David T. Frazier
- Forecasting: theory and practice
2022/01/01 by Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos +87 · 11 citations
Decision Sciences · Engineering · #Energy Load and Power Forecasting #Forecasting Techniques and Applications #Stock Market Forecasting Methods
- Bayesian Synthetic Likelihood
2023/05/09 by David T. Frazier, Christopher Drovandi, Frazier, David T. +3 · 10 citations
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Statistical Methods and Bayesian Inference
- Bayesian inference using synthetic likelihood: asymptotics and adjustments
2019/02/13 by David T. Frazier, Frazier, David T., David J. Nott +5 · 5 citations
Computer Science · Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference
- The Statistical Accuracy of Neural Posterior and Likelihood Estimation
2024/11/18 by David T. Frazier, Ryan Kelly, Frazier, David T. +6 · 2 voices · 6 citations
Computer Science · #Neural Networks and Applications #cs.LG #math.ST #stat.CO #stat.ML
- Predictive performance of power posteriors
2024/08/16 by Yann McLatchie, McLatchie, Yann, Edwin Fong +5 · 7 citations
Computer Science · Mathematics · #Explainable Artificial Intelligence (XAI) #FOS: Mathematics #Generative Adversarial Networks and Image Synthesis #Statistical Methods and Inference #Statistics Theory (math.ST)
- Focused Bayesian Prediction
2019/12/29 by Rubén Loaiza‐Maya, Ruben Loaiza‐Maya, Loaiza-Maya, Ruben +4 · 2 citations
Computer Science · Decision Sciences · Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #General Economics (econ.GN) #Methodology (stat.ME)
- Simulation-based Bayesian inference under model misspecification
2025/03/16 by Ryan P. Kelly, Kelly, Ryan P., David J. Warne +9 · 1 voice · 4 citations
#stat.ME #cs.LG #stat.CO #stat.ML
- Bayesian Forecasting in Economics and Finance: A Modern Review
2022/12/07 by Gael M. Martin, David T. Frazier, Martin, Gael M. +15 · 2 citations
Decision Sciences · #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Methodology (stat.ME)
- A Comparison of Likelihood-Free Methods With and Without Summary Statistics
2021/03/03 by Christopher Drovandi, Drovandi, Christopher, David T. Frazier +1 · 1 citation
Mathematics · Computer Science · #Statistical Methods and Bayesian Inference #Gaussian Processes and Bayesian Inference #Statistical Methods in Clinical Trials
- Cutting feedback and modularized analyses in generalized Bayesian inference
2022/02/21 by David T. Frazier, David J. Nott, Frazier, David T. +1 · 1 citation
Mathematics · Computer Science · #Statistical Methods and Bayesian Inference #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference
- Reliable Bayesian Inference in Misspecified Models
2023/02/13 by David T. Frazier, Robert Kohn, Frazier, David T. +5 · 1 citation
Computer Science · Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
- Solving the Forecast Combination Puzzle
2023/08/10 by David T. Frazier, Frazier, David T., Ryan Covey +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Monetary Policy and Economic Impact
- Cutting Feedback in Misspecified Copula Models
2025/04/21 by Michael Stanley Smith, Weichang Yu, David J. Nott +1 · 2 citations
- ABC-based Forecasting in State Space Models
2023/11/02 by Chaya Weerasinghe, Rubén Loaiza‐Maya, Weerasinghe, Chaya +5 · 1 citation
Computer Science · Mathematics · #Machine Learning and Algorithms #Markov Chains and Monte Carlo Methods #Target Tracking and Data Fusion in Sensor Networks
- Predictively Oriented Posteriors
2025/10/02 by Yann McLatchie, McLatchie, Yann, Badr-Eddine Cherief-Abdellatif +5 · 1 voice · 2 citations
Engineering · #Topology Optimization in Engineering #stat.ME #stat.ML