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...
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.