Sylvia Frühwirth-Schnatter

Sylvia Frühwirth-Schnatter's AcademicInfluence.com Rankings

Mathematics

#7586

World Rank

#10288

Historical Rank

Statistics

#943

World Rank

#1037

Historical Rank

mathematics Degrees

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Mathematics

Sylvia Frühwirth-Schnatter's Degrees

PhD Statistics University of Vienna
Masters Mathematics University of Vienna

Why Is Sylvia Frühwirth-Schnatter Influential?

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According to Wikipedia, Sylvia Frühwirth-Schnatter 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. In 2020 she was the President of the International Society for Bayesian Analysis.

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Sylvia Frühwirth-Schnatter's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Finite Mixture and Markov Switching Models (2006) (1746)
State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (1999) (1476)
Data Augmentation and Dynamic Linear Models (1994) (884)
Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models (2001) (484)
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (2014) (251)
Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions. (2010) (218)
Estimating Marginal Likelihoods for Mixture and Markov Switching Models Using Bridge Sampling Techniques (2004) (203)
Stochastic model specification search for Gaussian and partial non-Gaussian state space models (2010) (203)
Model-based clustering based on sparse finite Gaussian mixtures (2014) (146)
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling (2006) (120)
Data Augmentation and MCMC for Binary and Multinomial Logit Models (2010) (104)
Auxiliary mixture sampling with applications to logistic models (2007) (96)
Improved auxiliary mixture sampling for hierarchical models of non-Gaussian data (2009) (95)
Handbook of Mixture Analysis (2018) (91)
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models (2016) (85)
Bayesian Model Discrimination and Bayes Factors for Linear Gaussian State Space Models (1995) (85)
Applied state space modelling of non-Gaussian time series using integration-based Kalman filtering (1994) (74)
Bayesian analysis of switching ARCH models (2002) (64)
Bayesian Analysis of the Heterogeneity Model (2004) (64)
Panel data analysis: a survey on model-based clustering of time series (2011) (60)
Identifying Mixtures of Mixtures Using Bayesian Estimation (2015) (58)
On fuzzy Bayesian inference (1993) (57)
From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering (2017) (54)
On statistically inference for fuzzy data with applications to descriptive statistics (1992) (53)
Model-based clustering of categorical time series (2010) (50)
Dealing with Label Switching under Model Uncertainty (2011) (49)
Fully Bayesian Analysis of Switching Gaussian State Space Models (2001) (47)
Bayesian parsimonious covariance estimation for hierarchical linear mixed models (2008) (45)
Capturing consumer heterogeneity in metric conjoint analysis using Bayesian mixture models (2004) (43)
Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (2008) (42)
Bayesian Variable Selection for Random Intercept Modeling of Gaussian and non-Gaussian Data (2010) (41)
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (2012) (40)
Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering (2012) (38)
MCMC Estimation of Classical and Dynamic Switching and Mixture Models (1998) (37)
Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models (2010) (35)
Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models (2019) (32)
How do changes in monetary policy affect bank lending? An analysis of Austrian bank data (2006) (27)
A Dynamic Changepoint Model for Detecting the Onset of Growth in Bacteriological Infections (1994) (23)
Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law (2009) (22)
State Space and Unobserved Component Models: Efficient Bayesian parameter estimation (2004) (20)
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave (2016) (18)
Model Likelihoods and Bayes Factors for Switching and Mixture Models (2000) (17)
On the treatment of energy loss in track fitting (1998) (15)
Bayesian Estimation of the Heston Stochastic Volatility Model (2002) (15)
Mothers' long‐run career patterns after first birth (2016) (15)
Bayesian Inference in the Multinomial Logit Model (2016) (13)
Efficient MCMC for Binomial Logit Models (2013) (12)
Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models (2014) (12)
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP (2019) (12)
Neural Network Models for Conditional Distribution Under Bayesian Analysis (2008) (10)
Estimating models based on Markov jump processes given fragmented observation series (2009) (10)
Bayesian testing for non-linearity in volatility modeling (2006) (10)
A censored random coefficients model for the detection of zero willingness to pay (2012) (9)
Conjoint Analysis Using Mixed Effect Models (1999) (9)
Spying on the prior of the number of data clusters and the partition distribution in Bayesian cluster analysis (2020) (7)
Approximate Predictive Integrals for Dynamic Generalized Linear Models (1992) (6)
Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering (2018) (5)
Keeping the balance—Bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models (2019) (5)
Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective (2019) (5)
Comment on article by Rydén (2008) (4)
Bayesian latent class metric conjoint analysis. A case study from the Austrian mineral water market. (2003) (4)
How many data clusters are in the Galaxy data set? (2021) (4)
Special issue on “Advances on model-based clustering and classification” (2019) (4)
Model‐based Clustering of Categorical Time Series with Multinomial Logit Classification (2010) (4)
Dynamic mixtures of finite mixtures and telescoping sampling (2020) (4)
Bayesian Clustering of Categorical Time Series Using Finite Mixtures of Markov Chain Models (2009) (4)
A Conversation about COVID-19 with Economists, Sociologists, Statisticians, and Operations Researchers (2020) (3)
The Heterogeneity Model and its Special Cases. An Illustrative Comparison. (2002) (3)
Capturing Unobserved Consumer Heterogeneity Using the Bayesian Heterogeneity Model (2005) (3)
Vertex finding by sparse model-based clustering (2016) (3)
Bayesian Clustering of Many Short Time Series (2002) (3)
A Fully Bayesian Analysis of Multivariate Latent Class Models with an Application to Metric Conjoint Analysis (2002) (3)
Stochastic Model Speciflcation Search for Gaussian and Non-Gaussian State Space Models (2007) (2)
Model-based clustering based on sparse finite Gaussian mixtures (2014) (2)
Model-based Clustering of Time Series-A Review from a Bayesian Perspective (2011) (2)
Bayesian Statistics from Methods to Models and Applications (2015) (1)
Rudolf Frühwirth Bayesian Inference in the Multinomial Logit Model (2015) (0)
Efficient MCMC Estimation for Binomial Binned Logit Models (2011) (0)
From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering (2018) (0)
Special issue on Bayesian computing, methods and applications (2014) (0)
The Quantity and Quality of Children : A Semi-Parametric Bayesian IV Approach NRN (2014) (0)
Bayesian Model Discrimination and Bayes Factors for Normal Linear State Space Models (1993) (0)
ePubWU Institutional Repository Sylvia Frühwirth-Schnatter and Gertraud Malsiner-Walli From here to infinity: sparse finite versus Dirichlet process mixtures in model- based clustering (2019) (0)
Non-linear Volatility Modeling in Classical and Bayesian Frameworks with Applications to Risk Management (2005) (0)
Special issue on “Advances on model-based clustering and classification” (2019) (0)
ePubWU Institutional Repository (2010) (0)
Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage [R package shrinkTVP version 2.0.1] (2019) (0)
Merging parallel MCMC output for horizontally partitioned data (2014) (0)
Markov Switching Models { Computerintensive Methods for Their Estimation and Applications in Economics and Finance (2010) (0)
Generalized cumulative shrinkage process priors with applications to sparse Bayesian factor analysis (2023) (0)
A censored random coefficients model for the detection of zero willingness to pay (2011) (0)
Bayesian econometrics in the Big Data Era (2018) (0)
- Walli From here to infinity : sparse finite versus Dirichlet process mixtures in model-based clustering (2019) (0)

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Sylvia Frühwirth-Schnatter's Academic­Influence.com Rankings