Alex Shestopaloff

I am a PhD student in the Department of Statistical Sciences, University of Toronto, studying under Prof. Radford M. Neal.

E-mail: alexander@utstat.toronto.edu

My CV is available here.

Preprints:

  • A.Y. Shestopaloff and R. M. Neal. MCMC for non-linear state space models using ensembles of latent sequences. Also available at arxiv.org
  • A.Y. Shestopaloff and R. M. Neal. On Bayesian inference for the M/G/1 queue with efficient MCMC sampling. Also available at arxiv.org
  • A.Y. Shestopaloff and R. M. Neal. Efficient Bayesian inference for stochastic volatility models with ensemble MCMC methods. Also available at arxiv.org
  • A.Y. Shestopaloff and R. M. Neal. Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method. Also available at arxiv.org

    Previously, I also worked on problems in investment performance measurement.

  • Y. Shestopaloff and A. Shestopaloff. Choosing the Right Solution of IRR Equation to Measure Investment Success. The Journal of Performance Measurement. Fall 2013.