Classification: 1162: Statistics

Publications

Book (monograph)

2018 Gailey, Nicholas, Lutz, Wolfgang. 2018. Demographic and Human Capital Scenarios for the 21st Century: 2018 assessment for 201 countries: Executive Summary. Luxembourg: Publications Office of the European Union. open access (Details)
2017 Lutz, Wolfgang, Klingholz, Reiner . 2017. Education First! From Martin Luther to Sustainable Development. Originally published by Campus Verlag as 'Wer Überlebt? Bildung entscheidet uber die Zukunft der Menschheit' Stellenbosch: African Sun Media. (Details)
2016 Klingholz, Reiner and Lutz, Wolfgang. 2016. Wer überlebt? Bildung entscheidet über die Zukunft der Menschheit. . 1. Frankfurt: Campus Verlag. (Details)

Journal article

2019 Malsiner-Walli, Gertraud, Hofmarcher, Paul, Grün, Bettina. 2019. Semi‐parametric Regression under Model Uncertainty: Economic Applications. Oxford Bulletin of Economics and Statistics. open access (Details)
  Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2019. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. Journal of Applied Econometrics. 34 (5), 621-640. open access (Details)
  Kastner, Gregor. 2019. Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions. Journal of Econometrics. 210 (1), 98-115. open access (Details)
2018 Rusch, Thomas, Hornik, Kurt, Mair, Patrick. 2018. Assessing and quantifying clusteredness: The OPTICS Cordillera. Journal of Computational and Graphical Statistics, 27 (1), 220-233. open access (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. open access (Details)
  Lutz, Wolfgang, Kebede, Endale Birhanu. 2018. Education and Health: Redrawing the Preston Curve. Population and Development Review. 44 (2), 343-361. open access (Details)
  Malsiner-Walli, Gertraud, Pauger, Daniela, Wagner, Helga. 2018. Effect fusion using model-based clustering. Statistical Modelling. 18 (2), 175-196. open access (Details)
  KC, Samir, Wurzer, Marcus, Speringer, Markus , Lutz, Wolfgang. 2018. Future Population and Human Capital in Heterogeneous India. Proceedings of the National Academy of Sciences (PNAS). 115 (33), 8328-8333. open access (Details)
  Vana, Laura, Hofmarcher, Paul, Grün, Bettina, Hornik, Kurt. 2018. Identifying key factors in accounting-based models of credit risk based on a predictive model averaging approach. Advances in Quantitative Analysis of Finance and Accounting. 16 117-146. (Details)
  Philipp, Michel, Rusch, Thomas, Strobl, Carolin, Hornik, Kurt. 2018. Measuring the Stability of Supervised Statistical Learning Results. Journal of Computational and Graphical Statistics. 27 (4), 685-700. (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. open access (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. open access (Details)
  Lutz, Wolfgang, Muttarak, Raya. 2017. Forecasting societies' adaptive capacities through a demographic metabolism model. Nature Climate Change 7, 177-184. (Details)
  Lutz, Wolfgang. 2017. Global Sustainable Development priorities 500 y after Luther: Sola schola et sanitate. Proceedings of the National Academy of Sciences (PNAS). 114 (27), 6904-6913. open access (Details)
  Lutz, Wolfgang. 2017. How population growth relates to climate change. Proceedings of the National Academy of Sciences (PNAS) 114 (46), 12103-12105. (Details)
  Lutz, Wolfgang, al, et. 2017. Riahi K, van Vuuren DP, Kriegler E, Edmonds J, O'Neill B, Fujimori S, Bauer N, Calvin K, et al. (2017). The shared socioeconomic pathways and their energy, land use, and greenhouse gas emissions implications: An overview. Global Environmental Change 42, 153-168. (Details)
