← All authors David T. Frazier Monash University (from arXiv:2308.05263, 2023) · ORCID · OpenAlex
44 papers in scope · 40 published · 9 on the econ.EM arXiv · 1,489 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Rubén Loaiza-Maya Gael M. Martin Worapree Maneesoonthorn David J. Nott Gary Koop Florian Huber Xuewen Yu Andrés Ramírez Hassan Florian Ziel Lucas Kock Weichang Yu Joshua C. C. Chan Didier Nibbering Donald Poskitt Ryan Covey Michael D. Smith D. S. Poskitt Ryan Zischke Luca Onorante Anastasios Panagiotelis Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (13 of 44)
working paper 2026 · arXiv
Posterior Risk of Modular and Semi-Modular Bayesian Inference
published 2025 · Journal of the American Statistical Association · 1 citations · first circulated 2023
published 2025 · Journal of the American Statistical Association · 2 citations · first circulated 2023
published 2025 · Econometric Reviews · 1 citations · first circulated 2020
Pooling Information in Likelihood-Free Inference
published 2025 · Bayesian Analysis · 1 citations · first circulated 2022
Predictive performance of power posteriors
published 2025 · Biometrika · 1 citations · first circulated 2024
Weak identification in discrete choice models
published 2024 · Journal of Econometrics
Cutting Feedback and Modularized Analyses in Generalized Bayesian Inference
published 2024 · Bayesian Analysis · 2 citations · first circulated 2022
Synthetic Likelihood in Misspecified Models
published 2024 · Journal of the American Statistical Association · 7 citations · first circulated 2021
ABC-based forecasting in misspecified state space models
published 2024 · International Journal of Forecasting · 2 citations · first circulated 2023
Testing Model Specification in Approximate Bayesian Computation Using Asymptotic Properties
published 2024 · Journal of Computational and Graphical Statistics · 1 citations · first circulated 2022
published 2024 · Journal of Computational and Graphical Statistics · 8 citations
Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance
published 2023 · Inverse Problems · 9 citations · first circulated 2022
Bayesian Inference for Misspecified Generative Models
published 2023 · Annual Review of Statistics and Its Application · 14 citations
working paper 2023 · arXiv · 1 citations
published 2023 · International Journal of Forecasting · 38 citations · first circulated 2022
Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localization
published 2023 · Journal of Computational and Graphical Statistics · 4 citations · first circulated 2022
Computing Bayes: From Then ‘Til Now
published 2023 · Statistical Science · 9 citations · first circulated 2022
Approximating Bayes in the 21st Century
published 2023 · Statistical Science · 17 citations · first circulated 2021
Modularized Bayesian analyses and cutting feedback in likelihood-free inference
published 2023 · Statistics and Computing · first circulated 2022
ABC of the future
published 2022 · International Statistical Review · 7 citations · first circulated 2021
published 2022 · Journal of Computational and Graphical Statistics · 14 citations · first circulated 2021
Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
published 2022 · Journal of the American Statistical Association · 38 citations · first circulated 2019
working paper 2022 · arXiv · 2 citations
A comparison of likelihood-free methods with and without summary statistics
published 2022 · Statistics and Computing · 29 citations · first circulated 2021
published 2022 · International Journal of Forecasting · 843 citations
published 2021 · Journal of Econometrics
with Veronika Czellar, Éric Renault
Efficient Bayesian Synthetic Likelihood With Whitening Transformations
published 2021 · Journal of Computational and Graphical Statistics · 16 citations · first circulated 2019
published 2021 · International Journal of Forecasting · 14 citations
Focused Bayesian prediction
published 2021 · Journal of Applied Econometrics · 1 citations
Robust Approximate Bayesian Inference With Synthetic Likelihood
published 2021 · Journal of Computational and Graphical Statistics · 30 citations · first circulated 2019
published 2020 · Journal of Econometrics · 4 citations · first circulated 2018
working paper 2020 · arXiv · 8 citations
Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
published 2020 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 62 citations
with Christian P. Robert, Judith Rousseau
Indirect inference with(out) constraints
published 2020 · Quantitative Economics · 1 citations
with Éric Renault
Indirect inference with a non-smooth criterion function
published 2019 · Journal of Econometrics · 10 citations · first circulated 2018
Indirect Inference: Which Moments to Match?
published 2019 · Econometrics · 2 citations
with Éric Renault
Approximate Bayesian forecasting
published 2019 · International Journal of Forecasting
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
published 2018 · Journal of Computational and Graphical Statistics · 35 citations · first circulated 2014
A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS
published 2018 · Econometric Theory · 7 citations
Indirect Inference with endogenously missing exogenous variables
published 2018 · Journal of Econometrics · 11 citations
with Saraswata Chaudhuri, Éric Renault
Efficient two-step estimation via targeting
published 2017 · Journal of Econometrics · 15 citations
with Éric Renault
Bayesian Synthetic Likelihood
published 2017 · Journal of Computational and Graphical Statistics · 203 citations
A new approach to risk-return trade-off dynamics via decomposition
published 2015 · Journal of Economic Dynamics and Control · 19 citations
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