advanced Monte Carlo sampling methods, sequential data and Gaussian processes. All topics are illustrated via real-world examples and are contrasted against non-Bayesian approaches. Students will be ...

This course is available on the BSc in Actuarial Science, BSc in Business Mathematics and Statistics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course is ...

Bayesian and maximum likelihood estimators are generally ... the method is found to improve upon autoregressive forecasts by an amount consistent with the theoretical and Monte Carlo calculations.