## Frühwirth-Schnatter, Sylvia

Compute Distance To:
 Author ID: fruhwirth-schnatter.sylvia Published as: Frühwirth-Schnatter, Sylvia; Frúhwirth-Schnatter, S.; Frühwirth-Schnatter, S.
 Documents Indexed: 38 Publications since 1992, including 1 Book 5 Contributions as Editor Co-Authors: 36 Co-Authors with 30 Joint Publications 698 Co-Co-Authors
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### Co-Authors

 13 single-authored 4 Wagner, Helga 3 Frühwirth, Rudolf 2 Bitto, Angela 2 Celeux, Gilles 2 Dorffner, Georg 2 Kastner, Gregor 2 Kaufmann, Sylvia 2 Malsiner-Walli, Gertraud 2 Miazhynskaia, Tatiana 2 Robert, Christian P. Robert 2 Sögner, Leopold 1 Chen, Cathy W. S. 1 Conti, Gabriella 1 Dunson, David Brian 1 Fussl, Agnes 1 Gormley, Isobel Claire 1 Grün, Bettina 1 Hahn, Markus 1 Heckman, James Joseph 1 Ingrassia, Salvatore 1 Jacobi, Liana 1 Kunihama, Tsuyoshi 1 Mayo-Iscar, Agustin 1 Nakajima, Jouchi 1 Omori, Yasuhiro 1 Pamminger, Christoph 1 Piatek, Rémi 1 Pittner, Stefan 1 Posekany, Alexandra 1 Pyne, Saumyadipta 1 Sass, Jörn 1 van Dijk, Herman K. 1 Walker, Stephen Grahm 1 Weber, Andrea 1 Whittaker, Joe 1 Winter-Ebmer, Rudolf
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### Serials

 6 Computational Statistics and Data Analysis 5 Journal of Econometrics 3 Advances in Data Analysis and Classification. ADAC 2 Annals of the Institute of Statistical Mathematics 2 Fuzzy Sets and Systems 2 Journal of Time Series Analysis 2 Bayesian Analysis 1 Computer Physics Communications 1 Biometrika 1 Journal of the American Statistical Association 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Neural Computation 1 Journal of the Royal Statistical Society. Series B 1 ACM Transactions on Modeling and Computer Simulation 1 The Econometrics Journal 1 Biostatistics 1 Brazilian Journal of Probability and Statistics 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 Statistics and Computing 1 Springer Proceedings in Mathematics & Statistics 1 Springer Series in Statistics 1 Chapman & Hall/CRC Handbooks of Modern Statistical Methods
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### Fields

 41 Statistics (62-XX) 12 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Probability theory and stochastic processes (60-XX) 2 Mathematical logic and foundations (03-XX) 2 Computer science (68-XX) 1 Quantum theory (81-XX)

### Citations contained in zbMATH Open

37 Publications have been cited 868 times in 644 Documents Cited by Year
Finite mixture and Markov switching models. Zbl 1108.62002
Frühwirth-Schnatter, Sylvia
2006
Data augmentation and dynamic linear models. Zbl 0815.62065
Frühwirth-Schnatter, Sylvia
1994
Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models. Zbl 1015.62022
Frühwirth-Schnatter, Sylvia
2001
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques. Zbl 1053.62087
Frühwirth-Schnatter, Sylvia
2004
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling. Zbl 1436.62421
Frühwirth-Schnatter, Sylvia; Wagner, Helga
2006
Auxiliary mixture sampling with applications to logistic models. Zbl 1161.62387
Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
2007
Model-based clustering based on sparse finite Gaussian mixtures. Zbl 1342.62109
Malsiner-Walli, Gertraud; Frühwirth-Schnatter, Sylvia; Grün, Bettina
2016
Stochastic model specification search for Gaussian and partial non-Gaussian state space models. Zbl 1431.62373
Frühwirth-Schnatter, Sylvia; Wagner, Helga
2010
Bayesian model discrimination and Bayes factors for linear Gaussian state space models. Zbl 0809.62023
Frühwirth-Schnatter, Sylvia
1995
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Zbl 06983987
Kastner, Gregor; Frühwirth-Schnatter, Sylvia
2014
On statistical inference for fuzzy data with applications to descriptive statistics. Zbl 0786.62003
Frühwirth-Schnatter, Sylvia
1992
Bayesian analysis of switching ARCH models. Zbl 1091.62076
Kaufmann, Sylvia; Frühwirth-Schnatter, Sylvia
2002
On fuzzy Bayesian inference. Zbl 0796.62003
Frühwirth-Schnatter, Sylvia
1993
Fully Bayesian analysis of switching Gaussian state space models. Zbl 0995.62087
Frühwirth-Schnatter, Sylvia
2001
Handbook of mixture analysis. Zbl 1419.62001
2019
Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. Zbl 1452.62060
Frühwirth-Schnatter, Sylvia; Wagner, Helga
2008
Bayesian exploratory factor analysis. Zbl 1312.62077
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
2014
Panel data analysis: a survey on model-based clustering of time series. Zbl 1274.62591
Frühwirth-Schnatter, Sylvia
2011
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. Zbl 1255.62150
Nakajima, Jouchi; Kunihama, Tsuyoshi; Omori, Yasuhiro; Frühwirth-Schnatter, Sylvia
2012
Achieving shrinkage in a time-varying parameter model framework. Zbl 1452.62216
Bitto, Angela; Frühwirth-Schnatter, Sylvia
2019
Model-based clustering of categorical time series. Zbl 1330.62256
Pamminger, Christoph; Frühwirth-Schnatter, Sylvia
2010
From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. Zbl 1474.62225
Frühwirth-Schnatter, Sylvia; Malsiner-Walli, Gertraud
2019
Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-$$t$$ distributions. Zbl 1437.62465
2010
Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law. Zbl 1294.62184
Frühwirth-Schnatter, Sylvia; Sögner, Leopold
2009
Efficient Bayesian parameter estimation. Zbl 05280144
Frühwirth-Schnatter, Sylvia
2004
Estimating models based on Markov jump processes given fragmented observation series. Zbl 1332.62283
Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn
2009
Efficient MCMC for binomial logit models. Zbl 06860001
Fussl, Agnes; Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
2013
A dynamic changepoint model for detecting the onset of growth in bacteriological infections. Zbl 0825.62893
Whittaker, Joe; Frúhwirth-Schnatter, S.
1994
Neural network models for conditional distribution under Bayesian analysis. Zbl 1146.68426
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg
2008
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave. Zbl 1420.62490
Jacobi, Liana; Wagner, Helga; Frühwirth-Schnatter, Sylvia
2016
Mixture of experts models. Zbl 1428.62273
Gormley, Isobel Claire; Frühwirth-Schnatter, Sylvia
2019
Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering. Zbl 1405.62239
Frühwirth-Schnatter, Sylvia; Pittner, Stefan; Weber, Andrea; Winter-Ebmer, Rudolf
2018
Approximate predictive integrals for dynamic generalized linear models. Zbl 0800.62434
Frühwirth-Schnatter, Sylvia
1992
Bayesian estimation of the Heston stochastic volatility model. Zbl 1162.91509
Frühwirth-Schnatter, Sylvia; Sögner, Leopold
2003
Bayesian testing for non-linearity in volatility modeling. Zbl 1157.62524
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg
2006
Keeping the balance – bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models. Zbl 07120730
Frühwirth-Schnatter, Sylvia
2019
Model selection for mixture models – perspectives and strategies. Zbl 1428.62269
Celeux, Gilles; Frühwirth-Schnatter, Sylvia; Robert, Christian P.
2019
Handbook of mixture analysis. Zbl 1419.62001
2019
Achieving shrinkage in a time-varying parameter model framework. Zbl 1452.62216
Bitto, Angela; Frühwirth-Schnatter, Sylvia
2019
From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. Zbl 1474.62225
Frühwirth-Schnatter, Sylvia; Malsiner-Walli, Gertraud
2019
Mixture of experts models. Zbl 1428.62273
Gormley, Isobel Claire; Frühwirth-Schnatter, Sylvia
2019
Keeping the balance – bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models. Zbl 07120730
Frühwirth-Schnatter, Sylvia
2019
Model selection for mixture models – perspectives and strategies. Zbl 1428.62269
Celeux, Gilles; Frühwirth-Schnatter, Sylvia; Robert, Christian P.
2019
Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering. Zbl 1405.62239
Frühwirth-Schnatter, Sylvia; Pittner, Stefan; Weber, Andrea; Winter-Ebmer, Rudolf
2018
Model-based clustering based on sparse finite Gaussian mixtures. Zbl 1342.62109
Malsiner-Walli, Gertraud; Frühwirth-Schnatter, Sylvia; Grün, Bettina
2016
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave. Zbl 1420.62490
Jacobi, Liana; Wagner, Helga; Frühwirth-Schnatter, Sylvia
2016
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Zbl 06983987
Kastner, Gregor; Frühwirth-Schnatter, Sylvia
2014
Bayesian exploratory factor analysis. Zbl 1312.62077
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
2014
Efficient MCMC for binomial logit models. Zbl 06860001
Fussl, Agnes; Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
2013
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. Zbl 1255.62150
Nakajima, Jouchi; Kunihama, Tsuyoshi; Omori, Yasuhiro; Frühwirth-Schnatter, Sylvia
2012
Panel data analysis: a survey on model-based clustering of time series. Zbl 1274.62591
Frühwirth-Schnatter, Sylvia
2011
Stochastic model specification search for Gaussian and partial non-Gaussian state space models. Zbl 1431.62373
Frühwirth-Schnatter, Sylvia; Wagner, Helga
2010
Model-based clustering of categorical time series. Zbl 1330.62256
Pamminger, Christoph; Frühwirth-Schnatter, Sylvia
2010
Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-$$t$$ distributions. Zbl 1437.62465
2010
Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law. Zbl 1294.62184
Frühwirth-Schnatter, Sylvia; Sögner, Leopold
2009
Estimating models based on Markov jump processes given fragmented observation series. Zbl 1332.62283
Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn
2009
Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. Zbl 1452.62060
Frühwirth-Schnatter, Sylvia; Wagner, Helga
2008
Neural network models for conditional distribution under Bayesian analysis. Zbl 1146.68426
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg
2008
Auxiliary mixture sampling with applications to logistic models. Zbl 1161.62387
Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
2007
Finite mixture and Markov switching models. Zbl 1108.62002
Frühwirth-Schnatter, Sylvia
2006
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling. Zbl 1436.62421
Frühwirth-Schnatter, Sylvia; Wagner, Helga
2006
Bayesian testing for non-linearity in volatility modeling. Zbl 1157.62524
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg
2006
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques. Zbl 1053.62087
Frühwirth-Schnatter, Sylvia
2004
Efficient Bayesian parameter estimation. Zbl 05280144
Frühwirth-Schnatter, Sylvia
2004
Bayesian estimation of the Heston stochastic volatility model. Zbl 1162.91509
Frühwirth-Schnatter, Sylvia; Sögner, Leopold
2003
Bayesian analysis of switching ARCH models. Zbl 1091.62076
Kaufmann, Sylvia; Frühwirth-Schnatter, Sylvia
2002
Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models. Zbl 1015.62022
Frühwirth-Schnatter, Sylvia
2001
Fully Bayesian analysis of switching Gaussian state space models. Zbl 0995.62087
Frühwirth-Schnatter, Sylvia
2001
Bayesian model discrimination and Bayes factors for linear Gaussian state space models. Zbl 0809.62023
Frühwirth-Schnatter, Sylvia
1995
Data augmentation and dynamic linear models. Zbl 0815.62065
Frühwirth-Schnatter, Sylvia
1994
A dynamic changepoint model for detecting the onset of growth in bacteriological infections. Zbl 0825.62893
Whittaker, Joe; Frúhwirth-Schnatter, S.
1994
On fuzzy Bayesian inference. Zbl 0796.62003
Frühwirth-Schnatter, Sylvia
1993
On statistical inference for fuzzy data with applications to descriptive statistics. Zbl 0786.62003
Frühwirth-Schnatter, Sylvia
1992
Approximate predictive integrals for dynamic generalized linear models. Zbl 0800.62434
Frühwirth-Schnatter, Sylvia
1992
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### Cited by 1,119 Authors

 21 Frühwirth-Schnatter, Sylvia 18 Yao, Weixin 13 Punzo, Antonio 12 Gamerman, Dani 10 McNicholas, Paul D. 10 Spezia, Luigi 9 Lin, Tsung I. 9 Rue, Håvard 8 Wagner, Helga 7 Chopin, Nicolas 7 Ingrassia, Salvatore 7 Lachos Dávila, Víctor Hugo 7 Lopes, Hedibert Freitas 7 Papastamoulis, Panagiotis 7 van Dijk, Herman K. 6 Cabral, Celso Rômulo Barbosa 6 Czado, Claudia 6 Galimberti, Giuliano 6 Koop, Gary 6 Paroli, Roberta 6 Soffritti, Gabriele 5 Bauwens, Luc C. A. A. 5 Kohn, Robert J. 5 Lee, Sharon X. 5 McLachlan, Geoffrey John 5 Omori, Yasuhiro 5 Quintana, Fernando Andrés 5 Rombouts, Jeroen V. K. 5 Saraiva, Erlandson F. 5 Yang, Miin-Shen 4 Aktekin, Tevfik 4 Andrews, Jeffrey L. 4 Arellano-Valle, Reinaldo Boris 4 Arnold, Bernhard F. 4 Carvalho, Carlos Marinho 4 Casarin, Roberto 4 Chan, Joshua C. C. 4 Fiorentini, Gabriele 4 Gajek, Lesław 4 Gormley, Isobel Claire 4 Held, Leonhard 4 Ho, Hsiu J. 4 Hoogerheide, Lennart F. 4 Huang, Mian 4 Huber, Florian 4 Kunihama, Tsuyoshi 4 Lang, Stefan M. 4 Maleki, Mohsen 4 Martin, Gael M. 4 Mengersen, Kerrie L. 4 Migliorati, Sonia 4 Milan, Luis Aparecido 4 Rudź, Marcin 4 Song, Xinyuan 4 Wang, Shaoli 4 Wikle, Christopher K. 4 Xiang, Sijia 3 Abanto-Valle, Carlos Antonio 3 Biernacki, Christophe 3 Celeux, Gilles 3 Dellaportas, Petros 3 Deschamps, Philippe J. 3 Dey, Dipak Kumar 3 Dorffner, Georg 3 Fahrmeir, Ludwig 3 Ferreira, Marco A. R. 3 Fop, Michael 3 Forbes, Catherine S. 3 Govaert, Gérard 3 Griffin, Jim E. 3 Gronau, Quentin F. 3 Guglielmi, Alessandra 3 Heck, Daniel W. 3 Holan, Scott H. 3 Hung, Wenliang 3 Kastner, Gregor 3 Kaufmann, Sylvia 3 Kneib, Thomas 3 Kottas, Athanasios 3 Lee, Kuo-Jung 3 Leisen, Fabrizio 3 Liesenfeld, Roman 3 Lindström, Erik 3 Madsen, Henrik O. 3 Mallick, Bani K. 3 Malsiner-Walli, Gertraud 3 Maugis-Rabusseau, Cathy 3 Miazhynskaia, Tatiana 3 Minotti, Simona Caterina 3 Moreira, Ajax R. Bello 3 Murphy, Thomas Brendan 3 Nakajima, Jouchi 3 Nott, David John 3 Ntzoufras, Ioannis 3 Nystrup, Peter 3 Ongaro, Andrea 3 Planas, Christophe 3 Prado, Raquel 3 Rossi, Alessandro 3 Ryu, Duchwan ...and 1,019 more Authors
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### Cited in 119 Serials

