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Thorbjörn Gudmundsson
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Markov Chain Monte Carlo
Portfolio Optimization
Bayesian Inference
Posterior Distribution
Top Venues
J. Appl. Probab.
SIMULTECH
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Publications
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Yuya Suzuki
,
Thorbjörn Gudmundsson
Markov chain Monte Carlo for risk measures.
SIMULTECH
(2014)
Thorbjörn Gudmundsson
,
Henrik Hult
Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk.
J. Appl. Probab.
51 (2) (2014)