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Bayesian risk evaluation based on Importance Sampling (for long horizons and State Space Models)
Partially Censored Posterior (for accurate and efficent tail estimation in case of misspecifiaction)
Semi-Complete Data Augmentation for efficient State Space Models fitting
Numerically Accelerated Importance Sampling (for likelihood estimatinon for State Space Models)
Playing around with time-varying parameter copulas
Bayesian Optimisation for the Left Ventricle Model
11 contributions in the last year
August - October 2018
aborowska has no activity yet for this period.
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