Sylvia Frühwirth-Schnatter

Univ.Prof. Dipl.-Ing.Dr.techn. Sylvia Frühwirth-Schnatter

Telephone:: +43 1 31336 5581
Email:: sylvia.fruehwirth-schnatter@wu.ac.at
About me:: Full Professor for Applied Statistics and Econometrics

Contact information and photo taken from and editable at WU Directory.

Affiliation

Institute for Statistics and Mathematics IN

CV

2016-2018

Alternate Member, Equal Opportunities Working Group, Vienna University of Economics and Business

2014-2018

Chair, Institute for Statistics and Mathematics, Vienna University of Economics and Business

2014-2015

Deputy Department Chair, Department of Finance, Accounting and Statistics, Vienna University of Economics and Business

2013-2015

Member of the Equal Opportunities Working Group, Vienna University of Economics and Business

2013-2016

Member of the Senate, Vienna University of Economics and Business

2012-2013

Deputy Institute Chair, Institute for Statistics and Mathematics, Vienna University of Economics and Business

since 2011

Full Professor of Applied Statistics and Econometrics, Vienna University of Economics and Business

2003-2011

Full Professor of Applied Statistics and Econometrics, Johannes Kepler University Linz

1996

Venia docendi for Statistics

1991

Visiting Professor, Vienna University of Technology

1990-2003

Assistant Professor, and since 1996 Associate Professor, Department of Statistics,Vienna University of Economics and Business Administration

1988-1990

Post-doc, Vienna University of Technology, Department of Statistics and Probability Theory

1988

Ph.D. in Mathematics, Vienna University of Technology (Univ.-Prof. Viertl)

1982-1988

Research assistant, Department for Hydraulics, Hydrology and Water Resources Management, Vienna University of Technology

Researcher Identifier

No researcher identifier found.

Awards and Honors

2018: Elected Fellow of the International Society for Bayesian Analysis
2017: WU Best Paper Award (Kategorie A: quantitativ-analytische oder formalwissenschaftliche Arbeiten) für “Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave”; WU Best Paper Award (Kategorie: „New Research Avenues“) für “Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave”
2015: WU Best Paper Award; WU Prämie für besondere Leistungen in der Forschung
2014: Elected member of the Austrian Academy of Science; WU Prämie für besondere Leistungen in der Forschung
2012: WU Prämie für besondere Leistungen in der Forschung
2011: Corresponding Member of the Austrian Academy of Science
2007: DeGroot Prize (Prize of the International Society of Bayesian Analysis for an outstanding monograph in statistics); Elected Member of the International Statistical Institute
2005: WU Best Paper Award (Prize of the Jubiläumsfonds der Stadt Wien for outstanding publications at the Vienna University of Economics and Business)
1997: Förderungspreis der Senator Wilfling Stiftung (for advancement of scientific research at the Vienna University of Economics and Business)

Classifications

No classifications found.

Expertise

Markov Chain Monte Carlo methods
state space modelling and Kalman filter methods
statistical modelling of economic time series

Activities

Position in scientific committee
	since 2018	International Society for Bayesian Analysis - Elected Fellow
	2015	International Society for Bayesian Analysis - Chair of the Section Economics, Finance, and Business
	2014	International Society for Bayesian Analysis - Chair-Elect of the Section Economics, Finance, and Business
	2013-2015	International Society for Bayesian Analysis - Member of the Programme Committee of the Section EFaB (Economics, Finance, and Business)
	2013	International Society for Bayesian Analysis - Member of the Savage Award Committee
	2013	International Federation of Classification Societies (IFCS) - Member of the Chikio Hayashi Award Committee
	2011-2013	International Society for Bayesian Analysis - Member of the Price Committee
	2008	International Society for Bayesian Analysis - Member of the DeGroot Prize Committee
	2008-2010	International Society for Bayesian Analysis - Member of the Board
Position in jury, advisory board, curatorship
	since 2016	Österreichische Akademie der Wissenschaften - Mitglied der Stiftungsverwaltungskommission
	2015	Jubiläumsfonds der Stadt Wien für die ÖAW - Mitglied der Subjury
	2015	Bundesministerium für Wissenschaft, Forschung und Wirtschaft - Begutachtung eines WTZ Projektes
	since 2014	Österreichische Akademie der Wissenschaften - Vorsitzende der Wahlkommission Philosophie und Sozialwissenschaften
Position in committee for appointments
	2015	Berufungskommission "Angewandte Statistik", Fakultät für Mathematik und Geoinformation, Technische Universität Wien - Member
	2010-2011	Berufungskommission "Stochastik", Johannes Kepler Universität Linz - Member
	2010-2011	Berufungskommission "Stochastik und deren Anwendungen (Mathematische Statistik)", Universität Salzburg - Member
	2010	Berufungskommission "Statistik und Ökonometrie", Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg - Externe Gutachterin
	2010-2011	Berufungskommission "Empirische Wirtschaftsforschung und Ökonometrie", Universität Graz - Member
	2007	Vertragsprofessur "Versicherungsmathematik", Johannes Kepler Universität Linz - Externe Gutachterin
	2005	Berufungskommission "Statistik", Johannes Kepler Universität Linz - Chair
	2004	Ordentliche Professur "Angewandte Statistik und Ökonometrie", Universität Zürich - Externe Gutachterin
Position in habilitation committee
	2014	Habilitationskommission Ulrike Schneider, PhD; Fakultät für Mathematik und Geoinformation, Technische Universität Wien - Member
	2012	Habilitationskommission Dr. Bettina Grün, Fakultät für Sozial- und Wirtschaftswissenschaften, Johannes Kepler Universität Linz - Externe Gutachterin
	2011	Habilitationskommission Dr. Milan Stehlik, Johannes Kepler Universität Linz - Member
	2011	Habilitationskommission Dr. Klaus Schiefermayr, Johannes Kepler Universität Linz - Member
	2011	Habilitationskommission Dr. Florian Frommlet, Universität Wien - Member
	2010	Habilitationskommission Dr. Helga Wagner, Johannes Kepler Universität Linz - Member
	2009	Habilitationskommission Dr. Andrea Weber, Johannes Kepler Universität Linz - Externe Gutachterin
	2008	Habilitationskommission Dr. Karl Moder, Universität für Bodenkultur Wien - Member
	2005	Habilitationskommission Dr. Friedrich Leisch, Technische Universität Wien - Externe Gutachterin
	1999	Habilitationskommission Dr. Anton Formann, Universität Wien - Member
Position in internal committee for appointments
	2015	Berufungskommission "Labor Economics" - Member
	2014	Berufungskommission "Quantitative Social Research" - Member
	2013	Berufungskommission "Marketing with Focus on interactive Marketing and Social Media" - Member
	2012-2013	Berufungskommission "Data and Knowledge Engineering" - Member
Position in internal habilitation committee
	2015	Habilitationskommission Dr. Maria Rita Testa - Mitglied
	2015	Habilitationskommission Dr. Birgit Rudloff - Member
	2013	Habilitationskommission Dr. Regina Dittrich, Wirtschaftsuniversität Wien - Chair
	2012	Habilitationskommission Dr. Adelina Gschwandtner, Wirtschaftsuniversität Wien - Member
	2001	Habilitationskommission Dr. Dieter Gstach, Wirtschaftsuniversität Wien - Member
Reviewer for scientific organization
	2013	Universität Kiel, Wirtschafts- und Sozialwissenschaftliche Fakultät - Externe Gutachterin für Berufungsverfahren
	2013	Stockholm University, Department of Statistics - Thesis Opponent
Membership in scientific association
	since 2011	Österreichische Akademie der Wissenschaften - from 2011 on Corresponding Member, since 2014 Elected Member
	since 2008	International Statistical Institute - Elected Member
	since 2003	American Statistical Association - Member
	since 2002	International Society for Bayesian Analysis - Lifetime member
	since 1992	Österreichische Statistische Gesellschaft - Member
Editor of a scientific journal
	2015-2018	Journal of Econometrics - Guest Editor
	2014-2015	Bayesian Analysis - Guest Editor
	2011-2013	Statistics and Computing - Associate Editor
	2011-2013	Computational Statistics and Data Analysis - Guest Editor
	2007-2016	Journal of Econometrics - Associate Editor
	2003-2010	Statistical Papers - Editor
Member of the editorial board
	2014-2015	Bayesian Analysis - Guest Editor
	2011-2013	Statistics and Computing - Associate Editor
	2011-2013	Computational Statistics and Data Analysis - Guest Editor
	2007-2016	Journal of Econometrics - Associate Editor
	2003-2010	Statistical Papers - Editor
Reviewer for a scientific journal
	2015	Journal of Business and Economic Statistics
	2015	Econometrics Reviews
	2015	Biometrika
	2014	Statistics and Computing
	2014	Scandinavian Journal of Statistics
	2014	Computational Statistics and Data Analysis
	2014-2015	Bayesian Analysis
	2013	Journal of Business and Economic Statistics
	2013-2014	Engineering Structures
	2013-2014	Empirical Economics
	2012-2013	Journal of American Statistical Association
	2012	International Statistical Review
	2012	Biometrika
	2012	Annals of the Institute of Statistical Mathematics
	2011	Transaction on MASC
	2011	Statistics and Decision
	2011	Statistics and Computing
	2011	Journal of Time Series Analysis
	2011	Journal of Econometrics
	2011	Journal of Business and Economic Statistics
	2011-2012	International Journal of Forecasting
	2011	European Journal of Operational Research
	2011	Empirical Economics
	2011	Biometrics
	2011	Bayesian Analysis
	2011	Advances in Data Analysis and Classification
Invitation to Research Seminar
	2019	Dipartimento di Economia (EcSeminars), Universita Ca' Foscari, Venezia (Italy), April 29, 2019 - Talk "Sparse Time-Varying Parameter Models"
	2019	Department of Decision Sciences, Bocconi Statistics Seminar, Università Bocconi, Milano (Italy), May 2, 2019 - Talk "Sparse Time-Varying Parameter Models"
	2018	University College London, Department of Statistical Science Seminar Series, London (UK), February 1, 2018 - Talk "Sparse Finite Mixtures for Model-based Clustering"
	2017	University St. Gallen, St. Gallen (Switzerland), Institute for Mathematics and Statistics, Seminar Quantitative Volkswirtschaftliche Methoden, March 27, 2017 - Talk "Achieving Shrinkage in a Time-Varying Parameter Model Framework"
	2017	University of Queensland, Brisbane (Australia), School of Economics, June 29, 2017 - Talk "Recent Advances in Sparse Bayesian Factor Analysis"
	2017	University of New South Wales, Sydney (Australia), School of Economics, Business School, July 11, 2017 - Talk "Recent Advances for Sparse Finite Mixtures"
	2017	Google's StatFoo, Mountain View (USA), April 13, 2017 - Talk "TVP Models - Achieving variance selection through shrinkage prior"
	2015	Università Ca' Foscari di Venezia (Italy), Dipartimento di Economia, April 20, 2015 - Talk "Sparse Bayesian Factor Analysis"
	2014	Universitat Pompeu Fabra, Barcelona (Spain), Department of Economics and Business, May 29, 2014 - Talk "Time-Varying Parameter Models - Achieving Shrinkage and Variable Selection"
	2014	Harvard University (USA), Department of Statistics, October 7, 2014 - Talk "Applied Sparse Bayesian Factor Analysis"
	2012	Université Libre de Bruxelles, Brussels (Belgium), ECARES (European Centre for Advanced Research in Economics and Statistics), December 6, 2012 - Talk "Time-Varying Parameter Models - Achieving Shrinkage and Variable Selection"
	2011	University of Chicago (USA), Booth School of Business, Econometrics and Statistics Colloquium, April 26, 2011 - Talk "Parsimonious Bayesian Factor Analysis when the Number of Factors is Unknown"
	2010	Felix Klein Center for Mathematics and Fraunhofer Institute for Industrial Mathematics, Kaiserslautern (Germany), September 23, 2010 - Talk "Markov Switching Models - Computerintensive Methods for Their Estimation and Applications in Economics and Finance"
Organization scientific meeting (Conference etc.)
	2015	Second International Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance, Institute for Advanced Studies, Vienna, Austria, May 21-22, 2015 - Member of the Scientific Committee
	2015	ENBIS-15 (European Network for Business and Industrial Statistics), Prague, September 6-10, 2015 - Organizer of the ISBA Invited Paper Session
	2015	Complexity in Economics: Big Data and Parallelization - 6th ESOBE Annual Conference, Study Center Gerzensee, Gerzensee (Switzerland), October 29-30, 2015 - Member of the Programme Committee
	2015	2015 NBER/NSF Time Series Conference, Wirtschaftsuniversität Wien, September 25-26, 2015 - Local Organizer and Scientific Chair
	2014	BAYSM '14 (Second Bayesian Young Statisticians Meeting), Vienna University of Economics and Business, September 18-19, 2014 - Conference Chair
	2013-2014	Ulmer Stochastik-Tage 2014 (11th German Probability and Statistics Days), March 4 - 7, 2014, University Ulm, Ulm, Germany - Co-Organizer of Section on Computational Statistics and Data Analysis
	2013	Stochastics, Economics and Architecture, Opening Conference of the Institute for Statistics and Mathematics on the New WU Campus, November 22, 2013, WU Wirtschaftsuniversität Wien - Local Organizer and Scientific Chair
	2013-2014	ISBA 2014, 12th World Meeting of the International Society for Bayesian Analysis, Cancun, Mexico, July 15-18, 2014 - Member of the Programme Committee
	2013	First International Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance, Institute of Advanced Studies, Vienna, Austria, May 2-4, 2013 - Member of the Programme Committee
	2013	First EFaB (Economics, Finance, and Business) Workshop, Duke School of Business, Duke University, USA, December 15-17, 2013 - Member of the Programme Committee
	2012	ESOBE 2012 (European Seminar on Bayesian Econometrics), November 1-2, 2012, WU Wirtschaftsuniversität Wien - Local Organizer and Scientific Chair
	2012	Biannual Workshop of the National Research Networks (NFN), Austrian Center of Labour Economics and the Analysis of the Welfare State, February 27-28, 2012, WU Wirtschaftsuniversität Wien - Local Organizer
	2008	Statistic in the Life Sciences, Ludwig-Maximilians-Universität München, Germany, March 10-13, 2008 - Member of the Programme Committee
	2008	ISBA 2008, 9th World Meeting of the International Society of Bayesian Analysis, Hamilton Islands, Australia, July 21-25, 2008 - Member of the Programme Committee
	2008	First Workshop of the ERCIM Working Group on Computing and Statistics, Neuchatel, Switzerland, June 19-21, 2008 - Member of the Programme Committee
	2005	Conference on Bayesian Applications and Methods in Marketing, September 19 - 21, 2005, Johannes Kepler University Linz - Local Organizer and Scientific Chair
	2003	Workshop on Econometric Time Series Analysis, September 29 - October 1, 2003, Johannes Kepler University Linz - Local Organizer and Scientific Co-Chair
	2001	Meeting on Levy Processes, Stochastic Volatility, and Shot Noise Processes, Vienna University of Technology, May 22-23, 2001 - Local Organizer and Scientific Co-Chair
	2000	Symposium on Stochastic Volatility and Levy Processes, WU Wirtschaftsuniversität Wien, September 25, 2000 - Local Organizer and Scientific Co-Chair
Position in administration
	2016-2018	Arbeitskreis für Gleichbehandlungsfragen, Wirtschaftsuniversität Wien - Alternate Member
	2016-2020	Doktorats- und PhD-Programme, Wirtschaftsuniversität Wien - Program Director
	2014-2017	Institut für Statistik und Mathematik, Wirtschaftsuniversität Wien - Institute Chair
	2014-2015	Department of Finance, Accounting and Statistics, Wirtschaftsuniversität Wien - Deputy Department Chair
	2013-2016	Senat, Wirtschaftsuniversität Wien - Member
	2013-2015	Arbeitskreis für Gleichbehandlungsfragen, Wirtschaftsuniversität Wien - Hauptmitglied
	2013	Arbeitsgruppe 2020 "Berufsbild der Professor/inn/en", Wirtschaftsuniversität Wien - Member
	2012-2013	Institut für Statistik und Mathematik, Wirtschaftsuniversität Wien - Deputy Institute Chair
	2012	Doktoratskomitee Paul Hofmarcher, "Advanced regression Methods in Finance and Economics: Three Essays", Wirtschaftsuniversität Wien - Member
	2012	Dissertation ,"Generalized Factorization Models from a Machine Learning Perspective" von Mag. Christoph Freudenthaler; Fachbereich Mathematik, Naturwissenschaften, Wirtschaft und Informatik, Universität Hildesheim - Externe Gutachterin und Mitglied des Doktoratskomitees
	2012	Dissertation "State Space Models and Stochastic Volatility" von Shirley Miller; Faculté des Arts et des Sciences, Université de Montréal - Externe Gutachterin
	2011-2012	Doktoratskomitee Regina Fuchs, "The role of education in demographic transition: A multilevel analysis in developing countries", Wirtschaftsuniversität Wien - Member
	2007-2011	Studienkommission Doktoratsstudium SOWI, Johannes Kepler Universität Linz - Member
	2007-2011	Schiedskommission, Johannes Kepler Universität Linz - Chair
	2006-2011	Fakultätsversammlung der sozial- und wirtschaftswissenschaftlichen Fakultät, Johannes Kepler Universität Linz - Member
	2005-2011	Fellowship Kommission, Johannes Kepler Universität Linz - Member
	2004-2011	Studienkommission Statistik, Johannes Kepler Universität Linz - Member
Academic advisor
	since 2012	University of Missouri, St. Louis, USA - Academic advisor
	since 2012	Babson College, USA - Academic advisor
Other scientific activities
	since 2012	VGSF (Vienna Graduate School of Finance) - Associated Faculty Member
	2012	Statistische Woche 2012 (Annual Meeting of the Austrian Statistical Society and the German Statistical Society), September 18 - 21, 2012, Technische Universität Wien, Vienna, Austria - Co-Organizer of the Section on Bayesian Modelling
	2012	ISBA 2012, 11th World Meeting of the International Society of Bayesian Analysis, June 23-28, 2012, Kyoto, Japan - Organizer of a Topic Contributed Paper Session on Applied Bayesian Econometrics
	2009	ROES Seminar 2009, Johannes Kepler University Linz, Austria, September 14-17, 2009 - Organizer of a Session on Bayes-Statistics
	1999	52nd Session of the ISI (International Statistical Institute), Helsinki, Finnland, August 10-18, 1999 - Organizer of an Invited Paper Session on State Space Modelling and Kalman-Filter Methods

