Bayesian Statistics

Haziq Jamil

Research Specialist, Statistics

Statistical Modelling Data Analytics R Bayesian Statistics Gaussian processes spatio-temporal modeling

Haziq Jamil is a Research Specialist at the King Abdullah University of Science and Technology. His research focuses on statistical theory, methods and computation, with a special inclination towards social science applications.

Bayesian Regression Trees, Nonparametric Heteroscedastic Regression Modeling and MCMC Sampling

Matthew Pratola, Assistant Professor of Statistics, The Ohio State University

Nov 24, 15:00 - 16:00

B1 L2

nonparametric statistics Bayesian Statistics

In this talk, we introduce a new Bayesian regression tree model that allows for possible heteroscedasticity in the variance model and devise novel MCMC samplers that appear to adequately explore the posterior tree space of this model.