The Difficulty in Choosing Prior in Potentially Explosive Models (Vector Autoregressions, Discrete Choice Models, RNNs)

James Savage | Lendable

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James Savage

Head of Data Science | Lendable

James Savage is an applied modeler and Data Science Lead at frontier markets lender Lendable in New York City. Previously he was at the Grattan Institute, La Trobe University, and the Australian Treasury. He is currently writing a book on Bayesian Econometrics in Stan.

James Savage
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