  KC, Samir, Lutz, Wolfgang. 2017. The human core of the shared socioeconomic pathways: Population scenarios by age, sex and level of education for all countries to 2100. Global Environmental Change 42, 181-192. open access (Details)
2016 Loichinger, Elke, KC, Samir, Lutz, Wolfgang. 2016. A four - dimensional population module for the analysis of future adaptive capacity in the Phang Nga province of Thailand. Vienna Yearbook of Population Research 13 (2015), 263-287. open access (Details)
  Andreas, Martin, Kuessel, Lorenz, Wirth, Stefan, Gruber, Kathrin, Rhomberg, Franziska, Gomari-Grisar, Fatemeh, Franz, Maximilian, Zeisler, Harald, Gottsauner-Wolf, Michael. 2016. Bioimpedance cardiography in pregnancy: A longitudinal cohort study on hemodynamic pattern and outcome. BMC Pregnancy and Childbirth 16 (1), 128-137. open access (Details)
  Rusch, Thomas, Lowry, Paul B., Mair, Patrick, Treiblmaier, Horst. 2016. Breaking Free from the Limitations of Classical Test Theory: Developing and Measuring Information Systems Scales Using Item Response Theory. Information & Management, 54 (2), 189-203. open access (Details)
  Kastner, Gregor. 2016. Dealing with Stochastic Volatility in Time Series Using the R Package stochvol. Journal of Statistical Software. 69 (5), 1-30. open access (Details)
  Striessnig, Erich, Lutz, Wolfgang. 2016. Demographic strengthening of European identity. Population and Development Review 42 (2), 305-311. open access (Details)
  Mair, Patrick, Borg, Ingwer, Rusch, Thomas. 2016. Goodness-of-Fit Assessment in Multidimensional Scaling and Unfolding. Multivariate Behavioral Research, 51 (6), 772-789. open access (Details)
  Abel, Guy, Barakat, Bilal, KC, Samir, Lutz, Wolfgang. 2016. Meeting the sustainable development goals leads to lower world population growth. Proceedings of the National Academy of Sciences (PNAS) 113 (50), 14294-14299. open access (Details)
  Crespo Cuaresma, Jesus, Lutz, Wolfgang. 2016. The demography of human development and climate change vulnerability: A projection exercise. Vienna Yearbook of Population Research 13 (2015), 241-262. open access (Details)
  Muttarak, Raya, Lutz, Wolfgang, Jiang, Leiwen. 2016. What can demographers contribute to the study of vulnerability? Vienna Yearbook of Population Research 13 (2015), 1-13. open access (Details)
2015 Koller, Ingrid, Maier, Marco, Hatzinger, Reinhold. 2015. An Empirical Power Analysis of Quasi-Exact Tests for the Rasch Model: Measurement Invariance in Small Samples. Methodology: European Journal of Research Methods for the Behavioral and Social Sciences 11 (2): S. 45-54. (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. open access (Details)
2013 Barakat, Bilal, Durham, Rachel Elise, Guimar\~aes, Rodrigues. 2013. Age Compositional Adjustments for Educational Participation Indicators. Population 68 (4): 607-626. (Details)
  Barakat, Bilal, Durham, Rachel Elise. 2013. Unskilled Mayors and Graduate Farmers: Educational Fertility Differentials by Occupational Status and Industry in Six European Countries'. Demographic Research 28 (42): 1213-62. (Details)
  Grün, Bettina, Malsiner-Walli, Gertraud. 2013. Discussion of "How to Find an Appropriate Clustering for Mixed-Type Variables with Applicationto Socio-Economic Stratification" by Hennig and Liao. Journal of the Royal Statistical Society: Series C (Applied Statistics) 62 (3), 350-351. (Details)
