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stat.ME2026
SAUSS: Stochastic Approximation with Unbiased Simulated Scores for Limited Dependent Variable Models
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
Multinomial choice models allow flexible substitution patterns but become computationally demanding with many alternatives or observations. With a fixed per-observation simulation…
stat.ME2020
Frequent or Systematic Changes? discussion on "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection."
Myung Hwan Seo
We discuss Fryzlewicz's (2020) that proposes WBS2.SDLL approach to detect possibly frequent changes in mean of a series. Our focus is on the potential issues related to the model m…