David T. Frazier

I am currently a professor at the Department of Econometrics and Business Statistics.

Research

My research interests are broad, but my primary focus is in the area of simulation-based Bayesian inference. This includes novel methodological and theoretical developments in the realms approximate Bayesian computation (ABC), and generalized Bayesian inference. My most recent work has focused on the challenging - but critically important - issue of model misspecification in simulation-based Bayesian inference and forecasting; explorations that are really at the cutting edge of thinking in this field.

Research Interests

  • Generalized and Approximate Bayesian Inference
  • Classical Bayesian Inference
  • Statistical Computing
  • Econometrics