David T. Frazier

@dtfraz

Statistician/Econometrician working on simulation-based inference at @MonashUni (EBS).

Melbourne, Victoria dtfrazier.netlify.com Joined November 2019

112 Following 519 Followers 213 Posts

Latest posts 5

David T. Frazier @dtfraz Mar 21, 2023

I just wanted to thank everyone for all the well-wishes I've received over the last week. I especially want to thank @Science_Academy for awarding me the Moran medal, and @robjhyndman for nominating me. Also, a big congratulations to my co-winner Rachel Wang. Thanks again!

David T. Frazier @dtfraz Oct 13, 2022

Who's interested in a cautionary tale of when you should and shouldn't use VB methods in SSMs? If that's the kinda thing you're into, check out our recent paper in #JCGS with @RubenLoaizaMay1 and Gael Martin: tandfonline.com/doi/abs/10.108…

www.tandfonline.com Variational Bayes in State Space Models: Inferential and Predictive Accuracy Using theoretical and numerical results, we document the accuracy of commonly applied variational Bayes methods across a range of state space models. The results demonstrate that, in terms of accur...

David T. Frazier @dtfraz Sep 26, 2022

Amsterdam is absolutely lovely, how have I never been here before?!?!?

David T. Frazier @dtfraz Jul 17, 2022

Big thanks to @chris_drovandi for leading this "eye-opening" work on the use of marginal approximations in ABC!

Chris Drovandi @chris_drovandi Jul 17, 2022

Our new pre-print with @dtfraz and David Nott examines marginal ABC approximations based on low-dimensional summaries 🧵👇. @QUTDataScience

arxiv.org/abs/2207.06655
View quoted post on X

David T. Frazier @dtfraz Jun 30, 2022

Very excited for Pierre Jacob's "Susie Bayarri Lecture" on modular inference at #ISBA2022. His work has touched on so many different aspects of Bayesian statistics it is astounding! Truly a fantastic scholar!