Nicholas Polson, University of Chicago

Profile photo of Nicholas Polson, expert at University of Chicago

Professor Chicago, Illinois nicholas.polson@chicagobooth.edu Office: (773) 702-9298

Bio/Research

Nicholas Polson is a Bayesian statistician who conducts research on Financial Econometrics, Markov chain Monte Carlo, Particle learning, and Bayesian inference. Inspired by an interest in probability, Polson has developed a number of new algorithms and applied them to the fields of statistics and...

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Bio/Research

Nicholas Polson is a Bayesian statistician who conducts research on Financial Econometrics, Markov chain Monte Carlo, Particle learning, and Bayesian inference. Inspired by an interest in probability, Polson has developed a number of new algorithms and applied them to the fields of statistics and financial econometrics, including the Bayesian analysis of stochastic volatility models and sequential particle learning for statistical inference.

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