Publications

Book (monograph)

2006

Frühwirth-Schnatter, Sylvia. 2006. Finite Mixture and Markov Switching Models. New York: Springer Verlag.

(Details)

Journal article

2019	Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2019. Achieving shrinkage in a time-varying parameter model framework. Journal of Econometrics. 210 (1), 75-97.	(Details)
	Kaufmann, Sylvia, Frühwirth-Schnatter, Sylvia, van Dijk, Herman. 2019. Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective. Journal of Econometrics. 210 (1), 1-3.	(Details)
	Frühwirth-Schnatter, Sylvia, Malsiner-Walli, Gertraud. 2019. From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. Advances in Data Analysis and Classification. 13 (1), 33-64	(Details)
	Frühwirth-Schnatter, Sylvia. 2019. Keeping the balance—Bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models. Brazilian Journal of Probability and Statistics. 33 (4), 706-733.	(Details)
	Frühwirth-Schnatter, Sylvia, Ingrassia, Salvatore, Mayo-Iscar, Agustín. 2019. Special issue on “Advances on model-based clustering and classification”. Preface by the Guest Editors. Advances in Data Analysis and Classification. 13 (1), 1-5.	(Details)
2018	Frühwirth-Schnatter, Sylvia, Pittner, Stefan, Weber, Andrea, Winter-Ebmer, Rudolf. 2018. Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering. Annals of Applied Statistics. 12 (3), 1796-1830.	(Details)
	Frühwirth-Schnatter, Sylvia, Grün, Bettina, Malsiner-Walli, Gertraud. 2018. Discussion of "Bayesian Cluster Analysis: Point Estimation and Credible Balls" by Sara Wade and Zoubin Ghahramani. Bayesian Analysis. 13 (2), 601-603.	(Details)
2017	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2017. Identifying mixtures of mixtures using Bayesian estimation. Journal of Computational and Graphical Statistics, 26 (2), 285-295.	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2017. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. Journal of Computational and Graphical Statistics. 26 (4), 905-917.	(Details)
2016	Jacobi, Liana, Wagner, Helga, Frühwirth-Schnatter, Sylvia. 2016. Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave. Journal of Econometrics 193, 234-250.	(Details)
	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2016. Model-based clustering based on sparse finite Gaussian mixtures. Statistics and Computing 26 (1), 303-324.	(Details)
	Frühwirth-Schnatter, Sylvia, Pamminger, Christoph, Weber, Andrea, Winter-Ebmer, Rudolf. 2016. Mothers' long-run career patterns after first birth. Journal of the Royal Statistical Society: Series A (Statistics in Society) 179 (3), 707-725.	(Details)
	Frühwirth, Rudolf, Eckstein, Korbinian, Frühwirth-Schnatter, Sylvia. 2016. Vertex finding by sparse model-based clustering. Journal of Physics: Conference Series, 762 (1),	(Details)
2014	Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2014. Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Computational Statistics and Data Analysis. 76 408-423.	(Details)
	Conti, Gabriella, Frühwirth-Schnatter, Sylvia, Heckman, James J., Piatek, Rémi. 2014. Bayesian exploratory factor analysis. Journal of Econometrics 183 (1), 31-57.	(Details)
2013	Fussl, Agnes, Frühwirth-Schnatter, Sylvia, Frühwirth, Rudolf. 2013. Efficient MCMC for binomial logit models. ACM Transactions on Modelling and Computer Simulation 22 (3), 1-21.	(Details)
2012	Nakajima, Jouchi, Kunihama, Tsuyoshi, Omori, Yasuhiro, Frühwirth-Schnatter, Sylvia. 2012. Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. Computational Statistics & Data Analysis 56 (11): 3241-3259.	(Details)
	Reichl, Johannes, Frühwirth-Schnatter, Sylvia. 2012. A censored random coefficients model for the detection of zero willingness to pay. Quantitative Marketing and Economics (QME). 10 259-281.	(Details)
	Frühwirth-Schnatter, Sylvia, Frühwirth, Rudolf. 2012. Bayesian Inference in the Multinomial Logit Model. Austrian Journal of Statistics. 41 27-43.	(Details)
	Frühwirth-Schnatter, Sylvia, Pamminger, Christoph, Weber, Andrea, Winter-Ebmer, Rudolf. 2012. Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering. Journal of Applied Econometrics. 27 (7), 1116-1137.	(Details)
2011	Frühwirth-Schnatter, Sylvia. 2011. Panel data analysis: a survey on model-based clustering of time series. Advances in Data Analysis and Classification 5 (4): 251-280.	(Details)
2010	Frühwirth-Schnatter, Sylvia, Pyne, Saumyadipta. 2010. Bayesian Inference for Finite Mixtures of Univariate and Multivariate Skew Normal and Skew-t Distributions. Biostatistics 11 317-336.	(Details)
	Hahn, Markus, Frühwirth-Schnatter, Sylvia, Sass, Jörn. 2010. Markov chain Monte Carlo methods for parameter estimation in multidimensional continuous time Markov switching models. Journal of Financial Econometrics 8 88-121.	(Details)
	Pamminger, Christoph, Frühwirth-Schnatter, Sylvia. 2010. Model-based clustering of categorical time series. Bayesian Analysis. 5 (2), 345-368.	(Details)
	Frühwirth-Schnatter, Sylvia, Wagner, Helga. 2010. Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. Journal of Econometrics, 154, 85-100.	(Details)
2009	Hahn, Markus, Frühwirth-Schnatter, Sylvia, Sass, Jörn. 2009. Estimating models based on Markov jump processes given fragmented observation series. Advances in Statistical Analysis 93 403-425.	(Details)
	Frühwirth-Schnatter, Sylvia, Frühwirth, Rudolf, Held, Leonhard, Rue, Håvard. 2009. Improved Auxiliary Mixture Sampling for Hierarchical Models of Non-Gaussian Data. Statistics and Computing 19 479-492.	(Details)
	Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2009. Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma laws. Annals of the Institute of Statistical Mathematics 61 159-179.	(Details)
2008	Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2008. Bayesian Estimation of the Heston Stochastic Volatility Model. Communications in Dependability and Quality Management 11 5-25.	(Details)
	Frühwirth-Schnatter, Sylvia, Wagner, Helga. 2008. Marginal likelihoods for non- Gaussian models using auxiliary mixture sampling. Computational Statistics & Data Analysis 52 4608-4624.	(Details)
	Frühwirth-Schnatter, Sylvia, Kaufmann, Sylvia. 2008. Model-based clustering of multiple time series. Journal of Business and Economic Statistics 26 (1): 78-89.	(Details)
	Miazhynskaia, Tatiana, Frühwirth-Schnatter, Sylvia, Dorffner, Georg. 2008. Neural network models for conditional distribution under Bayesian analysis. Neural Computation 20 (2): 504-522.	(Details)
	Frühwirth-Schnatter, Sylvia, Tüchler, Regina. 2008. Bayesian parsimonious covariance estimation for hierarchical linear mixed models. Statistics and Computing 18 (1): 1-13.	(Details)
2007	Frühwirth-Schnatter, Sylvia, Frühwirth, Rudolf. 2007. Auxiliary mixture sampling with applications to logistic models. Computational Statistics & Data Analysis 51 (7): 3509-3528.	(Details)
2006	Frühwirth-Schnatter, Sylvia, Wagner, Helga. 2006. Auxiliary mixture sampling for parameter-driven models of time series of small counts with applications to state space modelling. Biometrika 93 (4): 827-841.	(Details)
	Miazhynskaia, Tatiana, Frühwirth-Schnatter, Sylvia, Dorffner, Georg. 2006. Bayesian testing for non-linearity in volatility modeling. Computational Statistics & Data Analysis 51 (3): 2029-2042.	(Details)
	Frühwirth-Schnatter, Sylvia, Kaufmann, Sylvia. 2006. How do changes in monetary policy affect bank lending? An analysis of Austrian bank data. Journal of Applied Econometrics 21 (3): 275-305.	(Details)
2005	Frühwirth-Schnatter, Sylvia, Wagner, Helga. 2005. Data augmentation and Gibbs sampling for regression models of small counts. Student 5 207-220.	(Details)
2004	Frühwirth-Schnatter, Sylvia, Tüchler, Regina, Otter, Thomas. 2004. Bayesian analysis of the heterogeneity model. Journal of Business and Economic Statistics 22 (1): 2-15.	(Details)
	Otter, Thomas, Tüchler, Regina, Frühwirth-Schnatter, Sylvia. 2004. Capturing consumer heterogeneity in metric conjoint analysis using Bayesian mixture models. International Journal of Research in Marketing 21 (3): 285-297.	(Details)
	Frühwirth-Schnatter, Sylvia. 2004. Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques. Econometrics Journal. 7 143-167.	(Details)
2002	Kaufmann, Sylvia, Frühwirth-Schnatter, Sylvia. 2002. Bayesian analysis of switching ARCH-models. Journal of Time Series Analysis 23 (4): 425-458.	(Details)
2001	Frühwirth-Schnatter, Sylvia. 2001. Fully Bayesian analysis of switching Gaussian state space models. Annals of the Institute of Statistical Mathematics 53, 31-49.	(Details)
	Frühwirth-Schnatter, Sylvia. 2001. Markov chain Monte Carlo estimation of classical and dynamic switching and mixture Models. Journal of the American Statistical Association 96 194-209.	(Details)
1998	Frühwirth, Rudolf, Frühwirth-Schnatter, Sylvia. 1998. On the treatment of energy loss in track fitting. Computer Physics Communications. 110 80-86.	(Details)
1996	Frühwirth-Schnatter, Sylvia. 1996. Recursive residuals and model diagnostics for normal and nonnormal state space models. Environmental and Ecological Statistics. 3 291-309.	(Details)
1995	Frühwirth-Schnatter, Sylvia. 1995. Bayesian model discrimination and Bayes factorsfor linear Gaussian state space models. Journal of the Royal Statistical Society: Series B (Statistical Methodology). 57 237-246.	(Details)
1994	Whittaker, Joe, Frühwirth-Schnatter, Sylvia. 1994. A dynamic change-point model for detecting the onset of growth of bacteriological infections. Journal of the Royal Statistical Society: Series C (Applied Statistics). 43 (4), 625-640.	(Details)
	Frühwirth-Schnatter, Sylvia. 1994. Applied state space modelling of non-Gaussian timeseries using integration-based Kalman filtering. Statistics and Computing. 4 259-269.	(Details)
	Frühwirth-Schnatter, Sylvia. 1994. Data augmentation and dynamic linear models. Journal of Time Series Analysis. 15 183-202.	(Details)
1993	Frühwirth-Schnatter, Sylvia. 1993. On fuzzy Bayesian inference. Fuzzy Sets and Systems 60 41-58.	(Details)
1992	Frühwirth-Schnatter, Sylvia. 1992. Integration-based Kalman filtering for a dynamic generalized linear trend model. Computational Statistics & Data Analysis 13 447-459.	(Details)
	Frühwirth-Schnatter, Sylvia. 1992. On statistical inference for fuzzy data with applications to descriptive statistics. Fuzzy Sets and Systems 50 143-166.	(Details)
1991	Frühwirth-Schnatter, Sylvia. 1991. On the propagation of fuzziness of data. Environmetrics 2 241-251.	(Details)

Chapter in edited volume

2019	Gormley, Isobel Claire, Frühwirth-Schnatter, Sylvia. 2019. Mixture of experts models. In: Handbook of Mixture Analysis, Hrsg. Sylvia Frühwirth-Schnatter, Gilles Celeux and Christian P. Robert, 271-307. Oxford: CRC Press.	(Details)
	Celeux, Gilles, Frühwirth-Schnatter, Sylvia, Robert, Christian P. 2019. Model Selection for Mixture Models - Perspectives and Strategies. In: Handbook of Mixture Analysis, Hrsg. Sylvia Frühwirth-Schnatter, Gilles Celeux and Christian P. Robert, 117-154. Oxford: CRC Press.	(Details)
2012	Frühwirth-Schnatter, Sylvia, Reitberger, Rudolf. 2012. Skalierbarkeit der Tests. In: PISA 2009. Nationale Zusatzanalysen für Österreich, Hrsg. Eder, F., 551-559. Münster: Waxmann.	(Details)
2011	Frühwirth-Schnatter, Sylvia, Wagner, Helga. 2011. Bayesian variable selection for random intercept modeling of Gaussian and non-Gaussian data. In: Bayesian Statistics 9, Hrsg. J.M. Bernardo, M.J. Bayarri, J.O. Berger, A.P. Dawid, D. Heckerman, A.F.M. Smith, M. West, 165-200. Oxford: Oxford University Press.	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Dealing with label switching under model uncertainty. In: Mixture estimation and applications, Hrsg. K. Mengersen, C.P. Robert, D. Titterington, 193-218. Chichester: Wiley.	(Details)
2010	Frühwirth-Schnatter, Sylvia, Frühwirth, Rudolf. 2010. Data augmentation and MCMC for binary and multinomial logit models. In: Statistical Modelling and Regression Structures - Festschrift in Honour of Ludwig Fahrmeir, Hrsg. T. Kneib, G. Tutz, 111-132. Heidelberg: Physica-Verlag.	(Details)
2005	Frühwirth-Schnatter, Sylvia, Tüchler, Regina, Otter, Thomas. 2005. Capturing unobserved consumer heterogeneity using the Bayesian heterogeneity model. In: Adaptive Information Systems and Modelling in Economics and Management Science, Hrsg. A. Taudes, 57-70. Wien: Springer.	(Details)
	Miazhynskaia, Tatiana, Dockner, Engelbert, Frühwirth-Schnatter, Sylvia, Dorffner, Georg. 2005. Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management. In: Adaptive Information Systems and Modelling in Economics and Management Science, Hrsg. A.Taudes, 73-98. Wien: Springer Verlag.	(Details)
2004	Frühwirth-Schnatter, Sylvia. 2004. Efficient Bayesian parameter estimation for state space models based on reparameterizations. In: State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin, Hrsg. A. Harvey, S.J. Koopman, N. Shephard, 123-151. Cambridge: Cambridge University Press.	(Details)
1991	Frühwirth-Schnatter, Sylvia. 1991. Monitoring von ökologischen und biometrischen Prozessen mit statistischen Filtern. In: Multivariate Modelle - neue Ansätze für biometrische Anwendungen, Hrsg. G.U.H. Seeber, Ch.E. Minder, 89-122. Heidelberg: Springer Verlag.	(Details)
1988	Frühwirth-Schnatter, Sylvia. 1988. Bayesian forecasting of time series by Gaussian sum approximations. In: Bayesian Statistics 3, Hrsg. J.M. Bernardo, M.H. DeGroot, D.V. Lindley, A.F.M. Smith, 757-764. Oxford: Clarendon Press.	(Details)

Edited book (editorship)

2019	Frühwirth-Schnatter, Sylvia, Celeux, Gilles, Robert, Christian P. Hrsg. 2019. Handbook of Mixture Analysis. Oxford: CRC Press.	(Details)
2015	Frühwirth-Schnatter, Sylvia, Bitto-Nemling, Angela, Kastner, Gregor, Posekany, Alexandra, Hrsg. 2015. Bayesian Statistics from Methods to Models and Applications - Research from BAYSM 2014. Switzerland: Springer International Publishing.	(Details)

