Nicholas Polson

Nicholas Polson is a British statistician who is currently a professor of econometrics and statistics at the University of Chicago Booth School of Business. His works are primarily in Bayesian statistics, Markov chain Monte Carlo and Sequential Monte Carlo, (aka Particle filter). Polson was educated at Worcester College, Oxford University and the University of Nottingham where his PhD supervisor was Adrian Smith.

Selected publications

• Eraker, B., M. Johannes and N.G. Polson, "The Impact of Jumps in Volatility in Returns," (2003) Journal of Finance, 58, 3, 1269–1300.
• Carlin, B.P., N.G. Polson and D.S. Stoffer, "A Monte Carlo Approach to Non-Normal and Non-Linear State Space Modelling" (1992) Journal of American Statistical Association, 87, 493–500.

References

• Nicholas Polson at University of Chicago Booth School of Business
• Nicholas Polson's Research page
• Article : Do leveraged funds deliver long term?
• Book chapter : Handbook of Financial Time Series

Persondata
Name	Polson, Nicholas
Alternative names
Short description
Date of birth
Place of birth
Date of death
Place of death

This article about a statistician from the United Kingdom is a stub. You can help Wikipedia by expanding it.v · Categories: British statisticians British mathematicians Fellows of the American Statistical Association Living people Alumni of the University of Nottingham Statistician stubs Wikimedia Foundation. 2010. Игры ⚽ Нужно решить контрольную? Nick Plastino Nicholas Pope Look at other dictionaries: Edward Coke — This article is about the seventeenth century jurist. For other uses, see Edward Coke (disambiguation). Sir Edward Coke …   Wikipedia 18. Jänner — Der 18. Januar (in Österreich und Südtirol: 18. Jänner) ist der 18. Tag des Gregorianischen Kalenders, somit bleiben 347 Tage (in Schaltjahren 348 Tage) bis zum Jahresende. Historische Jahrestage Dezember · Januar · Februar 1 …   Deutsch Wikipedia Liste Des Films Produits Par Twentieth Century Fox — Twentieth Century Fox Sommaire : Haut 30 s 40 s 50 s 60 s 70 s 80 s 90 s …   Wikipédia en Français Liste des films produits par Twentieth Century Fox — Cet article regroupe les productions cinématographiques de la Twentieth Century Fox par année de sortie, depuis l origine du studio. Films produits par la Twentieth Century Fox Année Titre francophone Titre original Réalisateur 1934 Caravane… …   Wikipédia en Français Liste des films produits par twentieth century fox — Twentieth Century Fox Sommaire : Haut 30 s 40 s 50 s 60 s 70 s 80 s 90 s …   Wikipédia en Français Michael Bond — For other people named Michael Bond, see Michael Bond (disambiguation). Michael Bond Born Thomas Michael Bond 13 January 1926 (1926 01 13) (age 85) Newbury, Berkshire Nationality English Educati …   Wikipedia Virgil Miller Newton — III Father Cassian in 2009 Born 1938 Tampa, FL Other names Father Cassian Education …   Wikipedia Mission: Impossible II — For other uses, see Mission: Impossible (disambiguation). Mission: Impossible II Theatrical teaser poster Directed by John Woo …   Wikipedia Horatio Nelson, 1st Viscount Nelson — Horatio Nelson and Lord Nelson redirect here. For other uses, see Horatio Nelson (disambiguation) and Lord Nelson (disambiguation). Vice Admiral The Right Honourable The Viscount Nelson KB …   Wikipedia Australia 2020 Summit participants — The full list of the Australia 2020 Summit participants, and their working groups, announced on 28 March 2008, is:A long term national health strategy*Professor Diane Geraldine Alcorn, *Ms Pat Anderson, *Mr Warwick Anderson, *Professor Kaarin… …   Wikipedia 18+ © Academic, 2000-2024 Contact us: Technical Support, Advertising Dictionaries export, created on PHP, Joomla, Drupal, WordPress, MODx. Mark and share Search through all dictionaries Translate… Search Internet Share the article and excerpts Direct link … Do a right-click on the link above and select “Copy Link”