University of Sydney Business School: Recent submissions
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Fast Inference for Intractable Likelihood Problems using Variational Bayes
Published 2016-03-30Variational Bayes (VB) is a popular statistical method for Bayesian inference. The existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes their use in many interesting models. ...Open AccessWorking Paper -
Block-Wise Pseudo-Marginal Metropolis-Hastings
Published 2016-03-30The pseudo-marginal Metropolis-Hastings approach is increasingly used for Bayesian inference in statistical models where the likelihood is analytically intractable but can be estimated unbiasedly, such as random effects ...Open AccessWorking Paper -
A New Measure of Vector Dependence, with an Application to Financial Contagion
Published 2016-03-11We propose a new nonparametric measure of association between an arbitrary number of random vectors. The measure is based on the empirical copula process for the multivariate marginals, corresponding to the vectors, and ...Open AccessWorking Paper -
Impact Investments: Perspectives for Australian superannuation funds
Published 2013-10-01Australia, like many jurisdictions around the world, has witnessed increasing interest and activity in impact investment over recent years as businesses, governments and communities seek new solutions to enable an inclusive ...Open AccessReport, Technical -
Impact Investments: Perspectives for Australian charitable trusts and foundations
Published 2014-03-01Australia, like many jurisdictions around the world, has witnessed increasing interest and activity in impact investment over recent years as businesses, governments and communities seek new solutions to enable an inclusive ...Open AccessReport, Technical