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The University of London - Joint Statistical Seminars
Friday 24th March 2000
Room 102, 1st Floor, 1-19 Torrington Place
Department Of Statistical Science - University College London
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2.30-3.30 Dr Steve Brooks, Surrey University.
Efficient construction of proposals for reversible jump MCMC
Reversible Jump MCMC is a powerful and relatively new technology for
Bayesian model determination. Though it's application is now widespread,
our understanding of how the method works in practice is still rather low.
In this talk we will discuss how RJMCMC algorithms can be used in the
context of Bayesian model determination and discuss how the simulations may
be performed efficiently through the choice of appropriate proposal
distributions for cross-dimensional jumps. We illustrate the methodology in
the context of autoregressive time series modelling and finish with a more
detailed example concerning the estimation of census undercount.
3.30 - 4.00 Tea
4.00 - 4.30 Dr Alastair Young, University of Cambridge.
Effective Bootstrap Iteration
Bootstrap iteration is known to provide a satisfactory theoretical solution
to the problem of reducing the error of bootstrap methods of inference. In
practice, its usefulness is limited by the requirement of a computationally
expensive Monte Carlo simulation involving nested levels of bootstrap
sampling. We reconsider a formulation of bootstrap iteration, due to Beran
(1987), known as `prepivoting', and provide a result which establishes that
the theoretical effects of iteration can be accelerated by using weighted
bootstrap techniques. Some remarks on the demands of weighted
bootstrapping in this context, and illustration of empirical results, will
be given. [This is joint work with Stephen Lee, University of Hong Kong].
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K. Skouras, Lecturer in Statistics, Department of Statistical Science, UCL,
1-19 Torrington Place, London WC1E 6BT, United Kingdom.
Tel: 020 - 76791862 Fax: 0171-7383 4703
e-mail: [log in to unmask]
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