Contribution to conference proceedings

2015	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2015. Achieving shrinkage in the time-varying parameter models framework. In Proceedings of the 30th International Workshop on Statistical Modelling, Volume 2, Hrsg. Herwig Friedl, Helga Wagner, S. 43-46. Linz: None.	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Dynamic covariance estimation using sparse Bayesian factor stochastic volatility models. In Proceedings of the 30th International Workshop on Statistical Modelling, Volume 2, Hrsg. Herwig Friedl, Helga Wagner, S. 139-142. Linz: None.	(Details)
	Frühwirth-Schnatter, Sylvia, Posekany, Alexandra. 2015. Merging parallel MCMC output with yin-yang sampling. In Proceedings of the 30th International Workshop on Statistical Modelling, Volume 1, Hrsg. Herwig Friedl, Helga Wagner, S. 175-180. Linz: None.	(Details)
	Frühwirth-Schnatter, Sylvia. 2015. Recent advances in sparse Bayesian factor analysis. In Proceedings of the 30th International Workshop on Statistical Modelling, Volume 1, Hrsg. Herwig Friedl, Helga Wagner, S. 35-50. Linz: None.	(Details)
2014	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2014. Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models. In The Contribution of Young Researchers to Bayesian Statistics, Proceedings of BAYSM2013, Springer Proceedings in Mathematics & Statistics, Vol. 63, Hrsg. Ettore Lanzarone and Francesca Ieva, 181-185. Switzerland: Springer.	(Details)
2011	Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2011. Improving efficiency of Bayesian stochastic volatility estimation by non-centering and interweaving. In Proceedings of the 17th European Young Statisticians Meeting (EYSM), Hrsg. Paulo C. Rodrigues, Miguel de Carvalho, 131-135. Lisboa, Portugal: Faculdade de Ciências e Tecnologia Universidade Nova de Lisboa.	(Details)
2007	Wagner, Helga, Tüchler, Regina, Frühwirth-Schnatter, Sylvia. 2007. Auxiliary Mixture Sampling for Non-normal data. In Proceedings of the 22nd International Workshop on Statistical Modelling (IWSM), Hrsg. Joan del Castillo, Anna Espinal, Pere Puig, 591-596. Barcelona, Spanien:	(Details)
2003	Tüchler, Regina, Frühwirth-Schnatter, Sylvia. 2003. Bayesian parsimonious estimation of observed and unobserved heterogeneity. In Proceedings of the 18th International Workshop on Statistical Modelling, Hrsg. G. Verbeeke, G. Molenberghs, M. Aerts, S. Fieuws, 427-431. Leuwen, Belgium:	(Details)
2002	Otter, Thomas, Tüchler, Regina, Frühwirth-Schnatter, Sylvia. 2002. Bayesian latent class metric conjoint analysis - A case study from the Austrian mineral water market. In Exploratory Data Analysis in Empirical Research. Proceedings of the 25th Annual Conference of the Gesellschaft für Klassifikation, Hrsg. O. Opitz, M. Schwaiger, 157-169. Heidelberg: Springer Verlag.	(Details)
	Tüchler, Regina, Frühwirth-Schnatter, Sylvia, Otter, Thomas. 2002. The heterogeneity model and its special cases - an illustrative comparison. In Statistical Modelling in Society. Proceedings of the Seventeenth International Workshop on Statistical Modelling, Hrsg. M. Stasinopoulos, G. Touloumi, 637-644. Chania, Greece:	(Details)
1999	Frühwirth-Schnatter, Sylvia, Otter, Thomas. 1999. Conjoint analysis using mixed effect models. In Statistical Modelling. Proceedings of the Fourteenth International Workshop on Statistical Modelling, Hrsg. H. Friedl, A. Berghold, G. Kauermann, 181-191. Graz:	(Details)
1992	Frühwirth-Schnatter, Sylvia. 1992. Approximate predictive integrals for dynamic generalized linear models. In Advances in GLIM and Statistical Modelling. Lecture Notes in Statistics 78, Hrsg. L. Fahrmeir, B. Francis, R. Gilchrist, G. Tutz, 101-106. New York: Springer Verlag.	(Details)
1990	Frühwirth-Schnatter, Sylvia. 1990. Linear dynamic systems and fuzzy data. In Cybernetics and Systems '90, Hrsg. R. Trappl, 147-154. New Jersey: World Scientific.	(Details)
1987	Frühwirth-Schnatter, Sylvia, Gutknecht, Dieter, Kirnbauer, Robert. 1987. A Bayesian approach to estimating the parameters of a hydrological forecasting system. In Probability and Bayesian Statistics, Hrsg. R. Viertl, 415-422. New York: Plenum Press.	(Details)
	Kirnbauer, Robert, Frühwirth-Schnatter, Sylvia, Gutknecht, Dieter. 1987. Bayesian estimation of design floods under regional and subjective prior information. In Probability and Bayesian Statistics, Hrsg. R. Viertl, 285-294. New York: Plenum Press.	(Details)

