Computational Bayesian Statistics Journal Club

Date & Time


(Ben Goodrich [Columbia] & Sarah Heaps [Newcastle] leading)
Anindya Roy, Tucker S. McElroy, and Peter Linton
2019. Constrained Estimation of Causal Invertible VARMA.

Ben will focus on appendix S2 (mostly equations S2.6), which is a concrete example.

Links:
Paper
Supplement

Sarah will discuss the following including an overview (you shouldn’t need to read it)

Sarah E. Heaps. 2020. Enforcing stationarity through the prior in vector autoregressions.
Link:
arXiv:2004.09455

Please email Sara Mejias Gonzalez at smgonzalez@flatironinstitute.org for Zoom information if you would like to participate

Advancing Research in Basic Science and MathematicsSubscribe to Flatiron Institute announcements and other foundation updates