Research output per year
Research output per year
Personal profile
Curriculum Vitae
Full Professor of Applied Statistics and Econometrics, Vienna University of Economics and Business
2011 → 2024
Program Director, Doctoral and PhD Programs, Vienna University of Economics and Business
2016 → 2020
Alternate Member, Equal Opportunities Working Group, Vienna University of Economics and Business
2016 → 2018
Chair, Institute for Statistics and Mathematics, Vienna University of Economics and Business
2014 → 2018
Member of the Senate, Vienna University of Economics and Business
2013 → 2016
Deputy Department Chair, Department of Finance, Accounting and Statistics, Vienna University of Economics and Business
2014 → 2015
Member of the Equal Opportunities Working Group, Vienna University of Economics and Business
2013 → 2015
Deputy Institute Chair, Institute for Statistics and Mathematics, Vienna University of Economics and Business
2012 → 2013
Full Professor of Applied Statistics and Econometrics, Johannes Kepler University Linz
2003 → 2011
Assistant Professor, and since 1996 Associate Professor, Department of Statistics, Vienna University of Economics and Business Administration
1990 → 2003
Statistics, Habilitation
1996
Visiting Professor, Vienna University of Technology
1991
Post-doc, Vienna University of Technology, Department of Statistics and Probability Theory
1988 → 1990
Mathematics, PhD, Vienna University of Technology
1988
Research assistant, Department for Hydraulics, Hydrology and Water Resources Management, Vienna University of Technology
1982 → 1988
Expertise
- statistical modelling of economic time series
- state space modelling and Kalman filter methods
- Markov Chain Monte Carlo methods
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Publications
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Bayesian Reconciliation of Return Predictability
Koval, B., Frühwirth-Schnatter, S. & Sögner, L., 27 Feb 2023, 48 p.Publication: Working/Discussion Paper › Working Paper/Preprint
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Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown
Frühwirth-Schnatter, S., Hosszejni, D. & Lopes, H. F., 16 Jan 2023.Publication: Working/Discussion Paper › Working Paper/Preprint
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When It Counts - Econometric Identification of the Basic Factor Model Based on GLT Structures
Frühwirth-Schnatter, S., Hosszejni, D. & Lopes, H. F., 16 Jan 2023.Publication: Working/Discussion Paper › Working Paper/Preprint
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Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis
Hosszejni, D. & Frühwirth-Schnatter, S., 1 Nov 2022, arXiv, p. 1-20, 20 p.Publication: Working/Discussion Paper › Working Paper/Preprint
Open Access -
Efficient Variance Identification for Sparse Factor Analysis
Hosszejni, D. & Frühwirth-Schnatter, S., 2022.Publication: Contribution to conference › Conference poster
Open AccessFile22 Downloads (Pure)
Activities
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Without Pain - Mixtures of Latent Class Models with a Prior on the Number of Components
Gertraud Malsiner-Walli (Contributor), Sylvia Frühwirth-Schnatter (Contributor) & Bettina Grün (Speaker)
17 Jul 2023Activity: Talk or presentation › Science to science
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Capturing correlated clusters using mixtures of latent class analysis
Gertraud Malsiner-Walli (Speaker), Sylvia Frühwirth-Schnatter (Contributor) & Bettina Grün (Contributor)
29 Jun 2023Activity: Talk or presentation › Science to science
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Bayesian Model-Based Clustering with the Telescoping Sampler
Sylvia Frühwirth-Schnatter (Contributor), Gertraud Malsiner-Walli (Contributor) & Bettina Grün (Speaker)
17 Dec 2022Activity: Talk or presentation › Science to science
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Capturing correlated clusters using mixtures of latent class analysis
Gertraud Malsiner-Walli (Speaker), Bettina Grün (Contributor) & Sylvia Frühwirth-Schnatter (Contributor)
17 Dec 2022 → 19 Dec 2022Activity: Talk or presentation › Science to science
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150 years of finite mixture analysis - How statisticians reveal hidden structures in complex data
Sylvia Frühwirth-Schnatter (Speaker)
23 Sept 2022Activity: Talk or presentation › Science to science
Projects
- 6 Finished
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Arianna: A Domain-Specific Language for MCMC Algorithms
Adelsberger, S., Frühwirth-Schnatter, S. & Winkler, D.
6/01/20 → 30/12/22
Project: Research funding
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Shrinking and Regularizing Finite Mixture Models
Frühwirth-Schnatter, S. & Malsiner-Walli, G.
1/11/16 → 30/04/22
Project: Research funding
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National Research Network The Austrian Center for Labor Economics and the Analysis of the Welfare State, Project Bayesian Econometrics (FWF S10309-G14)
Frühwirth-Schnatter, S., Pittner, S. & Posekany, A.
1/01/08 → 31/12/14
Project: Research funding
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Conjoint analysis using tools from state space modelling
Frühwirth-Schnatter, S., Otter, T. & Tüchler, R.
1/01/99 → 30/06/00
Project: Research funding
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Prizes
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Elected Fellow of the International Society for Bayesian Analysis
Frühwirth-Schnatter, Sylvia (Recipient), 2018
Prize
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WU Prämie für besondere Leistungen in der Forschung
Frühwirth-Schnatter, Sylvia (Recipient), 2015
Prize