User:Smgom

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

References

• 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.

External links

• Adrian Smith (academic)
• University of Chicago Booth School of Business, Nicholas Polson's home page