Paper presented at an academic conference or symposium

2019	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2019. Bayesianische Modellierung von Mischmodellen angewandt auf medizinische Fragestellungen. Wiener Biometrische Sektion (WBS) Seminar 2019, Wien, Österreich, 22.02.	(Details)
	Frühwirth-Schnatter, Sylvia. 2019. Model Selection for Mixture Models - Perspectives and Strategies. 26th Summer Session of the Working Group on Model-based Clustering, WU Wirtschaftsuniversität Wien, Vienna, Österreich, 14.07.-20.07. Invited Talk	(Details)
	Malsiner-Walli, Gertraud, Grün, Bettina, Frühwirth-Schnatter, Sylvia. 2019. Shrinkage Priors for the Bayesian Latent Class Model. Working Group on Model-Based Clustering Sommer Session 2019, WU Wien, Österreich, 18.07.	(Details)
	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2019. Telescoping mixtures - Learning the number of components and data clusters in Bayesian mixture analysis. Statistics5@Aegina, Aegina, Griechenland, 06.09.-08.09.	(Details)
	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2019. Telescoping mixtures - Learning the number of components and data clusters in Bayesian mixture analysis. 16th Conference of the International Federation of Classification Societies, Thessaloniki, Griechenland, 26.08.-29.08.	(Details)
2018	Frühwirth-Schnatter, Sylvia. 2018. Big Data in Microeconometrics - Case studies from the Austrian Labour market. Symposium Big Data and Data Science for Learning in the Digital World, GADEA Science Foundation, Madrid, Spanien, 4.06.-5.06. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2018. Flexible Econometric Modelling in Big Data Applications. Prae-ISBA Workshop on Bayesian Econometrics, Edinburgh, Großbritannien, 24.06.-24.06.2018. Invited Talk	(Details)
	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. Statistische Woche, Linz, Österreich, 11.09.-14.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 2018. Model-based clustering of time series. Workshop on Advances in Clustering Big Data, Università degli Studi di Catania, Catania, Italien, 25.05.-25.05. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2018. Recent Advances in Sparse Bayesian Factor Analysis. SMBD 2018 (Statistical Methods for Big Data), Universidad Carlos III, Madrid, Spanien, 07.06.-08.06. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2018. Recent Advances in Sparse Bayesian Factor Analysis. 2018 IMS Annual Meeting on Probability and Statistics/12th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Litauen, 02.07.-06.07. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2018. Sparse Finite Mixtures for Model-based Clustering. XIV EBEB - Brazilian Meeting on Bayesian Statistics, IMPA, Rio de Janeiro, Brazil, 05.03.-09.03. Invited Talk	(Details)
	Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2018. Time Varying Parameter Mixture Model. Computational Statistics and Molecular Simulation: A Practical Cross-Fertilization, BIRS-CMO, Mexico, 11.11.-16.11. Invited Talk	(Details)
2017	Frühwirth-Schnatter, Sylvia. 2017. Data Mining through Markov chain mixtures with applications in labor economics and marketing. 8th ESOBE Annual Conference, Maastricht University, School of Economics and Business, Maastricht, Niederlande, 26.10.-27.10.	(Details)
	Frühwirth-Schnatter, Sylvia. 2017. Dynamic covariance estimation using sparsity priors within a Bayesian framework. 11th Annual RCEA Bayesian Econometric Workshop, The University of Melbourne (Australia), Melbourne, Australia, 03.07.-04.07. Invited Talk	(Details)
	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2017. Inferring components and clusters in Bayesian finite mixture modelling. Working Group on Computational and Methodological Statistics (ERCIM), Senate House, University of London, UK, Großbritannien, 16.12.2017.	(Details)
	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2017. Inferring components and clusters in Bayesian finite mixture modelling. Statistics4@Florence, Florenz, Italien, 05.07.2017.	(Details)
2016	Frühwirth-Schnatter, Sylvia. 2016. Achieving Shrinkage in a Time-Varying Parameter Model Framework. Workshop on Forecasting in Finance and Macroeconomics, Free University of Bozen/Bolzano, Bozen, Italien, 12.09. Invited Talk	(Details)
	Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2016. Achieving Shrinkage in a Time-Varying Parameter Model Framework. Workshop on Forecasting, National Bank of Poland, Warschau, Poland, 21.11.-22.11. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2016. Bayesian inference in time-varying parameter models. NBP Workshop on Forecasting, National Bank of Poland, Warshaw, Polen, 21.11.-22.11. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2016. Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave. 7th ESOBE Annual Conference, University Ca' Foscari, Venezia, Italien, 27.10.-28.10.	(Details)
	Frühwirth-Schnatter, Sylvia. 2016. Dynamic covariance estimation using sparsity priors within a Bayesian framework. 2016 NBER-NSF Time Series Conference, Columbia University, New York, Vereinigte Staaten/USA, 16.09.-17.09. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2016. Recent advances for Sparse Finite Mixtures. Workshop of the Working Group on Model-Based Clustering, Paris, Frankreich, 18.07.-22.07. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2016. Recent advances for Sparse Finite Mixtures. Model-Based Clustering Workshop, Catania, Italien, 05.09.-07.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 2016. Sparse Bayesian Factor Analysis. 10th International Conference on Computational and Financial Econometrics (CFE 2016), University of Sevilla, Sevilla, Spanien, 09.12.-11.12. Invited Talk	(Details)
	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina, Wagner, Helga, Pauger, Daniela. 2016. Sparse finite mixture modelling. Research seminar, Innsbruck, Österreich, 03.11.	(Details)
2015	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. International Work-Conference on Time Series Analysis (ITISE 2015), Granada, Spanien, 01.07.-03.07.	(Details)
	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2015. Achieving shrinkage in the time-varying parameter models framework. 3rd WU-Workshop in Applied Econometrics (WUWAETRIX), WU Vienna University of Economics and Business, Österreich, 28.05.	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 2nd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, IHS Wien, Österreich, 21.05-22.05.	(Details)
	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2015. Achieving shrinkage in the time-varying parameter models framework. 19th Young Statisticians Meeting YSM19, Basovizza, Italien, 18.09-19.09. Invited Talk	(Details)
	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2015. Achieving shrinkage in the time-varying parameter models framework. 9th CSDA International Conference on Computational and Financial Econometrics (CFE 2015) , London, United Kingdom, 12.12-14.12. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2015. Bayesian Model-based Clustering. Workshop Connecting the Dots 2015, University of California, Berkeley, Vereinigte Staaten/USA, 09.02.-11.02. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2015. Dynamic covariance estimation using sparse stochastic volatility factor models. 9th Workshop on Bayesian Inference in Stochastic Processes, Istanbul, Türkei, 14.06.-16.06. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2015. Flexible Modeling Based on Sparse Finite Mixtures. Complexity in Economics: Big Data and Parallelization - 6th ESOBE Annual Conference, Study Center Gerzensee, Gerzensee, Schweiz, 29.10-30.10. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2015. Flexible Statistical Modeling Based on Sparse Finite Mixtures. ENBIS-15 (European Network for Business and Industrial Statistics), Prag, Tschechische Republik, 06.09.-10.09. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2015. Recent Advances in Sparse Bayesian Factor Analysis. 30th International Workshop on Statistical Modelling, Linz, Österreich, 06.07.-10.07. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2015. Recent Advances in Sparse Bayesian Factor Analysis. Autumn Meeting on Latent Gaussian Models 2015, NTNU (Norwegian University of Science and Technology), Trondheim, Norwegen, 17.09.-18.09. Invited Talk	(Details)
	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2015. Shrinkage in the Time-Varying Parameter Framework. 15th Annual Conference of the European Network for Business and Industrial Statistics (ENBIS-15), Prag, Czech Republic, 06.09-10.09. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2015. Sparse Bayesian Treatment Effects Models for Panel Outcomes. Econometric Workshop 2015, Erasmus University Rotterdam, Rotterdam, Niederlande, 19.06.-19.06. Invited Talk	(Details)
2014	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2014. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 11th German Probability and Statistics Days, Ulm University, Deutschland, 04.03.-07.03.	(Details)
	Frühwirth-Schnatter, Sylvia. 2014. Bayesian Inference in Applied Econometrics. ISBA 2014 (International Society for Bayesian Analysis World Meeting), Cancún Convention Center, Mexiko, 14.07.-18.07. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2014. Flexible Statistical Modeling Based on Sparse Finite Mixtures. Working Group on Model-based Clustering Summer Session 2014, University College Dublin, Irland, 20.07.-26.07. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2014. Flexible Statistical Modeling Based on Sparse Finite Mixtures. Workshop on Model-based Clustering and Classification (MBC2), Università di Catania, Italien, 03.09.-05.09. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2014. Merging parallel MCMC output. Advanced in Scalable Bayesian Computation, BIRS (Banff International Research Station for Mathematical Innovation and Discovery), Banff, Kanada, 03.03.-07.03. Invited Talk	(Details)
	Pittner, Stefan, Frühwirth-Schnatter, Sylvia. 2014. Probabilistic Clustering of Panel Time Series Using a Time-Inhomogenous Model Built Around Markov Chains. 14th Annual Conference of European Network for Business and Industrial Statistics, Linz, Österreich, 21.09.-25.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 2014. Sparse Bayesian Factor Analysis. European Seminar in Bayesian Econometrics (ESOBE) 2014, ESSEC Business School, La Defence Campus, Paris, Frankreich, 06.11.-07.11. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2014. Time-Varying Parameter Models - Achieving Shrinkage and Variable Selection. 2014 NBER-NSF Time Series Conference, Federal Reserve Bank of St. Louis, Vereinigte Staaten/USA, 26.09.-27.09. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2014. Time-Varying Parameter Models - Efficient Bayesian Estimation using Shrinkage Priors. Workshop on Empirical Methods in Macroeconomic Policy Analysis (EMMPA 2014), University of Bucharest and RIMIR (Romanian Institute for Market Intelligence Research), Bucharest, Rumänien, 12.05-13.05. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia, Posekany, Alexandra. 2014. Uniting parallel MCMC results for horizontally partitioned data. Ulmer Stochastik Tage, Ulm, Deutschland, 04.03-07.03.	(Details)
	Frühwirth-Schnatter, Sylvia, Posekany, Alexandra. 2014. Yin Yang sampling. ERCIM 2014, Pisa, Italien, 05.12-08.12. Invited Talk	(Details)
	Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2014. Achieving Shrinkage in the Time-Varying Parameter Models Framework. 12th ISBA World Meeting, Cancún, Mexico, 14.07.-18.07. Invited Talk	(Details)
2013	Frühwirth-Schnatter, Sylvia. 2013. Flexible Statistical Modeling Based on Sparse Finite Mixtures. 45e Journées de Statistique (45th Annual Meeting of the French Statistical Society), Toulouse, Frankreich, 27.05.-31.05. Invited Talk	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 7th CSDA International Conference on Computational and Financial Econometrics (CFE13), Senate House, University of London, Großbritannien, 14.12.-16.12. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2013. Time-Varying Parameter Models - Achieving Shrinkage and Variable Selection. 7th Rimini Bayesian Econometrics Workshop, Rimini Center for Economic Analysis (University of Bologna), Rimini, Italien, 25.06.-26.06. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2013. Time-Varying Parameter Models - Achieving Shrinkage and Variable Selection. First EFaB (Economics, Finance, and Business) Workshop, Duke School of Business, Duke University, Durham, Vereinigte Staaten/USA, 15.12.-17.12. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2013. Time-Varying Parameter Models - Achieving Shrinkage and Variable Selection. 6th Trondheim Symposium in Statistics, Selbu, Norwegen, 18.10.-19.10. Invited Talk	(Details)
	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2013. Time-Varying Parameter Models -Achieving Shrinkage and Variable Selection. 1st Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance 2013, Wien, Österreich, 02.05-04.05.	(Details)
