Looking for Materials on Bayesian Inference and Max Entropy

chiron · July 27th, 2005, 3:28 pm

hi,does anybody know where can i get hold of the paper presented on workshop on "bayesian inference and maximum entropy methods in science and engineering" (gif sur yvette, france july 2000).i attach an abstract...also hints on any other material related to this topic would be highly appreciatedthanks a lot

meteor · July 28th, 2005, 12:41 pm

I'm also interested. Any links?

DogonMatrix · July 28th, 2005, 4:37 pm

Try maximum entropy @ American unviversity, lot of reference there. http://www.american.edu/academic.depts/ ... /golan.htm Plus, if your background is econometrics or stats, or if you are familiar with these methods, this is THE book on the topic:http://www.amazon.com/exec/obidos/tg/de ... s&n=507846

meteor · July 28th, 2005, 5:04 pm

what about the bayesian VaR? Do you know any papers on that? Thanks

DogonMatrix · July 28th, 2005, 5:08 pm

papers ? no I don't have good reference. tried google scholar ?. But I think P LeSage Spatial Econometrics matlab toolbox has matlab code for bvar ready to go.

nd · July 28th, 2005, 9:53 pm

I found this paper useful: http://www.maxent.co.uk/documents/massinf.pdf -- the refs areexcellent.and this website bayes.wustl.edu .. has some good info and references..nd

chiron · July 29th, 2005, 10:20 am

thanks everybody

Jaxx · August 1st, 2005, 3:28 pm

steve gull's stuff on this is excellent... also mackay (great lecturer as well)