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SUMMARY:Exact simulation - Tom Dean\, Engineering department
DTSTART:20110504T153000Z
DTEND:20110504T163000Z
UID:TALK29566@talks.cam.ac.uk
CONTACT:Richard Samworth
DESCRIPTION:I will discuss the exact simulation method for diffusions deve
 loped by\nBeskos\, Papaspiliopoulos and Roberts and its application to sta
 tistical inference\nfor diffusions.  The talk will focus on the papers:  `
 Exact Simulation of\nDiffusions' and `Exact and Computationally Efficient 
 Likelihood-based Estimation\nfor Discretely Observed Diffusion Processes'.
LOCATION:MR11\, CMS
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