All Outputs (2)

On the epidemic of financial crises (2013)
Journal Article
Demiris, N., Kypraios, T., & Smith, L. V. (2014). On the epidemic of financial crises. Journal of the Royal Statistical Society: Series A, 177(3), 697-723. https://doi.org/10.1111/rssa.12044

The paper proposes a framework for modelling financial contagion that is based on susceptible-infected-recovered transmission models from epidemic theory. This class of models addresses two important features of contagion modelling, which are a commo... Read More about On the epidemic of financial crises.

Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution (2013)
Journal Article
White, S. R., Kypraios, T., & Preston, S. P. (2015). Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution. Statistics and Computing, 25(2), 289-301. https://doi.org/10.1007/s11222-013-9432-2

© 2013, The Author(s). Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential techni... Read More about Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution.