Sylvia Frühwirth-Schnatter

About Sylvia Frühwirth-Schnatter

Sylvia Frühwirth-Schnatter, With an exceptional h-index of 43 and a recent h-index of 27 (since 2020), a distinguished researcher at Wirtschaftsuniversität Wien,

His recent articles reflect a diverse array of research interests and contributions to the field:

Package ‘shrinkTVP’

Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown

Bayesian Reconciliation of Return Predictability

The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models

When it counts—Econometric identification of the basic factor model based on glt structures

Ultimate Pólya Gamma Samplers–Efficient MCMC for possibly imbalanced binary and categorical data

Bayesianische Inferenz

Dynamic Mixture of Finite Mixtures of Factor Analysers with Automatic Inference on the Number of Clusters and Factors

Sylvia Frühwirth-Schnatter Information

University

Position

Professor of Applied Statistics and Econometrics

Citations(all)

9261

Citations(since 2020)

3782

Cited By

13605

hIndex(all)

43

hIndex(since 2020)

27

i10Index(all)

61

i10Index(since 2020)

47

Email

University Profile Page

Google Scholar

Top articles of Sylvia Frühwirth-Schnatter

Package ‘shrinkTVP’

2024/2/18

Peter Knaus
Peter Knaus

H-Index: 2

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Daniel Winkler
Daniel Winkler

H-Index: 1

Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown

Bayesian Analysis

2024/1

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Bayesian Reconciliation of Return Predictability

Studies in Nonlinear Dynamics & Econometrics

2023/12/25

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models

arXiv preprint arXiv:2312.10487

2023/12/16

Peter Knaus
Peter Knaus

H-Index: 2

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

When it counts—Econometric identification of the basic factor model based on glt structures

Econometrics

2023/11/20

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Ultimate Pólya Gamma Samplers–Efficient MCMC for possibly imbalanced binary and categorical data

Journal of the American Statistical Association

2023/11/9

Gregor Zens
Gregor Zens

H-Index: 2

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Helga Wagner
Helga Wagner

H-Index: 13

Bayesianische Inferenz

2023/9/10

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Gregor Kastner
Gregor Kastner

H-Index: 10

Dynamic Mixture of Finite Mixtures of Factor Analysers with Automatic Inference on the Number of Clusters and Factors

arXiv preprint arXiv:2307.07045

2023/7/13

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Generalized cumulative shrinkage process priors with applications to sparse Bayesian factor analysis

2023/5/15

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Cover it up! Bipartite graphs uncover identifiability in sparse factor analysis

arXiv preprint arXiv:2211.00671

2022/11/1

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Package ‘fipp’

2022/10/13

Sparse Bayesian State-Space and Time-Varying Parameter Models

arXiv preprint arXiv:2207.12147

2022/7/25

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Peter Knaus
Peter Knaus

H-Index: 2

Efficient Variance Identification for Sparse Factor Analysis

2022/7/1

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

How many data clusters are in the Galaxy data set? Bayesian cluster analysis in action

Advances in data analysis and classification

2022/6

Bettina Grün
Bettina Grün

H-Index: 31

Gertraud Malsiner-Walli
Gertraud Malsiner-Walli

H-Index: 6

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Spying on the prior of the number of data clusters and the partition distribution in Bayesian cluster analysis

Australian & New Zealand Journal of Statistics

2022/6

Generalized mixtures of finite mixtures and telescoping sampling

Bayesian Analysis

2021/12

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Gertraud Malsiner-Walli
Gertraud Malsiner-Walli

H-Index: 6

Bettina Grün
Bettina Grün

H-Index: 31

Factor-augmented Bayesian treatment effects models for panel outcomes

arXiv preprint arXiv:2103.00977

2021/3/1

Helga Wagner
Helga Wagner

H-Index: 13

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Efficient Bayesian modeling of binary and categorical data in R: The UPG package

arXiv preprint arXiv:2101.02506

2021/1/7

Gregor Zens
Gregor Zens

H-Index: 2

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Helga Wagner
Helga Wagner

H-Index: 13

ESTIMATING BAYESIAN MIXTURES OF FINITE MIXTURES WITH TELESCOPING SAMPLING

CLADAG

2021

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

Bettina Grün
Bettina Grün

H-Index: 31

Gertraud Malsiner-Walli
Gertraud Malsiner-Walli

H-Index: 6

Shrinkage in the time-varying parameter model framework using the R package shrinkTVP

Journal of Statistical Software

2021

Peter Knaus
Peter Knaus

H-Index: 2

Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter

H-Index: 24

See List of Professors in Sylvia Frühwirth-Schnatter University(Wirtschaftsuniversität Wien)