  Barakat, Bilal and Durham, Rachel Elise. 2013. Drop-out mayors and graduate farmers: Educational fertility differentials by occupational status and industry in six European countries. Demographic Research 28 (42): S. 1213-1262. open access (Details)
  Oliva, Clelia F., Maier, Marco, Gilles, Jeremie, Jacquet, Maxime, Lemperiere, Guy, Quilici, Serge, Vreysen, Marc J. B., Schooneman, François, Chadee, Dave D., Boyer, Sebastien. 2013. Effects of irradiation, presence of females, and sugar supply on the longevity of sterile males Aedes albopictus (Skuse) under semi-field conditions on Reunion Island. Acta Tropica 125 (3): S. 287-293. (Details)
2012 Barakat, Bilal. 2012. A Second Look at School-Life Expectancy. International Journal of Educational Development 32 (4): 564-574. (Details)
  Berka, Christopher, Humer, Stefan, Moser, Mathias, Lenk, Manuela, Rechta, Henrik, Schwerer, Eliane. 2012. Combination of Evidence from Multiple Administrative Data Sources. Statistica Neerlandica 66 (1), 18-33. (Details)
2011 Malsiner-Walli, Gertraud, Wagner, Helga. 2011. Comparing Spike and Slab Priors for Bayesian Variable Selection. Austrian Journal of Statistics 40 (4), 241-264. (Details)
  Kada, Olivia, Brunner, Eva, Maier, Marco. 2011. Das Krankenhaus - ein kohärentes Setting? Entwicklung eines bereichsspezifischen Instruments zur Messung des Kohärenzgefühls während stationärer Aufenthalte (Teil 2). Prävention und Gesundheitsförderung 4 S. 299-304. (Details)

Chapter in edited volume

2019 Celeux, Gilles, Kamary, Kaniav, Malsiner-Walli, Gertraud, Marin, Jean-Michel, Robert, Christian P. 2019. Computational solutions for Bayesian inference in mixture models. In: Handbook of Mixture Analysis, Hrsg. Sylvia Frühwirth-Schnatter, Gilles Celeux, Christian P. Robert, 73-96. Boca Raton, Florida: Chapman & Hall. (Details)
2018 de-Graft Aikins, Ama, Wikler, Daniel, Allotey, Pascale, Beisel, Uli, Cooper, Melinda, Eyal, Nir, Hausman, Dan, Lutz, Wolfgang. 2018. Global Health and the Changing Contours of Human Life. In: Rethinking Society for the 21st Century, Hrsg. International Panel on Social Progress (IPSP), 713-752. UK: Cambridge University Press. (Details)
  KC, Samir, Lutz, Wolfgang. 2018. Human capital formation in Asia 1970-2010. In: Routledge Handbook of Asian Demography, Hrsg. Zhongwei Zhao, Adrian C. Hayes, 412-432. UK: Routledge. (Details)
  Lutz, Wolfgang. 2018. Introduction to Part IV: People-Based Systems Analysis of Health, Education and Institutions. In: Systems Analysis Approach for Complex Global Challenges. Hrsg. Mensah, P., Katerere, D., Hachigonta, S. & Roodt, A. 279-280. Heidelberg: Springer. (Details)
  Lutz, Wolfgang, KC, Samir. 2018. The demographic future of Asia. In: Routledge Handbook of Asian Demography, Hrsg. Zhao, Z. & Hayes, A.C, 514-539. Oxford: Routledge. (Details)
2017 Lutz, Wolfgang. 2017. Der Zeit voraus, eingeholt vom Streit zwischen gestern und vorgestern. In: Meine persönliche Reformation. Warum ich konvertiert bin, Hrsg. Maria Katharina Moser, Mattias Geist, 88-101. Wien, Graz, Klagenfurt: Styria Verlag. (Details)
  Barakat, Bilal, Lutz, Wolfgang. 2017. Die Entwicklung von tertiären Bildungsabschlüssen - Statistische Szeanarien für die nächsten Jahrzehnte. In: Zukunft und Aufgaben der Hochschulen, Hrsg. Rat für Forschung und Technologieentwicklung, 75-90. Wien: LIT Verlag. (Details)
