Hotelling Lectures

Unbiased Estimators from Biased Algorithms In many Monte Carlo settings, one wishes to compute the expectation of a stochastic object that can only be approximated. In such settings, the natural Monte Carlo estimator will be biased. In work of McLeish … Read more

Statistical Inference for Markov Chains with Known Structure In this talk, we will discuss nonparametric estimation for Markov chains that satisfy stochastic recursions of a known form, but in which the driving noise has an unknown distribution. We assume that … Read more