David Tyler Frazier

Cited by

	All	Since 2019
Citations	1778	1705
h-index	18	17
i10-index	28	28

700

350

175

525

20152016201720182019202020212022202320246 6 14 33 42 73 126 248 508 682

Public access

View all

21 articles

1 article

available

not available

Based on funding mandates

Co-authors

Gael M. MartinEmeritus Professor, Monash UniversityVerified email at monash.edu
Christopher DrovandiProfessor of Statistics, Queensland University of TechnologyVerified email at qut.edu.au
David NottAssociate Professor of Statistics, National University of SingaporeVerified email at nus.edu.sg
Christian RobertUniversité Paris Dauphine, PSL & University of WarwickVerified email at ceremade.dauphine.fr
Ruben Albeiro Loaiza-MayaMonash University, Department of Econometrics and Business Statistics.Verified email at monash.edu
Worapree (Ole) ManeesoonthornAssociate Professor, Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Judith RousseauUniversity of oxfordVerified email at stats.ox.ac.uk
robert kohnProfessor of Economics University of New South WalesVerified email at unsw.edu.au
Brendan McCabeProfessor of Econometrics, University of LiverpoolVerified email at Liverpool.ac.uk
Andres Ramirez HassanUniversidad EAFITVerified email at eafit.edu.co
Scott SissonProfessor of Statistics & Data Science, University of New South WalesVerified email at unsw.edu.au
D. S. PoskittProfessor of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Ryan P KellyQueensland University of TechnologyVerified email at hdr.qut.edu.au
David WarneSenior Lecturer in Statistical Data Science, Queensland University of TechnologyVerified email at qut.edu.au
Bonsoo KooMonash UniversityVerified email at monash.edu
Anastasios PanagiotelisAssociate Professor of Business Analytics, University of SydneyVerified email at sydney.edu.au
LINA ZHANGQuantitative Economics Section at University of Amsterdam, Amsterdam School of EconomicsVerified email at uva.nl
Jacob PriddleQueensland University of TechnologyVerified email at qut.edu.au
Ian W TurnerProfessor of Computational MathematicsVerified email at qut.edu.au
Dan ZhuMonash UniversityVerified email at monash.edu

David Tyler Frazier

Monash University, Department of Econometrics and Business Statistics

Verified email at monash.edu - Homepage

Bayesian Inference and Theory Approximate and Generalized Bayesian Methods


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting 38 (3), 705-871, 2022	813	2022
Asymptotic properties of approximate Bayesian computation DT Frazier, GM Martin, CP Robert, J Rousseau Biometrika 105 (3), 593-607, 2018	131	2018
Model misspecification in approximate Bayesian computation: consequences and diagnostics DT Frazier, CP Robert, J Rousseau Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2020	104*	2020
Auxiliary likelihood-based approximate Bayesian computation in state space models GM Martin, BPM McCabe, DT Frazier, W Maneesoonthorn, CP Robert Journal of Computational and Graphical Statistics 28 (3), 508-522, 2019	68*	2019
Robust approximate Bayesian inference with synthetic likelihood DT Frazier, C Drovandi Journal of Computational and Graphical Statistics 30 (4), 958-976, 2021	54	2021
Bayesian inference using synthetic likelihood: asymptotics and adjustments DT Frazier, DJ Nott, C Drovandi, R Kohn Journal of the American Statistical Association (arXiv:1902.04827), 2023	51	2023
Approximate bayesian forecasting DT Frazier, W Maneesoonthorn, GM Martin, BPM McCabe International Journal of Forecasting 35 (2), 521-539, 2019	47	2019
A comparison of likelihood-free methods with and without summary statistics C Drovandi, DT Frazier Statistics and Computing 32 (3), 42, 2022	43	2022
Focused Bayesian prediction R Loaiza‐Maya, GM Martin, DT Frazier Journal of Applied Econometrics 36 (5), 517-543, 2021	42	2021
Computing Bayes: Bayesian computation from 1763 to the 21st century GM Martin, DT Frazier, CP Robert arXiv preprint arXiv:2004.06425, 2020	33	2020
Approximating Bayes in the 21st century GM Martin, DT Frazier, CP Robert Statistical Science 39 (1), 20-45, 2024	24	2024
Efficient Bayesian synthetic likelihood with whitening transformations JW Priddle, SA Sisson, DT Frazier, I Turner, C Drovandi Journal of Computational and Graphical Statistics 31 (1), 50-63, 2022	24	2022
Computing Bayes: From Then ‘Til Now CPR Gael M. Martin, David T. Frazier Statistical Science 1 (39), 3-19, 2024	23*	2024
Synthetic likelihood in misspecified models DT Frazier, DJ Nott, C Drovandi Journal of the American Statistical Association, 1-12, 2024	21*	2024
Loss-based variational Bayes prediction DT Frazier, R Loaiza-Maya, GM Martin, B Koo Journal of Computational and Graphical Statistics, 1-31, 2024	21	2024
A new approach to risk-return trade-off dynamics via decomposition DT Frazier, X Liu Journal of Economic Dynamics and Control 62, 43-55, 2016	21	2016
Variational Bayes in state space models: Inferential and predictive accuracy DT Frazier, R Loaiza-Maya, GM Martin Journal of Computational and Graphical Statistics 32 (3), 793-804, 2023	20*	2023
Optimal probabilistic forecasts: When do they work? GM Martin, R Loaiza-Maya, W Maneesoonthorn, DT Frazier, ... International Journal of Forecasting 38 (1), 384-406, 2022	19	2022
Robust and efficient approximate Bayesian computation: A minimum distance approach DT Frazier arXiv preprint arXiv:2006.14126, 2020	18	2020
Misspecification-robust sequential neural likelihood for simulation-based inference R Kelly, DJ Nott, DT Frazier, D Warne, C Drovandi Transactions on Machine Learning Research 2024 (June), Article number: 2347, 2024	17*	2024

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors