portrait photo

Peter Knaus

Peter Knaus MSc (WU)
Telephone:
+43 1 31336 6283
Email:
Contact information and photo taken from and editable at WU Directory.

CV

No curriculum entries found.

Researcher Identifier

Awards and Honors

2020
Junior Travel Grant, Bayes Comp 2020

Classifications

Expertise

  • Bayesian Statistics
  • Markov chain Monte Carlo methods
  • Shrinkage estimation

Activities

No activities found.

Publications

Journal article

2020 Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia, Knaus, Peter. 2020. Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. Econometrics. 8 (2), 20 ff. open access (Details)

Paper presented at an academic conference or symposium

2021 Knaus, Peter, Winkler, Daniel. 2021. A Bayesian Survival Model for Time-Varying Coefficients and unobserved Heterogeneity. 4th International Conference on Econometrics and Statistics, Hong Kong, China, 24.06-26.06. (Details)
  Knaus, Peter, Winkler, Daniel. 2021. A Bayesian Survival Model for Time-Varying Coefficients and unobserved Heterogeneity. European Young Statisticians Meeting, Athens, Greece, 06.09-10.09. (Details)
  Knaus, Peter, Frühwirth-Schnatter, Sylvia. 2021. The Dynamic Triple Gamma Prior. Joint Statistical Meetings, Seattle, United States/USA, 08.08-12.08. (Details)
  Knaus, Peter, Frühwirth-Schnatter, Sylvia. 2021. The Dynamic Triple Gamma Prior. ISBA 2021, Virtual, United States/USA, 28.06-02.07. (Details)

Poster presented at an academic conference or symposium

2020 Knaus, Peter, Bitto-Nemling, Angela, Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia. 2020. Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP. Bayes Comp 2020, Gainesville, United States/USA, 7.1.-10.1. (Details)

Working/discussion paper, preprint

2019 Bitto-Nemling, Angela, Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia, Knaus, Peter. 2019. Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP. (Details)
  Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia, Knaus, Peter. 2019. Triple the gamma - A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. (Details)

Magazine/newspaper article

2020 Knaus, Peter, Bitto-Nemling, Angela, Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia. 2020. shrinkTVP - Time-Varying Parameter Models with Shrinkage in R. The ISBA Bulletin - The official bulletin of the International Society for Bayesian Analysis, 24.03.20 (Details)

Software

2021 Knaus, Peter, Bitto-Nemling, Angela, Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia. 2021. shrinkTVP. (Details)

Projects

  • No projects found.