Current Duke Appointments & Affiliations
Assistant Research Professor of Statistical Science
·
2024 - Present
Statistical Science,
Trinity College of Arts & Sciences
Recent Scholarly Works
Time-Series Analysis
Book section · January 1, 2024 Full text CiteSequential Bayesian inference for vector autoregressions with stochastic volatility
Journal article Journal of Economic Dynamics and Control · April 1, 2020 We develop a sequential Monte Carlo (SMC) algorithm for Bayesian inference in vector autoregressions with stochastic volatility (VAR-SV). The algorithm builds particle approximations to the sequence of the model's posteriors, adapting the particles from on ... Full text CiteEducation
Rice University ·
2024
Ph.D.
Kenyon College ·
2016
B.A.