  KC, Samir, Lutz, Wolfgang. 2017. Human capital formation in Asia 1970–2010. In: Routledge Handbook of Asian Demography, Hrsg. Zhao, Z. & Hayes, A.C. 412-432. Oxford: Routledge. (Details)
  Barakat, Bilal, Lutz, Wolfgang. 2017. The Development of Tertiary Attainment - Statistical Scenarios for the Coming Decades. In: Prospects and Future Tasks of Universities, Hrsg. Austrian Council for Research and Technology Development, 67-80. Zürich: LIT Verlag. (Details)
2016 Lutz, Wolfgang. 2016. Demographische Entwicklung in Österreich. In: Heimhilfe. Praxisleitfaden für die mobile Betreuung zuhause, Hrsg. Springer Berlin Heidelberg, S. 1-3. Berlin Heidelberg: Springer. (Details)
  Lutz, Wolfgang. 2016. Demographischer Metabolismus: Eine Prognosefaehige Theorie des Sozialen Wandels. In: Empirische Prognoseverfahren in den Sozialwissenschaften , Hrsg. Bachleitner, R . , Weichbold , M., and Pausch, M. (ed), 185-201. Wiesbaden: Springer. (Details)
  Lutz, Wolfgang. 2016. Der gesellschaftliche Auftrag der Demografie, demografischer Metabolismus und Bildung als dritte demografische Dimension. In: Die transformative Macht der Demografie, Hrsg. Mayer, T, 11-25. Wiesbaden: Springer. (Details)
2015 Lutz, Wolfgang. 2015. The Future of Welfare in a Global Europe. In: Demographic metabolism: Enabling future generations, Hrsg. B. Marin, S. 175-191. London: Ashgate. (Details)
2010 Gruber, Kathrin. 2010. Scoright. In: IRT Software: Überblick und Anwendungen, Hrsg. M. Maier & R. Hatzinger, 27-38. Wien: Institute for Statistics and Mathematics, WU Wirtschaftsuniversität Wien. (Details)
  Maier, Marco, Maier, Konradin. 2010. BILOG-MG und MULTILOG. In: IRT Software: Überblick und Anwendungen, Hrsg. M.J. Maier, R. Hatzinger, 79-94. Wien: WU Vienna University of Economics and Business. (Details)
  Renner, Walter, Maier, Marco. 2010. Deutschlands klügste Köpfe: Was Herkunft und Hauptfach über das Allgemeinwissen aussagen. In: Allgemeinbildung in Deutschland. Erkenntnisse aus dem SPIEGEL-Studentenpisa-Test, Hrsg. Sabine Trepte, Markus Verbeet, S. 177-193. Wiesbaden: VS Verlag für Sozialwissenschaften. (Details)

Edited book (editorship)

2018 Lutz, Wolfgang, Goujon, Anne, KC, Samir, Stonawski, Marcin, Stilianakis, Nikolaos, Hrsg. 2018. Demographic and Human Capital Scenarios for the 21st Century: 2018 assessment for 201 countries. Luxembourg: Publications Office of the European Union. open access (Details)
2016 Lutz, Wolfgang, Hrsg. 2016. Vienna Yearbook of Population Research. 2014. Wien: Verlag der Österreichischen Akademie der Wissenschaften. (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)
2014 Lutz, Wolfgang, Hrsg. 2014. Vienna Yearbook of Population Research. 2013. Wien: Verlag der Österreichischen Akademie der Wissenschaften. (Details)
2013 Lutz, Wolfgang, Hrsg. 2013. Vienna Yearbook of Population Research. 2012. Wien: Verlag der Österreichischen Akademie der Wissenschaften. (Details)
2012 Lutz, Wolfgang, Hrsg. 2012. Vienna Yearbook of Population Research. 2011. Wien: Verlag der Österreichischen Akademie der Wissenschaften. (Details)

Contribution to conference proceedings

2018 Grün, Bettina, Malsiner-Walli, Gertraud. 2018. Bayesian Latent Class Analysis with Shrinkage Priors: An Application to the Hungarian Heart Disease Data. In ASMOD 2018 -- Proceedings of the International Conference on Advances in Statistical Modelling of Ordinal Data, Hrsg. Stefania Capecchi and Francesca Di Iorio and Rosaria Simone, 13-24. FedOA -- Federico II University Press: None. open access (Details)
