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Chick Corea (1941-2021)
February 12, 2021Ankgor, encore [jatp]
March 1, 2019the Hyvärinen score is back
November 21, 2017Stéphane Shao, Pierre Jacob and co-authors from Harvard have just posted on arXiv a new paper on Bayesian model comparison using the Hyvärinen score which thus uses the Laplacian as a natural and normalisation-free penalisation for the score test. (Score that I first met in Padova, a few weeks before moving from X to IX.) […]
CORE talk at Louvain-la-Neuve
March 16, 2017Tomorrow, I will give a talk at the seminar for econometrics and finance of CORE, in Louvain-la-Neuve, Belgium. Here are my slides, recycled from several earlier talks and from Judith’s slides in Banff: