Sylvia Frühwirth-Schnatter

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Sylvia Frühwirth-Schnatter
Born (1959-05-21) 21 May 1959 (age 64)
Vienna, Austria
NationalityAustrian
Alma materTU Wien
Known forBayesian inference, Mixture distribution, Markov chain Monte Carlo
Scientific career
FieldsStatistics
InstitutionsVienna University of Economics and Business
Websitestatmath.wu.ac.at/~fruehwirth/

Sylvia Frühwirth-Schnatter (born 21 May 1959) is an

Bayesian analysis. In 2020 she was the President 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] Since 2014 she is Full Member of the Division of Humanities and the Social Sciences of the Austrian Academy of Sciences. Sylvia Frühwirth-Schnatter is married and mother of three sons.

Research

In her research, Sylvia Frühwirth-Schnatter inter alia explores ideas relating to

Bayesian analysis of finite mixture models. In 2014, she co-developed a Bayesian approach to exploratory factor analysis with 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. ^ "Leadership". International Society for Bayesian Analysis. Retrieved February 16, 2019.
  2. ^ "Sylvia Frühwirth-Schnatter". Vienna University of Economics and Business. Retrieved February 16, 2019.
  3. PMID 25431517
    .
  4. ^ "WU Best Paper Award". Vienna University of Economics and Business. Retrieved February 16, 2019.
  5. ^ "DeGroot Prize". International Society for Bayesian Analysis. Retrieved February 16, 2019.


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