2017 Lutz, Wolfgang. 2017. World Population, Education and Health. In Nachhaltige Zeitenwende? Die Agenda 2030 als Herausforderung für Wissenschaft und Politik, Hrsg. Prof. Dr. Jörg Hacker , 35-39. Halle (Saale): Nationale Akademie der Wissenschaften. (Details)
2016 Pauger, Daniela, Malsiner-Walli, Gertraud, Wagner, Helga. 2016. Bayesian effect fusion for categorical predictors with sparse finite mixture prior. In Proceedings of the 31st International Workshop on Statistical Modelling, Hrsg. Herwig Friedl, Helga Wagner, 247-252. Johannes Kepler University Linz: None. (Details)
2015 Malsiner-Walli, Gertraud, Grün, Bettina, Hofmarcher, Paul. 2015. Bayesian variable selection in semi-parameteric growth regression. In Proceedings of the 30th International Workshop on Statistical Modelling, Volume 2, Hrsg. Herwig Friedl, Helga Wagner, 151-154. 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)
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)
2012 Nettekoven, Michaela, Ledermüller, Karl. 2012. Assess the Assessment: An Automated Analysis of Multiple Choice Exams and Test Items. In Proceedings of the 11th European Conference on e-Learning, Hrsg. Beldhuis, Hans, 397-406. Groningen: -. (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)

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)
  Kastner, Gregor, Huber, Florian. 2019. Sparse Bayesian Vector Autoregressions in Huge Dimensions. 4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Institute for Advanced Studies, Austria, 16.05.-17.05. (Details)
2018 Kastner, Gregor. 2018. Bayesian Inference in Many Dimensions: Examples from Macroeconomics and Finance. Bayesians Statistics in the Big Data Era, Marseille Luminy, France, 26.11.-30.11. Invited Talk (Details)
  Lutz, Wolfgang. 2018. Brain power for sustainable development. Leopoldina meeting “Economic and Social Research”, München, Deutschland, 03.05.-04.05. (Details)
  Lutz, Wolfgang. 2018. Brain Power: An Introduction. Leopoldina Symposium “Brain Power for Sustainable Development. The Cognitive Preconditions for a Successful Sustainability Transition”, Berlin, Deutschland, 12.06.-14.06. (Details)
  Cuchiero, Christa. 2018. Calibration of financial models using neural networks. 6th NUS-USPC Workshop on Machine Learning and FinTech, Singapore, Singapur, 18.04.-19.04. Invited Talk (Details)
  Cuchiero, Christa. 2018. Calibration of financial models using neural networks. DEM Workshop in Financial Mathematics, Verona, Italien, 31.10. Invited Talk (Details)
  Kastner, Gregor. 2018. Dealing with Stochastic Volatility in Time Series Using the R packages stochvol and factorstochvol. 1st International Conference on Data Science in Finance with R (DSF-R), Vienna, Österreich, 13.09.14.09. Invited Talk (Details)
  Lutz, Wolfgang. 2018. Demographic scenarios by age, sex, and level of education for all countries with a specific focus on the EU – The CEPAM 2018 Assessment. Workshop “Demographic Scenarios for the EU: Investigating the Role of Migration”, Brussels, Belgien, 17.04.-19.04. (Details)
  Lutz, Wolfgang. 2018. Future migration scenarios in the context of global population trends. Seminar “Global Population Growth and Migrations”, Turku, Finnland, 13.08.-16.08. (Details)
  Cuchiero, Christa. 2018. Infinite dimensional polynomial processes. Advanced Methods in Mathematical Finance, Angers, Frankreich, 28.08.-31.08. (Details)
