## Analyzing the effect of side information: a perturbative approach

Quite often we need to make decisions. These decisions will typically depend on some information that we have obtained, either through direct observation or because it has been communicated to us by someone (or something) else. This side information is not usually perfect. For example, our measurements will not be without error and information communicated to us will be subject to imperfections in the communication medium.

How can we understand the effect of imperfect side information on our decisions?

In two weeks I will be attending the STM2016 workshop in Tokyo on spatial-temporal modeling. During the workshop I will be presenting some work with Nourddine Azzaoui and Gareth Peters on the simulation of a general class of non-stationary ${\alpha}$-stable processes. In this post, I want to provide some background to this work.