	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2013. Time-Varying Parameter Models -Achieving Shrinkage and Variable Selection. Bayesian Young Statisticians Meeting 2013, Mailand, Italien, 05.06-06.06.	(Details)
	Posekany, Alexandra, Frühwirth-Schnatter, Sylvia, Halla, Martin, Pruckner, Gerald, Schober, Thomas. 2013. Applying standard and semiparametric Bayesian {IV} on health economic data. Bayesian Young Statisticians Meeting 2013, Milano, Italien, 05.06-06.06..	(Details)
	Frühwirth-Schnatter, Sylvia, Pittner, Stefan, Weber, Andrea, Winter-Ebmer, Rudolf. 2013. Capturing the Treatment Effect of Bankruptcy on Employment Profiles Through Model-Based Clustering. Meeting of the National Research Network "The Austrian Center for Labor Economics and the Analysis of the Welfare State", Innsbruck, Österreich, 12.09.-13.09..	(Details)
	Frühwirth-Schnatter, Sylvia, Pittner, Stefan, Weber, Andrea, Winter-Ebmer, Rudolf. 2013. Development of Employment Status After Bankruptcy: Model-Based Clustering Using a Mixture of Time-Inhomogeneous Markov Chains. 1st Workshop in Applied Econometrics, Wien, Österreich, 13.05-13.05.	(Details)
	Frühwirth-Schnatter, Sylvia, Pittner, Stefan, Weber, Andrea, Winter-Ebmer, Rudolf. 2013. Model-Based Clustering for Studying the Impact of Bankruptcy on the Employee's Future. 20th Summer Working Group on Model-Based Clustering, Bologna, Italien, 21.07.-27.07..	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Analysis of Multivariate Financial Time Series via Bayesian Factor Stochastic Volatility Models. y-BIS 2013: Joint Meeting of Young Business and Industrial Statisticians, Mimar Sinan Fine Arts University, Istanbul, Türkei, 19.09.-21.09. Invited Talk	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models. Joint Statistical Meetings, Montréal, Kanada, 03.08.-08.08.	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models. 1st Bayesian Young Statisticians Meeting (BAYSM 2013), Milano, Italien, 05.06.-06.06.	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Dealing with Stochastic Volatility in (Financial) Time Series: A Bayesian Approach. 1st WU-Workshop in Applied Econometrics (WUWAETRIX), WU Vienna University of Economics and Business, Österreich, 13.05.	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. 1st Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance, IHS Wien, Österreich, 02.05.-04.05.	(Details)
2012	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models. 6th CSDA International Conference on Computational and Financial Econometrics (CFE'12), Conference Centre, Oviedo, Spanien, 01.12.-03.12. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2012. Time-Varying Parameter Models - Achieving Shrinkage and Variable Selection. ECARES (European Centre for Advanced Research in Economics and Statistics), Université Libre de Bruxelles, Brüssel, Belgien, 06.12. Invited Talk	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Strategies for Boosting MCMC Estimation of Multivariate Factor Stochastic Volatility (SV) Models. 17th Young Statisticians Meeting, Piran, Slowenien, 12.10.-14.10. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2012. Flexible Econometric Modelling Based on Sparse Finite Mixtures. ISBA 2012, 11th World Meeting of the International Society of Bayesian Analysis, Kyoto, Japan, 23.06.-28.06. Invited Talk	(Details)
2011	Frühwirth-Schnatter, Sylvia. 2011. Bayesian regularization in latent variable models through shrinkage priors. CFE 2011, 5th CSDA International Conference on Computational and Financial Econometrics, Senate House, University of London, Großbritannien, 17.12.-19.12. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Bayesian Treatment Effects Models for Panel Outcomes. European Seminar in Bayesian Econometrics (ESOBE 2011), Brussels, Belgien, 04.11.-05.11. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Bayesian variable selection and sparse regularization for latent variable models. Workshop on Bayesian Inference for Latent Gaussian Models with Applications, University of Zurich, Schweiz, 02.02.-05.02. Invited Talk	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2011. Improving MCMC Efficiency for Bayesian SV Estimation by Non-Centering and Interweaving. 17th European Young Statisticians Meeting, Universidade Nova de Lisboa, Portugal, 05.09.-09.09. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Model-based Clustering of Time Series. Annual Meeting of the IFCS (International Federation of Classification Societies), the GfKl (German Classification Society), and the DAGM (German Society for Pattern Recognition), Frankfurt, Deutschland, 30.08.-02.09. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Stochastic Model Specification Search for Gaussian and Partially Non-Gaussian State Space Models. Inductive Developmental Systems Theory Conference, The Pennsylvania State University, University Park, PA, Vereinigte Staaten/USA, 31.10.-02.11. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Bayesian Variable Selection and Model Identification for Latent Variable Models. Workshop Information Theory and Applications, University of California San Diego, Vereinigte Staaten/USA, 07.02.-11.02. Invited Talk	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2011. Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), Senate House, University of London, Großbritannien, 17.12.-19.12.	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Computational Statistics - How to make complex data analysis feasible. Österreichische Statistische Gesellschaft (Austrian Statistical Society), Wien, Österreich, 06.06.	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Facing plant closure - Who suffers and who doesn't?. Meeting of the National Research Network "The Austrian Center for Labor Economics and the Analysis of the Welfare State", Bressanone, Italien, 12.05.	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Logit, Probit, or Robit? A Unifying Approach Using Scale Mixtures of Probits. Seminar on Bayesian Inference in Econometrics and Statistics, Washington University, St. Louis, Vereinigte Staaten/USA, 29.04.-30.04.	(Details)
	Frühwirth-Schnatter, Sylvia. 2011. Parsimonious Bayesian Factor Analysis when the Number of Factors is Unknown. Booth School of Business, University of Chicago, Econometrics and Statistics Colloquium, Chicago, Vereinigte Staaten/USA, 26.4.	(Details)
2010	Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2010. Efficient Bayesian Inference for Stochastic Volatility Models. 4th CSDA International Conference on Computational and Financial Econometrics (CFE'10), Senate House, University of London, Großbritannien, 10.12.-12.12.	(Details)
	Frühwirth-Schnatter, Sylvia. 2010. Label Switching Under Model Uncertainty. Workshop on Mixture Estimation and Applications, Edinburgh, Großbritannien, 03.03.-05.03. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2010. Logit, Probit, or Robit? - A Unifying Approach Using Location-Scale Mixtures of Probits. European Seminar in Bayesian Econometrics (ESOBE 2010), Econometric Institute, Erasmus University Rotterdam, Niederlande, 05.11.-06.11. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2010. Variable and covariance selection for latent variable models. Valencia 9, International Meeting on Bayesian Statistics, Benidorm, Spanien, 04.06-08.06. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2010. Identifying mixture models under model uncertainty. ERCIM10, 3rd International Conference of the ERCIM WG on Computing and Statistics, Senate House, University of London, Großbritannien, 10.12.-12.12. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2010. Markov Switching Models - Computerintensive Methods for Their Estimation and Applications in Economics and Finance. Felix Klein Center for Mathematics and Fraunhofer Institute for Industrial Mathematics, Kaiserslautern, Deutschland, 23.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 2010. Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. SIRE Econometrics Workshop, Strathclyde University, Glasgow, Großbritannien, 02.03. Invited Talk	(Details)
2009	Frühwirth-Schnatter, Sylvia. 2009. Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models. Workshop Financial Mathematics Meets Econometrics, Hausdorff Center for Mathematics, Bonn, Deutschland, 30.11.-1.12. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. European Research Network Workshop on System Identification, Stift Vorau, Österreich, 30.09.-2.10. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Stochastic Model Specification Search for State Space Models. BISP6, Sixth Workshop on Bayesian Inference in Stochastic Processes, Bressanone, Italien, 18.06.-20.06. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Bayesian Inference for Finite Mixtures of Skew Distributions. Biometrical Seminar, University of Agriculture, Wien, Österreich, 20.03.	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Bayesian Model Selection for Latent Variable Models. Goethe-Universität, Fachbereich Wirtschaftswissenschaften, Frankfurt/Main, Deutschland, 18.11.	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Capturing Unobserved Heterogeneity in Discrete-Valued Panel Data Analysis. Princeton University Press Workshop on Semi-Parametric Bayesian Inference in Econometrics, Econometrics Institute, Rotterdam, Niederlande, 30.05. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Capturing Unobserved Heterogeneity in Dynamic Transition Models. Meeting of the National Research Network "The Austrian Center for Labor Economics and the Analysis of the Welfare State", Johannes Kepler Universität Linz, Linz, Österreich, 30.01.	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Computational Statistics - How to make complex data analysis feasible. Computational Science Colloquium, Johannes Kepler Universität Linz, Linz, Österreich, 25.03.	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Computational Statistics - How to make complex data analysis feasible. Department of Statistics, University of Technology, Graz, Österreich, 14.05.	(Details)
2008	Frühwirth-Schnatter, Sylvia. 2008. Auxiliary Mixture Sampling - Simple MCMC for Non-Gaussian Models. ISBA 2008, 9th World Meeting of the International Society of Bayesian Analysis, Hamilton Island, Australien, 21.07.-25.07. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2008. Bayesian estimation of finite mixtures of univariate and multivariate skew-normal and skew-t distributions. First Workshop of the ERCIM Working Group on Computing and Statistics, Neuchâtel, Schweiz, 19.06.-21.06. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2008. Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. Workshop on Modelling and Forecasting Economic and Financial Time Series with State Space Models, Sveriges Riksbank, Stockholm, Schweden, 17.10.-18.10. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2008. Bayesian Variable Selection Problems for State Space and Other Latent Variable Models. Einaudi Institute for Economics and Finance (EIEF), Rom, Italien, 04.12.	(Details)
	Frühwirth-Schnatter, Sylvia. 2008. Bayesian Variable Selection Problems for State Space and Other Latent Variable Models. Center for Research in Statistical Methods (CRiSM), University of Warwick, Warwick, Großbritannien, 12.11.	(Details)
	Frühwirth-Schnatter, Sylvia. 2008. Model Selection Problems for Time Series - The Bayesian Approach. Humboldt-Universität zu Berlin, Institute for Statistics and Econometrics and Center for Applied Statistics and Economics (CASE), Mathematical Statistics Seminar, Berlin, Deutschland, 23.01.	(Details)
	Frühwirth-Schnatter, Sylvia. 2008. Modern Bayesian Statistical Inference - What has it got to offer for psychological research?. 8. Tagung der Österreichischen Gesellschaft für Psychologie, Johannes Kepler Universität Linz, Österreich, 24.04.-26.04.	(Details)
	Frühwirth-Schnatter, Sylvia. 2008. Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. Seminar on Bayesian Inference in Econometrics and Statistics, University of Chicago, Chicago, Vereinigte Staaten/USA, 02.05.-03.05.	(Details)
2007	Otter, Thomas, Frühwirth-Schnatter, Sylvia, Tüchler, Regina. 2007. Unobserved Change in Conjoint Analysis. Unobserved Change in Conjoint Analysis, Salt Lake City, Vereinigte Staaten/USA, 29.07.-02.08.	(Details)
	Wagner, Helga, Tüchler, Regina, Frühwirth-Schnatter, Sylvia. 2007. Auxiliary Mixture Sampling for Non-normal data. 22nd International Workshop on Statistical Modelling (IWSM), Barcelona, Spanien, 02.07.-06.07.	(Details)
	Frühwirth-Schnatter, Sylvia. 2007. Let's Bayes. / Nonlinear Time Series Analysis Based on Markov Switching Models. Bayes Tutorial, Statistische Tage, Johannes Kepler Universität Linz, Linz, Österreich, 17.09.-18.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 2007. Marginal Likelihoods for Non-Gaussian Data. Seminar on Bayesian Inference in Econometrics and Statistics, Washington University, St. Louis, Vereinigte Staaten/USA, 04.05.-05.05.	(Details)
	Frühwirth-Schnatter, Sylvia. 2007. Model selection for non-Gaussian Data based on Auxiliary Mixture Sampling. Recent Advances in the Statistical Analysis of Count and Survival Data, University of Zurich, Schweiz, 25.09.-26.09. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2007. Model Selection Problems for State Space and Other Latent Variable Models. Graduate School of Business, University of Chicago, Econometrics and Statistics Colloquium, Chicago, Vereinigte Staaten/USA, 03.05.	(Details)
	Frühwirth-Schnatter, Sylvia. 2007. Stochastic Model Specification Search for Gaussian (and Non-Gaussian) State Space Models. Graduate School of Business, University of Chicago, Econometrics and Statistics Colloquium, Chicago, Vereinigte Staaten/USA, 15.11.	(Details)
	Frühwirth-Schnatter, Sylvia. 2007. Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. BISP5 - Fifth Workshop on Bayesian Inference in Stochastic Processes, Valencia, Spanien, 14.06.-16.06.	(Details)
	Frühwirth-Schnatter, Sylvia. 2007. Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. Bayesian Econometrics Workshop in Honor of Prof. Arnold Zellner, IHS (Institute of Advanced Studies), Vienna, Österreich, 21.06. Invited Talk	(Details)
2006	Frühwirth-Schnatter, Sylvia. 2006. Statistical Inference for Highly Parameterized Models for Discrete Valued Data. Joint Statistical Meeting 2006, Seattle, Vereinigte Staaten/USA, 06.08.-10.08. Invited Talk	(Details)
	Tüchler, Regina, Frühwirth-Schnatter, Sylvia. 2006. Bayesian Covariance Selection in Hierarchical Linear Mixed Models. The R User Conference 2006, Vienna, Österreich, June 15-17.	(Details)
	Frühwirth-Schnatter, Sylvia. 2006. Auxiliary Mixture Sampling - Simple MCMC for Non-Gaussian Models. Department of Statistics and Mathematics, University of Economics and Business, Wien, Österreich, 29.10.	(Details)
	Frühwirth-Schnatter, Sylvia. 2006. Auxiliary Mixture Sampling - Simple MCMC for Non-Gaussian Models. Séminaire Parisien de Statistique, Paris, Frankreich, 22.05.	(Details)
	Frühwirth-Schnatter, Sylvia. 2006. Capturing Unobserved Heterogeneity in the Austrian Labor Market Using Finite Mixtures of Markov Chain Models. UseR 2006, Vienna University of Economics and Business, Österreich, 15.06.-17.06.	(Details)
	Frühwirth-Schnatter, Sylvia. 2006. Econometric Modelling of Discrete-valued Data Using Auxiliary Mixture Sampling. Vreije Universiteit Amsterdam, Tinbergen Institute, Seminar of the Research Group Econometrics, Amsterdam, Niederlande, 06.04.	(Details)
	Frühwirth-Schnatter, Sylvia. 2006. Model Selection Problems in State Space Modelling. Università Bocconi, Institute of Quantitative Methods, Mailand, Italien, 04.05.	(Details)
	Frühwirth-Schnatter, Sylvia. 2006. Model Selection Problems in State Space Modelling. First Japanese-European Bayesian Econometrics and Statistics Meeting, Vienna, Österreich, 23.08. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2006. Modellwahl und Variablenselektion aus Bayesianischer Sicht. Universität Dortmund, Graduiertenkolleg, Dortmund, Deutschland, 06.07.	(Details)
2005	Tüchler, R., Frühwirth-Schnatter, S.. 2005. Bayesian Conariance and variable Selection in Logistic Random Effects Models. EMS 2005 (European Meeting of Statisticians) Oslo, Norwegen, 24.07- 28.07.2005	(Details)
	Tüchler, R., Frühwirth-Schnatter, S.. 2005. Bayesian Variable Selection in Logit Models and Hierarchical Bayes Models. Bayesian Applications and Methods in Marketing, Linz, Austria, 19.09-21.09.2005	(Details)
	Frühwirth-Schnatter, Sylvia. 2005. Gibbs Sampling for Discrete Valued Data Using an Auxiliary Mixture Sampler. Österreichische Statistiktage, Klagenfurt, Österreich, 19.10.-21.10.	(Details)
	Frühwirth-Schnatter, Sylvia. 2005. Gibbs Sampling for Discrete-valued Data. Conference on Bayesian Applications and Methods in Marketing, Linz, Österreich, 20.09.-21.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 2005. Model Choice and Variable Selection for Discrete Valued Data Using an Auxiliary Mixture Sampler. Workshop on Model Choice and Validation, München, Deutschland, 6.10.-8.10. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2005. Model Choice and Variable Selection for Discrete Valued Data Using an Auxiliary Mixture Sampler. Workshop on Latent Structure Modelling and Analysis for Spatio-Temporal Data, Kyoto, Japan, 01.12.-3.12. Invited Talk	(Details)
2004	Frühwirth-Schnatter, Sylvia. 2004. Gibbs Sampling for Time Series of Small Counts. COMPSTAT 2004, Prag, Tschechische Republik, 23.08.-27.08.	(Details)
	Frühwirth-Schnatter, Sylvia. 2004. Gibbs Sampling for Time Series of Small Counts. Mathematisches Forschungsinstitut Oberwolfach, Meeting on Statistics in Finance, Oberwolfach, Deutschland, 12.01.-16.01. Invited Talk	(Details)
2003	Tüchler, R., Frühwirth-Schnatter, S.. 2003. Bayesian Parsimonious Estimation of Observed and Unobserved Heterogeneity. 18th International Workshop on Statistical Modelling, Leuven, Belgium, 07.07-11.07.2003	(Details)
	Frühwirth-Schnatter, Sylvia. 2003. Econometric Modelling of the Volatility of Financial Time Series. Johannes-Kepler-Symposium für Mathematik, Johannes Kepler Universität Linz, Linz, Österreich, 11.12.	(Details)
	Frühwirth-Schnatter, Sylvia. 2003. Invited discussant at the Invited Paper Meeting on Computational Statistics in the Environmental Sciences. 54th Session of the International Statistical Institute, Berlin, Deutschland, 13.08.-20.08.	(Details)
	Frühwirth-Schnatter, Sylvia. 2003. Parsimonious Markov Chain Monte Carlo for Models with Latent Variables. Joint Statistical Meetings 2003, San Francisco, Vereinigte Staaten/USA, 03.08.-07.08.	(Details)
	Frühwirth-Schnatter, Sylvia, Tüchler, Regina. 2003. Recent direction toward improving statistical estimation using MCMC. DSC 2003, Meeting on the Future of Statistical Computing, Wien, Österreich, 20.03.-22.03.	(Details)
	Frühwirth-Schnatter, Sylvia. 2003. Strategies for Improving Bayesian Inference Using MCMC. TU München, Zentrum Mathematik, Lehrstuhl für Mathematische Statistik, München, Deutschland, 03.12.	(Details)
2002	Frühwirth-Schnatter, Sylvia. 2002. Bayesian Clustering of Many Short Time Series. CORE (Center for Operations Research and Econometrics), Louvain-la-Neuve, Frankreich, 30.10.	(Details)
	Frühwirth-Schnatter, Sylvia. 2002. Bayesian Clustering of Many Short Time Series with Applications in Marketing. Erasmus Universiteit Rotterdam, Econometrics Institute, Rotterdam, Niederlande, 31.10.	(Details)
	Frühwirth-Schnatter, Sylvia. 2002. Efficient Bayesian Parameter Estimation for State Space Models. Colloquium State Space and Unobserved Component Models, Royal Netherlands Academy of Arts and Sciences, Amsterdam, Niederlande, 29.08.-03.09. Invited Talk	(Details)
	Tüchler, R., Frühwirth-Schnatter, S., Otter, T.. 2002. The Heterogeneity Model in its Special Cases - An Illustrative Comparison. 17th International Workshop on Statistical Modelling, Chania, Greece	(Details)
	Otter, T., Frühwirth-Schnatter, S., Tüchler, R.. 2002. Unobserved Preference Changes in Conjoint Analysis. Marketing Science Conference, Edmonton, Alberta	(Details)
	Otter, T., Frühwirth-Schnatter, S., Tüchler, R.. 2002. Unobserved Preference Changes in Conjoint Analysis. 26th Convention of the German Classification Society, Mannheim	(Details)
2001	Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. A Bayesian Analysis of the Barndorff-Nielsen-Shephard Stochastic Volatility Model with marginal Gamma laws. MaPhySto and CAF Meeting on Mathematical Finance, University of Aarhus, Aarhus, Dänemark, 23.01. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2001. Analysing Financial Time Series with Stochastic Volatility Models with Jumps. Workshop on Recent Developments and Applications in the Statistical Analysis of Discrete Structures, München, Deutschland, 11.10-13.10. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia, Kaufmann, Sylvia. 2001. Assymmetries in the Transmission of Monetary Policy. An Analysis using Austrian Bank Balance Sheet Data. VOWA Workshop Monetary Transmission Mechanism, Österreichische Kontrollbank, Wien, Österreich, 09.11. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods. Workshop on Financial Time Series, Lévy Processes, Stochastic Volatility, and Applications of Shot Noise Processes, Vienna University of Technology, Wien, Österreich, 22.05.-23.05. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2001. Bayesian Latent Class Metric Conjoint Analysis - A Case Study from the Austrian Mineral Water Market. 25th Annual Conference of the German Classification Society, München, Deutschland, 14.03.-16.03.	(Details)
	Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. MCMC estimation of the Barndorff-Nielsen-Shephard stochastic volatility model. Workshop der Austrian Working Group on Banking and Finance, University of Technology, Vienna	(Details)
	Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. Some new contributions to MCMC Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model. Meeting on Levy Processes, Stochastic Volatility, and Realized Power Variation, Nuffield College, Oxford, Großbritannien, 5.12.-6.12. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2001. Statistical Data Analysis using Markov Chain Monte Carlo Methods. Institut für Höhere Studien, Ökonometrisches Forschungsseminar, Wien, Österreich, 04.10.	(Details)
	Otter, Th., Frühwirth-Schnatter, S., Tüchler, R.. 2001. Unobserved Preference Changes in Metric Conjoint Analysis. Paper presented at the Conference on Bayesian Applications and Methods in Marketing (BAMMCONF), Fisher College of Business, Ohio State University, November/December	(Details)
2000	Frühwirth-Schnatter, Sylvia. 2000. A Bayesian Analysis of State Space Models with Switching. Meeting on State Space Models, Odense, Dänemark, 16.05. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 2000. A Bayesian Analysis of State Space Models with Switching. Symposium on Frontiers of Time Series Analysis, Tokyo, Japan, 07.02.-09.02. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2000. Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods. Vortrag beim SFB-Symposium Stochastic Volatility and Levy Processes, WU Wien, 25.9.	(Details)
	Frühwirth-Schnatter, S., Otter, Th., Tüchler, R.. 2000. Capturing Consumer Heterogeneity Using Bayesian Mixture Models. Vortrag bei der 22nd Biennial Conference of the Society for Multivariate Analysis in the Behavioural Sciences, London, 17.07-19.07.	(Details)
	Frühwirth-Schnatter, Sylvia. 2000. Capturing Consumer Heterogeneity Using Bayesian Mixture Models. Universität München, Seminar für Statistik, München, Deutschland, 07.07.	(Details)
1999	Frühwirth-Schnatter, Sylvia, Otter, Thomas, Tüchler, Regina. 1999. A Fully Bayesian Analysis of Multivariate Latent Class Models with Applications to Metric Conjoint Analysis. Bayesian Methods and Applications in Marketing, Ohio, Vereinigte Staaten/USA, 17.11.-20.11..	(Details)
	Frühwirth-Schnatter, Sylvia. 1999. Bayes Factors and Model Selection for Random Effects Models. 52nd Session of the International Statistical Institute, Helsinki, Finnland, 10.08.-18.08.	(Details)
	Frühwirth-Schnatter, Sylvia. 1999. Bayesian Model Discrimination. SFB 475 Conference on "Komplexitätsreduktion in multivariaten Datenstrukturen", Dortmund, Deutschland, 12.03.-13.03. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 1999. Conjoint-Analyse mit Hierarchischen Bayes Modellen. Österreichische Statistik-Tage, University of Economics and Business, Wien, Österreich, 07.04.-09.04.	(Details)
	Frühwirth-Schnatter, Sylvia, Otter, Thomas. 1999. Conjoint-Analysis Using Mixed Effect Models. 14th International Workshop on Statistical Modelling, Graz, 19.-23.7.1999	(Details)
	Frühwirth-Schnatter, Sylvia, Otter, Thomas, Tüchler, Regina. 1999. Estimation of Latent Class Models with Applications to Metric Conjoint Analysis. Bayesian Applications and Methods in Marketing Conference, Ohio State University, Columbus, Vereinigte Staaten/USA, 17.11.-20.11. Invited Talk	(Details)
1998	Frühwirth-Schnatter, Sylvia. 1998. MCMC Estimation of Classical and Dynamic Mixture and Switching Models. Carlos III Universidad Madrid, Seminar Program of the Statistics and Econometrics Department, Madrid, Spanien, 22.05.	(Details)
	Frühwirth-Schnatter, Sylvia. 1998. Neuere Methoden der Angewandten Bayesianischen Zeitreihenanalyse. University of Technology, Institute of Econometrics and Operations Research, Wien, Österreich, 19.03.	(Details)
1996	Frühwirth-Schnatter, Sylvia. 1996. Invited Discussant (Seconder of the Vote of Thanks) of the paper "Spectral Analysis of Replicated Biomedical Time Series" read by P.J. Diggle and I. Al Wasel before the Royal Statistical Society. World Congress of the Bernoulli Society, Wien, Österreich, 26.08.	(Details)
	Frühwirth-Schnatter, Sylvia. 1996. State Space Models: Inference via MCMC. 4th World Congress of the Bernoulli Society, Wien, Österreich, 26.08.-31.08. Invited Talk	(Details)
1995	Frühwirth-Schnatter, Sylvia. 1995. Ein dynamisches Change-Point-Modell zur Salmonellendiagnose. University Munich, Seminar für Statistik, München, Deutschland, 19.05.	(Details)
	Frühwirth-Schnatter, Sylvia. 1995. Ökonometrische Analyse von Zinssatzmodellen. Institute of Advanced Studies, Ökonometrisches Forschungsseminar, Wien, Österreich, 07.12.	(Details)
1993	Frühwirth-Schnatter, Sylvia. 1993. Bayes Tests für dynamische lineare Modelle. University Munich, Seminar für Angewandte Stochastik, München, Deutschland, 05.02.	(Details)
