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Exponential Screening Estimator Implementation

Files:

  1. norm.csv contains parameters of generated data and errors of theta estimates using various methods

  2. MH.py contains the implementation for the Metropolis Approximation of the Exponential Screening (ES) estimator

  3. RigTy2010_Exp.py contains the Python code for the experiments comparing different estimators against the ES estimator

  4. RigTy2010_paper.pdf is the paper the project is based on

  5. Project_Writeup.docx is the write up of the experiments