Metropolis-Hastings via Classification
This paper develops a Bayesian computational platform at the interface between posterior sampling and optimization in models whose marginal likelihoods are difficult to evaluate. Inspired by adversarial optimization, namely Generative Adversarial Net
Date:
6 May 2022, 14:15 (Friday, 2nd week, Trinity 2022)
Venue:
Manor Road Building, Manor Road OX1 3UQ
Venue Details:
Lecture Theatre or Join Online https://zoom.us/j/95783544125
Speaker:
Tetsuya Kaji (Chicago Booth)
Organising department:
Department of Economics
Part of:
Nuffield Econometrics Seminar
Booking required?:
Not required
Audience:
Members of the University only
Editor:
Emma Heritage