	Frühwirth-Schnatter, Sylvia. 1993. Ein dynamisches Change-Point-Modell zur Salmonellendiagnose. Biometrisches Kolloquium, Institute of Statistics, University of Economics and Business, Wien, Österreich, 15.12.	(Details)
	Frühwirth-Schnatter, Sylvia. 1993. Ein dynamisches Change-Point-Modell zur Salmonellendiagnose. Arbeitskreis "Umweltstatistik" der Österreichischen Statistischen Gesellschaft, Institut für Statistik und Wahrscheinlichkeitstheorie, University of Technology, Wien, Österreich, 13.12.	(Details)
	Frühwirth-Schnatter, Sylvia. 1993. Modeldiagnostics for Normal and Non-normal State Space Models. 8th International Workshop on Statistical Modelling, Leuven, Belgien, 05.07.-09.07.	(Details)
1992	Frühwirth-Schnatter, Sylvia. 1992. Approximative Predictive Integrals for Dynamic Generalized Linear Models. GLIM 92 and 7th International Workshop on Statistical Modelling, München, Deutschland, 13.07.-17.07.	(Details)
	Frühwirth-Schnatter, Sylvia. 1992. Bayes Tests for Dynamic Linear Models. Symposium New Directions in Time Series Analysis, Heidelberg, Deutschland, 23.06.-27.06. Invited Talk	(Details)
1991	Frühwirth-Schnatter, Sylvia. 1991. Approximate Posteriors for Dynamic Linear Models with Unknown Hyperparameters. 6th International Workshop on Statistical Modelling, Utrecht, Niederlande, 15.07.-19.07.	(Details)
	Frühwirth-Schnatter, Sylvia. 1991. Filtern und Glätten von ökologischen und biometrischen Zeitreihen mit verallgemeinerten Kalman-Filtern. Biometrisches Seminar der ROES, Biel, Schweiz, 23.09.-27.09. Vortrag auf Einladung	(Details)
1990	Frühwirth-Schnatter, Sylvia. 1990. Approximate Inference with a Dynamic Generalized Linear Trend Model. 5th International Workshop on Statistical Modelling, Toulouse, Frankreich, 09.07-13.07.	(Details)
	Frühwirth-Schnatter, Sylvia. 1990. Aspects of Modelling Time Series with Non-linear State Space Models. Zeitreihenanalyse, Oberwolfach, Deutschland, 01.01.-06.01. Invited Talk	(Details)
	Frühwirth-Schnatter, Sylvia. 1990. Dynamische Modellierung von Umweltdaten. Symposium über Umweltstatistik, Innsbruck, Österreich, 24.09.-25.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 1990. Linear Dynamic Systems and Fuzzy Data. 10th European Meeting on Cybernetics and System Research, Wien, Österreich, 17.04.-20.04.	(Details)
	Frühwirth-Schnatter, Sylvia. 1990. Modellierung, Analyse und Vorhersage von Zeitreihen mit dynamischen Bayes'schen Modellen. ETH Zürich, Seminar für Statistik, Zürich, Schweiz, 06.07.	(Details)
	Frühwirth-Schnatter, Sylvia. 1990. On Propagation of Fuzziness of Data. Environmetrics 90, Second International Conference on Statistical Methods for the Environmental Sciences, Tremezzo, Italien, 27.09.-30.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 1990. Trendanalyse von Zeitreihen mit verallgemeinerten dynamischen linearen Trendmodellen. University Regensburg, Institut für Statistik, Regensburg, Deutschland, 20.06.	(Details)
1989	Frühwirth-Schnatter, Sylvia. 1989. Approximate Dynamic Bayesian Analysis and Forecasting for Dynamic Bayesian Models with Stochastic Process Variances. International Conference on Recent Developments in Statistical Data Analysis and Inference, Neuchâtel, Schweiz, 21.08.-24.08.	(Details)
	Frühwirth-Schnatter, Sylvia. 1989. Bayesian Forecasting of Hydrological Time Series. 47th Session of the International Statistical Institute, Paris, Frankreich, 29.08.-06.09.	(Details)
	Frühwirth-Schnatter, Sylvia. 1989. Modellierung, Analyse und Vorhersage von hydrologischen Prozessen mit adaptiven Kalman-Filtern. University of Innsbruck, Institut für Biostatistik, Innsbruck, Österreich, 20.10.	(Details)
	Frühwirth-Schnatter, Sylvia. 1989. Modellierung, Analyse und Vorhersage von hydrologischen Prozessen mit dynamischen Bayes'schen Modellen. Biometrisches Kolloquium zum Schwerpunkt Umweltstatistik, Institut für Statistik und Informatik, University of Vienna, Wien, Österreich, 06.12.	(Details)
	Frühwirth-Schnatter, Sylvia. 1989. Statistical Inference for Fuzzy Data in Environmetrics. International Conference on Statistical Methods for the Environmental Sciences, Kairo, Ägypten, 04.04.-07.04.	(Details)
1988	Frühwirth-Schnatter, Sylvia. 1988. Bayes'sche Methoden zur Zustandsgrößen- und Parameterschätzung bei hydrologischen Vorhersagemodellen. XIV. Konferenz der Donauländer über hydrologische Vorhersagen, Kiew, Ukraine, 03.10.-7.10.	(Details)
1987	Frühwirth-Schnatter, Sylvia. 1987. Ein Bayes'sches Verfahren zur Zustandsgrößen- und Parameterschätzung in dynamischen wasserwirtschaftlichen Systemen. Tagung über Planung und Betrieb wasserwirtschaftlicher Systeme, Bochum, Deutschland, 19.03.-20.03.	(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)
2018	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. International Society for Bayesian Analysis (ISBA) World Meeting, Edinburgh, Großbritannien, 24.06-29.06.	(Details)
	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. Workshop on Model-Based Clustering and Classification, Catania, Italien, 05.09.-07.09.	(Details)
	Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2018. Time Varying Parameter Mixture Model. ISBA 2018, Edinburgh, United Kingdom, 24.06.-29.06.	(Details)
2017	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2017. Inferring components and clusters in Bayesian finite mixture modelling. Working Group on Model-based Clustering, Perugia, Italien, 17.07.-22.07.2017.	(Details)
2016	Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2016. Extensions in time varying parameter shrinkage models. CFE 10th International Conference on Computational and Financial Econometrics, Sevilla, Spain, 9.12.-10.12.	(Details)
	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2016. Extensions on achieving shrinkage in the time-varying parameter models framework. BAYSM 2016, Florence, Italy, 19.06-21.06.	(Details)
	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2016. Extensions on achieving shrinkage in the time-varying parameter models framework. ISBA 2016, Sardinia, Italy, 13.06-17.06.	(Details)
2015	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Dynamic covariance estimation using sparse Bayesian factor stochastic volatility models. 30th International Workshop on Statistical Modelling (IWSM 2015), Linz, Österreich, 06.07.-10.07.	(Details)
2014	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2014. Time-Varying Parameter Models - Achieving Shrinkage and Variable Selection. MCMSki IV, Chamonix, Frankreich, 05.01. - 08.01..	(Details)
	Pittner, Stefan, Frühwirth-Schnatter, Sylvia. 2014. Clustering of Categorical Time Series by Modelling Their Time-Varying Dynamics. 21st Summer Working Group on Model-Based Clustering, Dublin, Irland, 20.07.-26.07..	(Details)
	Pittner, Stefan, Frühwirth-Schnatter, Sylvia. 2014. Individual Textile Shopping Data - Typical Temporal Patterns and Forecasting Through Model-Based Clustering. International Society for Bayesian Analysis World Meeting, Cancun, Mexiko, 14.07.-18.07..	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2014. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 12th ISBA World Meeting, Cancún, Mexiko, 14.07.-18.07.	(Details)
	Frühwirth-Schnatter, Sylvia, Posekany, Alexandra. 2014. Merging parallel MCMC output for horizontally partitioned data. MCMSki 2014, Chamonix, Frankreich, 05.01-08.01.	(Details)
	Posekany, Alexandra, Frühwirth-Schnatter, Sylvia. 2014. Merging parallel MCMC output. ISBA 2014, Cancun, Mexiko, 14.07-18.07..	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2014. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 5th IMS-ISBA joint meeting MCMSki IV, Chamonix, Frankreich, 06.01.-08.01.	(Details)
2013	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2013. Time-Varying Parameter Models -Achieving Shrinkage and Variable Selection.. European Seminar on Bayesian Econometrics (ESOBE), Oslo, Norwegen, 22.08-23.08.	(Details)
	Posekany, Alexandra, Frühwirth-Schnatter, Sylvia. 2013. Is {ABC} really the perfect alternative to {MCMC} for very large data sets?. Approximate Bayesian Computation in Rome, Rom, Italien, 30.05.-31.0.5..	(Details)
	Frühwirth-Schnatter, Sylvia, Halla, Martin, Posekany, Alexandra, Pruckner, Gerald, Schober, Thomas. 2013. Applying standard and semiparametric Bayesian IV for health economic data. EFaB@Bayes250, Raleigh, NC, Vereinigte Staaten/USA, 14.12-17.12.	(Details)
2012	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2012. Time-Varying Parameter Models -Achieving Shrinkage and Variable Selection. European Seminar on Bayesian Econometrics (ESOBE), Wien, Wien, Österreich, 01.11-02.11.	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models. European Seminar on Bayesian Econometrics (ESOBE), Wien, Österreich, 01.11.-02.11.	(Details)
	Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models. ISBA 2012 World Meeting, Kyoto, Japan, 25.06.-29.06.	(Details)
2011	Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2011. Efficient Bayesian Inference for Stochastic Volatility Models. Workshop on Bayesian Inference for Latent Gaussian Models with Applications, Universität Zürich, Schweiz, 02.02.-05.02.	(Details)
2006	Frühwirth-Schnatter, Sylvia. 2006. Markov Switching Autoregressive Models for Time Series of Counts. Eighth Valencia International Meeting on Bayesian Statistics/ISBA Eighth World Meeting, Benidorm, Spanien, 01.06.-06.06.	(Details)
2005	Frühwirth-Schnatter, Sylvia. 2005. Gibbs Sampling for Poisson Count Data Models. MCMSki, Second IMS-ISBA Joint Meeting, Bormio, Italien, 12.01.-14.01.	(Details)
2004	Frühwirth-Schnatter, Sylvia. 2004. Gibbs Sampling for Parameter-driven Models of Time Series of Small Counts. Fourth Workshop on Bayesian Nonparametric Statistics, Rom, Italien, 13.06.-16.06.	(Details)
2003	Frühwirth-Schnatter, Sylvia. 2003. Bayesian Parsimonious Estimation of Observed and Unobserved Heterogeneity. International Workshop on Bayesian Data Analysis, Santa Cruz, Vereinigte Staaten/USA, 07.08.-10.08.	(Details)
2002	Frühwirth-Schnatter, Sylvia. 2002. Bayesian Clustering of Many Short Time Series. 7th Valencia International Meeting on Bayesian Statistics, Teneriffa, Spanien, 02.06.-06.06.	(Details)
1992	Frühwirth-Schnatter, Sylvia. 1992. Bayes Tests for Dynamic Linear Models. Conference on Practical Bayesian Statistics, Nottingham, Großbritannien, 08.07.-11.07.	(Details)
1989	Frühwirth-Schnatter, Sylvia. 1989. Modellierung, Analyse und Vorhersage von ökologischen Prozessen mit dynamischen Bayes'schen Modellen. Biometrisches Seminar der ROES, Klagenfurt, Österreich, 25.09.-29.09.	(Details)
1987	Frühwirth-Schnatter, Sylvia. 1987. Bayesian Forecasting of Time Series by Gaussian Sum Approximation. 3rd International Meeting on Bayesian Statistics, Altea, Spanien, 01.06-05.06.	(Details)
1986	Frühwirth-Schnatter, Sylvia. 1986. A Bayesian Approach to Estimating the Parameters of a Hydrological Forecasting System. International Symposium on Probability and Bayesian Statistics, Innsbruck, Österreich, 23.09.-26.09.	(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)
2017	Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2017. Mixture TVP.	(Details)
2016	Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2016. Achieving Shrinkage in a Time-Varying Parameter Model Framework.	(Details)
2013	Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2013. Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. Research Report Series, Institute for Statistics and Mathematics, Report 121.	(Details)
2001	Frühwirth-Schnatter, Sylvia. 2001. Discussion of the paper by O. Barndorff-Nielsen and N. Shephard on "Non-Gaussian OU based models and some of their uses in financial economics." Journal of the Royal Statistical Society, B 63, 220-222.	(Details)
2000	Frühwirth-Schnatter, Sylvia, Otter, Thomas, Tüchler, Regina. 2000. A Fully Bayesian Analysis of Multivariate Latent Class Models with Applications to Metric Conjoint Analysis. Research Report Series, Department of Statistics and Mathematics, Report 74.	(Details)
	Kaufmann, Sylvia, Frühwirth-Schnatter, Sylvia. 2000. Bayesian analysis of switching ARCH-models. Technical report 1999-72, Institut für Statistik, WU Wien.	(Details)
	Frühwirth-Schnatter, Sylvia. 2000. Discussion of the paper by Durbin and Koopman on "Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives". Journal of the Royal Statistical Society, B 62, 43-44.	(Details)
	Frühwirth-Schnatter, Sylvia. 2000. Fully Bayesian Analysis of Switching Gaussian State Space Models. Technical report 1999-73, Institut für Statistik, WU Wien	(Details)
1999	Frühwirth-Schnatter, Sylvia. 1999. Model Likelihoods and Bayes Factors for Switching and Mixture Models. Forschungsbericht No. 71 des Institutes für Statistik, WU Wien.	(Details)
1998	Frühwirth-Schnatter, Sylvia. 1998. MCMC Estimation of Classical and Dynamic Switching and Mixture Models. Forschungsbericht No. 61 des Institutes für Statistik, WU Wien.	(Details)
1997	Frühwirth-Schnatter, Sylvia. 1997. Discussion of the paper by Diggle and Al Wasel on "Spectral analysis of replicated biomedical time series." Applied Statistics, 46, 62-63.	(Details)

