributed - Papers | ||
Section on Bayesian Statistical Science |
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Organizer(s): Hedibert F. Lopes, The University of Chicago | ||
Chair(s): Hedibert F. Lopes, The University of Chicago | ||
8:35 AM | Parameter Estimation for General State-Space Models: A Review — Jonathan R. Stroud, The George Washington University | |
8:55 AM | Particle Learning in Autoregressive Models with Structured Priors — Raquel Prado, University of California, Santa Cruz; Hedibert F. Lopes, The University of Chicago | |
9:15 AM | Sequential Monte Carlo in Model Comparison: Example in Cellular Dynamics in Systems Biology — Chiranjit Mukherjee, Duke University; Y. Tanouchi, Duke University; L. You, Duke University; Mike West, Duke University | |
9:35 AM | Sequential Monte Carlo Methods for Long Memory Stochastic Volatility Models — Christian Macaro, Duke University; Hedibert F. Lopes, The University of Chicago | |
9:55 AM | The Role of Options, Stochastic Volatility, and Jumps in the Interest Rate Risk Premia Dynamics — Bruno P. Lund, Chicago Booth School of Business; Hedibert F. Lopes, The University of Chicago | |
10:15 AM | Floor Discussion | |
JSM 2009
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |