Ben Calderhead

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Ben Calderhead Q516551



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Efficient computation of mean reverting portfolios using cyclical coordinate descent
Quantitative Finance
2021-12-01Paper
Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology
2019-04-12Paper
Quasi Markov Chain Monte Carlo Methods2018-06-29Paper
Data and Probability
Mathematics of Planet Earth
2017-11-17Paper
Bayesian solution uncertainty quantification for differential equations
Bayesian Analysis
2017-03-14Paper
Bayesian solution uncertainty quantification for differential equations
Bayesian Analysis
2017-03-14Paper
Rejoinder: ``Bayesian solution uncertainty quantification for differential equations
Bayesian Analysis
2017-03-14Paper
Probabilistic Linear Multistep Methods2016-10-26Paper
Estimating Bayes factors via thermodynamic integration and population MCMC
Computational Statistics and Data Analysis
2010-04-01Paper


Research outcomes over time


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