“Sylvia Frühwirth-Schnatter”的意思、由来-开放百科全书

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Sylvia Frühwirth-Schnatter

释义

Biography
Research
Selected publications
References

{{Infobox scientist
| name = Sylvia Frühwirth-Schnatter
| birth_date = {{Birth date and age|1959|05|21}}
| birth_place = Vienna, Austria
| nationality = Austrian
| fields = Statistics
| workplaces = Vienna University of Economics and Business
| alma_mater = TU Wien
| known_for = Bayesian inference, Mixture distribution, Markov chain Monte Carlo
| website = {{URL|http://statmath.wu.ac.at/~fruehwirth/}}
}}Sylvia Frühwirth-Schnatter (born May 21, 1959) is an Austrian statistician and professor of applied statistics and econometrics at the Vienna University of Economics and Business. She is known for her research in Bayesian analysis and is currently the President-elect of the International Society for Bayesian Analysis.^[1]

Biography

Sylvia Frühwirth-Schnatter was born in 1959 in the Brigittenau district of Vienna. After attaining her doctorate in engineering mathematics from the TU Wien she held numerous academic positions, including professor of statistics at the Johannes Kepler University Linz. Since 2011, she is full professor of statistics at the Vienna University of Economics and Business.^[2] Sylvia Frühwirth-Schnatter is married and mother of three sons.

Research

In her research, Sylvia Frühwirth-Schnatter inter alia explores ideas relating to Bayesian econometrics, such as efficient Markov Chain Monte Carlo methods and Bayesian analysis of finite Mixture models. In 2014, she co-developed a Bayesian approach to Exploratory Factor Analysis with Nobel Prize winning economist James Heckman.^[3]

She is a quadruple winner of the WU Best Paper Award^[4] and recipient of the DeGroot Prize^[5] bestowed by the International Society for Bayesian Analysis for her monograph on Markov switching models.

Selected publications

Frühwirth-Schnatter, S. (2006). Finite mixture and Markov switching models. Springer Science & Business Media. {{ISBN|978-0-387-35768-3}}
Conti, G., Frühwirth-Schnatter, S., Heckman, J. J., & Piatek, R. (2014). Bayesian exploratory factor analysis. Journal of econometrics, 183(1), 31-57.
Frühwirth‐Schnatter, S. (1994). Data augmentation and dynamic linear models. Journal of time series analysis, 15(2), 183-202.

References

1. ^{{cite web |url=https://bayesian.org/governance/leadership/ |title=Leadership |publisher=International Society for Bayesian Analysis |access-date=February 16, 2019}}
2. ^{{cite web |url=http://statmath.wu.ac.at/~fruehwirth/ |title=Sylvia Frühwirth-Schnatter |publisher=Vienna University of Economics and Business |access-date=February 16, 2019}}
3. ^{{cite journal |last=Conti |first=G. |last2=Frühwirth-Schnatter |first2=S. |last3=Heckman |first3=J. J. |last4=Piatek |first4=R. |date=November 2014 |title=Bayesian exploratory factor analysis |journal=Journal of Econometrics |volume=183 |pages=31-57 |doi=10.1016/j.jeconom.2014.06.008}}
4. ^{{cite web |url=https://bach.wu.ac.at/d/grants/104/|title=WU Best Paper Award |publisher=Vienna University of Economics and Business |access-date=February 16, 2019}}
5. ^{{cite web |url=https://bayesian.org/project/degroot-prize/ |title=DeGroot Prize |publisher=International Society for Bayesian Analysis |access-date=February 16, 2019}}

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