Sunday, March 28, 2021

COVID Modeling Update: Bayesian Analysis

I often shy away from papers by colleagues/coauthors, trying to maintain some semblance of objectivity.  But this one is too cool to let go, "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," by Arias, Fernandez-Villaverde, Rubio-Ramırez, and Shin.  Non-linear non-Gaussian state space with time-varying parameters are central. See https://www.sas.upenn.edu/~jesusfv/Bayesian_Epidemiological.pdf.  

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