David T. Frazier

Available identifiers

zbMath Open frazier.david-tMaRDI QIDQ1656504

List of research outcomes

Publication	Date of Publication	Type
Variational Bayes in State Space Models: Inferential and Predictive Accuracy	2024-01-22	Paper
Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments	2024-01-08	Paper
ABC of the future	2023-12-15	Paper
Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance	2023-11-15	Paper
Modularized Bayesian analyses and cutting feedback in likelihood-free inference	2023-06-09	Paper
Approximate maximum likelihood for complex structural models	2022-12-14	Paper
Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics	2022-07-08	Paper
Efficient Bayesian Synthetic Likelihood With Whitening Transformations	2022-06-22	Paper
A comparison of likelihood-free methods with and without summary statistics	2022-05-25	Paper
Robust Approximate Bayesian Inference With Synthetic Likelihood	2022-03-29	Paper
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models	2022-03-28	Paper
Indirect inference for locally stationary models	2021-05-04	Paper
Indirect inference with(out) constraints	2020-08-24	Paper
Indirect inference with a non-smooth criterion function	2019-10-23	Paper
A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS	2019-03-27	Paper
Asymptotic properties of approximate Bayesian computation	2018-12-10	Paper
A new approach to risk-return trade-off dynamics via decomposition	2018-08-10	Paper
Indirect inference with endogenously missing exogenous variables	2018-05-31	Paper
Efficient two-step estimation via targeting	2017-11-07	Paper
Model Misspecification in ABC: Consequences and Diagnostics	2017-08-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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