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 ...
DTSA 5001 Probability and Foundations for Data Science and AI - Same as APPA 5001 DTSA 5002 Statistical Estimation for Data Science and AI - Same as APPA 5003 DTSA 5003 Statistical Inference and ...
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 ...