Miscellaneous

2008

Frühwirth-Schnatter, Sylvia. 2008. Discussion of the Paper by Tobias Rydén on "EM versus Markov chain Monte Carlo for estimation of hidden Markov models: A computational perspective". Bayesian Analysis 3 689-698.

(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)

Unpublished lecture

2018	Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and the number of clusters in Bayesian finite mixture models. WU Vienna University of Economics ans Business, Brown Bag Seminar, Institute of Statistics and Mathematics, 20.06.18	(Details)
2013	Frühwirth-Schnatter, Sylvia. 2013. Bayesian computing without tears - Try your luck with Monte Carlo algorithms. Day of Bayesian Econometrics, VW-Zentrum, WU Wirtschaftsuniversität Wien, Wien, 08.05.	(Details)
2010	Frühwirth-Schnatter, Sylvia. 2010. Finite Mixture and Markov Switching Models - Computerintensive Methods for Their Estimation and Applications in Economics and Finance. Wirtschaftsuniversität Wien, Berufungsvortrag für eine Universitätsprofessur für Angewandte Statistik und Ökonometrie, Wien, 24.06.	(Details)
2009	Frühwirth-Schnatter, Sylvia. 2009. Faktoranalyse mit normalverteilten und nicht-normalverteilten Faktoren. Universität für Bodenkultur Wien, Berufungsvortrag für eine Universitätsprofessur für Statistik, Wien, 27.11.	(Details)
	Frühwirth-Schnatter, Sylvia. 2009. Modellierung multivariater Finanzzeitreihen mittels multidimensionaler zeitstetiger Markov Switching Modelle. Technische Universität Wien, Berufungsvortrag für eine Universitätsprofessur für Stochastische Methoden in den Wirtschaftswissenschaften, Wien, 11.11.	(Details)
2008	Frühwirth-Schnatter, Sylvia. 2008. Bayesian Model Selection for Latent Variable Models. Universität Innsbruck, Berufungsvortrag für eine Universitätsprofessur für Statistik, Innsbruck, 30.09.	(Details)
2003	Frühwirth-Schnatter, Sylvia. 2003. The Heterogeneity Model - Bayesian Estimation Using MCMC. Evaluation Workshop University of Economics and Business, Institute of Mathematics and Statistics, Wien, 06.11.	(Details)
	Frühwirth-Schnatter, Sylvia. 2003. State Space Models for Road Safety. Austrian Board of Road Safety (Kuratorium für Verkehrssicherheit), Wien, 19.09.	(Details)
2001	Frühwirth-Schnatter, Sylvia. 2001. Bayesian Estimation of Stochastic Volatility Models. Technische Universität Graz, Berufungsvortrag für eine Professur für Wahrscheinlichkeitstheorie und Statistik, Graz, 05.10.	(Details)
	Frühwirth-Schnatter, Sylvia. 2001. Zur Anwendung von Heterogenitätsmodellen im Marketing. Johannes Kepler Universität Linz, Berufungsvortrag für eine Professur für Wirtschafts- und Sozialstatistik, Linz, 18.06.	(Details)

Miscellaneous

2001	Frühwirth-Schnatter, Sylvia, Kaufmann, Sylvia. 2001. Asymmetric transmission of monetary policy through bank lending - Evidence from Austrian bank balance sheet data. Focus on Austria 3-4, 72-92, Österreichische Nationalbank Wien.	(Details)
1992	Frühwirth-Schnatter, Sylvia. 1992. Das Unbeobachtete erfassen - Dynamische stochastische Modelle in den Umweltwissenschaften. In: Beiträge zur Umweltstatistik, Hrsg. R. Viertl. Schriftenreihe der TU Wien, 29, 101-112.	(Details)

Software

2019

Knaus, Peter, Bitto-Nemling, Angela, Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia. 2019. shrinkTVP.

(Details)

Projects

2016: Shrinking and Regularizing Finite Mixture Models (2016-2019) (Details)
2008: National Research Network The Austrian Center for Labor Economics and the Analysis of the Welfare State, Project Bayesian Econometrics (FWF S10309-G14) (2008-2014) (Details)
1999: Conjoint analysis using tools from state space modelling (1999-2000) (Details)
1998: Bayesian methods for Markov switching time series models (1998-2000) (Details)
1997: Adaptive information systems and modelling in economics and management science (1997-2002) (Details)

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