  Cuchiero, Christa. 2018. Infinite dimensional polynomial processes. Innovative Research in Mathematical Finance in Honor of Yuri Kabanov, Zürich, Schweiz, 07.09. Invited Talk (Details)
  Cuchiero, Christa. 2018. Infinite dimensional polynomial processes. 9th International Workshop on applied Probability, Budapest, Ungarn, 18.06.-21.06. (Details)
  Cuchiero, Christa. 2018. Infinite dimensional polynomial processes. Mathematical finance workshop, Connecticut, Vereinigte Staaten/USA, 13.10. (Details)
  Cuchiero, Christa. 2018. Infinite dimensional polynomial processes. • Workshop on Stochastic Modelling and Financial Applications, Verona, Italien, 01.06.-02.06. 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)
  Cuchiero, Christa. 2018. Markovian representations of stochastic Volterra equations. Stochastic Analysis and its Applications, Banff, Oaxaca, Kanada, 13.05.-18.05. (Details)
  Cuchiero, Christa. 2018. Markovian representations of stochastic Volterra equations. Mini-Workshop on high-dimensional BSDEs and PDEs, Essen, Deutschland, 24.05.-25.05. (Details)
  Philipp, Michel, Rusch, Thomas, Strobl, Carolin, Hornik, Kurt. 2018. Measuring the Stability of Recursive Partitioning Methods . European Conference on Data Analysis (ECDA), Paderborn, Germany, 04.07.-06.07. open access (Details)
  Lutz, Wolfgang. 2018. Migration in the context of global demographic developments [Migration im Kontext globaler demografischer Entwicklungen]. Berlin Demographic Forum (BDF), Berlin, Deutschland, 10.04.-11.04. (Details)
  Lutz, Wolfgang. 2018. Population and climate change. International Sociological Association (ISA) conference “Changing Demography. Changing Families”, Singapur, Singapur, 17.05.-18.05. Invited Talk (Details)
  Lutz, Wolfgang. 2018. Population and migration as a scientific challenge. Evidence and policy summer school – science, policy and demography, Laxenburg, Österreich, 05.09.-07.09. Invited Talk (Details)
  Lutz, Wolfgang. 2018. Population and sustainable development: Synergies between ICPD and Agenda 2013. UNECE Regional Conference on ICPD+25, Genf, Schweiz, 30.09.-02.10. (Details)
  Cuchiero, Christa. 2018. Rough covariance modeling - theory and empirics. Quantitative Methods in Finance, Sydney, Australien, 11.12.-14.12. Invited Talk (Details)
  Cuchiero, Christa. 2018. Rough volatility modeling from an affine point of view. Actuarial and Financial Mathematics Conference, Brussels, Belgien, 08.02.-09.02. Invited Talk (Details)
  Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2018. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. 12th International Conference on Computational and Financial Econometrics (CFE 2018), University of Pisa, Italy, 14.12.-16.12. Invited Talk (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2018. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 1st Vienna Workshop on Economic Forecasting, Institute for Advanced Studies, Vienna, Austria, 15.02.-16.02. (Details)
  Kastner, Gregor, Huber, Florian. 2018. Sparse Bayesian Vector Autoregressions in Huge Dimensions. BAYESCOMP 2018, Universitat Pompeu Fabra, Barcelona, Spain, 26.03.-28.03. Invited Talk (Details)
  Rusch, Thomas, Mair, Patrick, Hornik, Kurt. 2018. The STOPS framework for structure-based hyperparameter selection in multidimensional scaling. Data Science, Statistics & Visualisation (DSSV2018), Vienna, Austria, 09.07.-11.07. open access (Details)
  Malsiner-Walli, Gertraud, Grün, Bettina. 2018. Variable selection in Bayesian latent class analysis using shrinkage priors. CFE-CM Statistics 2018, Pisa, Italien, 14.12. (Details)
  Malsiner-Walli, Gertraud, Grün, Bettina. 2018. Variable selection in Bayesian latent class analysis using shrinkage priors. Workshop on Clustering Methods and Applications, Universität Bozen, Italien, 26.10. (Details)
  Angel, Stefan, Disslbacher, Franziska, Humer, Stefan, Schnetzer, Matthias. 2018. What Did you Really Earn Last Year: Measurement Error in Survey Income Data. IARIW 35th General Conference, Kopenhagen, Dänemark, 20.08.-25.08. (Details)
  Lutz, Wolfgang. 2018. World population change – future dynamics. Plenary Session of the Pontifical Academy on “Transformative Roles of Science in Society: From emerging basic science toward solutions for people’s wellbeing”, Vatikan, Italien, 11.11.-14.11. (Details)
2017 Cuchiero, Christa. 2017. (Probability) measure-valued polynomial diffusions. 8th General AMaMeF Conference, Amsterdam, Netherlands, 19.06-23.06. Invited Talk (Details)
  Cuchiero, Christa. 2017. (Probability) measure-valued polynomial diffusions. Thera Stochastics, A Mathematics Conference in Honor of Ioannis Karatzas, Thera (Santorin), Italy, 31.05-02.06. Invited Talk (Details)
  Cuchiero, Christa. 2017. (Probability) measure-valued polynomial diffusions. • Mathematical Finance Workshop, Paris-Diderot, Frankreich, 07.12. (Details)
  Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. 8th European Seminar on Bayesian Econometrcis (ESOBE 2017), Maastricht, Netherlands, 26.10.-27.10. (Details)
  Philipp, Michel, Rusch, Thomas, Hornik, Kurt, Zeileis, Achim, Strobl, Carolin. 2017. Assessing the stability of trees and other statistical learning results. International Meeting of the Psychometric Society (IMPS2017), Zürich, Switzerland, 18.07.-21.07. (Details)
  Lutz, Wolfgang. 2017. Cognition Driven Demographic Transition. International Union for the Scientific Study of Population, Kapstadt, Südafrika, 29.10.-04.11. (Details)
  Cuchiero, Christa. 2017. Cover’s universal portfolio, stochastic portfolio theory and the numéraire portfolio. Oberwolfach Meeting on Mathematics of Quantitative Finance, Oberwolfach-Walke, Germany, 26.02.-4.3. (Details)
  Lutz, Wolfgang. 2017. Demographic Approaches on Population Ethics. workshop on Ecological Limits/Sustainability and Population Size, Utrecht, Niederlande, 14.12.-15.12. (Details)
  Lutz, Wolfgang, Kebede, Endale Birhanu. 2017. Educating the Preston Curve: Assessing Interactions Within the Education-Income-Health Triangle. Population Association of America (PAA) Annual Meeting 2017, Chicago, Vereinigte Staaten/USA, 27.04.-29.04. (Details)
  Kebede, Endale Birhanu, Goujon, Anne , Lutz, Wolfgang. 2017. Exploring the Link Between Structural Adjustment Programs, Educational Discontinuities and Stalled Fertility in Sub -Saharan Africa. Union for the Scientific Study of Population (IUSSP) Conference 2017, Kapstadt, Südafrika, 29.10.-04.11. (Details)
  Kebede, Endale Birhanu, Lutz, Wolfgang, Goujon, Anne . 2017. Exploring the Link Between Structural Adjustment Programs, Educational Discontinuities, and Stalled Fertility in Sub-Saharan Africa . Population Association of America (PAA) Annual Meeting 2017, Chicago, Vereinigte Staaten/USA, 27.04.-29.04. (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)
  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)
  Cuchiero, Christa. 2017. