Sylvia Frühwirth-Schnatter

Publication Activity (10 Years)

Years Active: 2002-2022
Publications (10 Years): 5

Top Topics

Bayesian Information Criterion

Mixture Modeling

Parameter Estimation

Top Venues

Adv. Data Anal. Classif.

Comput. Stat. Data Anal.

J. Stat. Softw.

ACM Trans. Model. Comput. Simul.

Publications

Bettina Grün, Gertraud Malsiner-Walli, Sylvia Frühwirth-Schnatter
How many data clusters are in the Galaxy data set? Adv. Data Anal. Classif. 16 (2) (2022)
Peter Knaus, Angela Bitto-Nemling, Annalisa Cadonna, Sylvia Frühwirth-Schnatter
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP. J. Stat. Softw. 100 (13) (2021)
Sylvia Frühwirth-Schnatter, Gertraud Malsiner-Walli
From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. Adv. Data Anal. Classif. 13 (1) (2019)
Sylvia Frühwirth-Schnatter, Salvatore Ingrassia, Agustín Mayo-Íscar
Special issue on "Advances on model-based clustering and classification" - Preface by the Guest Editors. Adv. Data Anal. Classif. 13 (1) (2019)
Gertraud Malsiner-Walli, Sylvia Frühwirth-Schnatter, Bettina Grün
Model-based clustering based on sparse finite Gaussian mixtures. Stat. Comput. 26 (1-2) (2016)
Gregor Kastner, Sylvia Frühwirth-Schnatter
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Comput. Stat. Data Anal. 76 (2014)
Cathy W. S. Chen, David B. Dunson, Sylvia Frühwirth-Schnatter, Stephen G. Walker
Special issue on Bayesian computing, methods and applications. Comput. Stat. Data Anal. 71 (2014)
Agnes Fussl, Sylvia Frühwirth-Schnatter, Rudolf Frühwirth
Efficient MCMC for Binomial Logit Models. ACM Trans. Model. Comput. Simul. 23 (1) (2013)
Jouchi Nakajima, Tsuyoshi Kunihama, Yasuhiro Omori, Sylvia Frühwirth-Schnatter
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. Comput. Stat. Data Anal. 56 (11) (2012)
Sylvia Frühwirth-Schnatter
Panel data analysis: a survey on model-based clustering of time series. Adv. Data Anal. Classif. 5 (4) (2011)
Sylvia Frühwirth-Schnatter, Rudolf Frühwirth, Leonhard Held, Håvard Rue
Improved auxiliary mixture sampling for hierarchical models of non-Gaussian data. Stat. Comput. 19 (4) (2009)
Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter, Georg Dorffner
Neural Network Models for Conditional Distribution Under Bayesian Analysis. Neural Comput. 20 (2) (2008)
Sylvia Frühwirth-Schnatter, Regina Tüchler
Bayesian parsimonious covariance estimation for hierarchical linear mixed models. Stat. Comput. 18 (1) (2008)
Sylvia Frühwirth-Schnatter, Helga Wagner
Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. Comput. Stat. Data Anal. 52 (10) (2008)
Sylvia Frühwirth-Schnatter, Rudolf Frühwirth
Auxiliary mixture sampling with applications to logistic models. Comput. Stat. Data Anal. 51 (7) (2007)
Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter, Georg Dorffner
Bayesian testing for non-linearity in volatility modeling. Comput. Stat. Data Anal. 51 (3) (2006)
Sylvia Frühwirth-Schnatter, Leopold Sögner
Bayesian Estimation of the Heston Stochastic Volatility Model. OR (2002)