 100 Computational Statistics and Data Analysis 50 Statistics and Computing 43 Journal of Econometrics 24 Computational Statistics 20 The Annals of Applied Statistics 19 Communications in Statistics. Theory and Methods 19 Journal of Statistical Computation and Simulation 19 Journal of Applied Statistics 19 Bayesian Analysis 17 Advances in Data Analysis and Classification. ADAC 11 Journal of the American Statistical Association 11 Journal of Economic Dynamics & Control 10 Psychometrika 10 Journal of Multivariate Analysis 9 Journal of Statistical Planning and Inference 9 Statistics & Probability Letters 9 Statistical Modelling 8 Fuzzy Sets and Systems 8 Journal of Classification 7 Econometric Reviews 7 Communications in Statistics. Simulation and Computation 7 Statistical Methods and Applications 6 Test 6 Statistical Papers 6 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 Brazilian Journal of Probability and Statistics 6 Journal of Agricultural, Biological, and Environmental Statistics 5 Metrika 5 Biometrics 5 Journal of Time Series Analysis 5 AStA. Advances in Statistical Analysis 4 Annals of the Institute of Statistical Mathematics 4 The Annals of Statistics 4 Statistical Science 4 Economics Letters 4 European Journal of Operational Research 4 Methodology and Computing in Applied Probability 4 Quantitative Finance 4 Statistical Methodology 4 Electronic Journal of Statistics 4 Journal of Computational and Graphical Statistics 3 Applied Mathematics and Computation 3 Journal of Mathematical Psychology 3 International Journal of Approximate Reasoning 3 Neural Computation 3 Applied Mathematical Modelling 3 Soft Computing 3 The Econometrics Journal 3 Applied Stochastic Models in Business and Industry 3 Journal of Forecasting 3 Journal of the Korean Statistical Society 2 Metron 2 Pattern Recognition 2 Australian & New Zealand Journal of Statistics 2 Biostatistics 2 OR Spectrum 2 Computational Management Science 2 Networks and Spatial Economics 2 Journal of Statistical Theory and Practice 2 Statistics Surveys 2 Annals of Finance 2 Journal of Theoretical Biology 2 Journal of Statistical Distributions and Applications 1 Computers & Mathematics with Applications 1 Computer Methods in Applied Mechanics and Engineering 1 International Journal of General Systems 1 Journal of Mathematical Biology 1 Mathematical Biosciences 1 Scandinavian Journal of Statistics 1 Automatica 1 Biometrical Journal 1 Information Sciences 1 International Economic Review 1 Journal of Computational and Applied Mathematics 1 Mathematics and Computers in Simulation 1 Opsearch 1 Statistica 1 Mathematical Social Sciences 1 Insurance Mathematics & Economics 1 International Journal of Production Research 1 Statistics 1 Mathematical and Computer Modelling 1 Annals of Operations Research 1 Games and Economic Behavior 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Open Economies Review 1 Statistica Sinica 1 Monte Carlo Methods and Applications 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 Journal of Applied Analysis 1 Mathematical and Computer Modelling of Dynamical Systems 1 Extremes 1 CEJOR. Central European Journal of Operations Research 1 Econometric Theory 1 Lobachevskii Journal of Mathematics 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems ...and 19 more Serials
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### Cited in 27 Fields

 574 Statistics (62-XX) 139 Numerical analysis (65-XX) 94 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 62 Probability theory and stochastic processes (60-XX) 23 Operations research, mathematical programming (90-XX) 15 Computer science (68-XX) 13 Biology and other natural sciences (92-XX) 9 Systems theory; control (93-XX) 6 Mathematical logic and foundations (03-XX) 5 Geophysics (86-XX) 3 Astronomy and astrophysics (85-XX) 2 Measure and integration (28-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral transforms, operational calculus (44-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Commutative algebra (13-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX)