Suppose that a consistent estimator for an infinite-dimensional parameter can be readily obtained via a set of estimating functions which has a 'good' local linear approximation around the true value ...

Introduces exploratory data analysis, probability theory, statistical inference, and data modeling. Topics include discrete and continuous probability distributions, expectation, laws of large numbers ...

Successful completion of this course demonstrate your achievement of the following learning outcomes for the MS-DS program: Define a composite hypothesis and the level of significance for a test with ...

The paper develops a simulation-based approach to sequential parameter learning and filtering in general state space models. Our approach is based on approximating the target posterior by a mixture of ...