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
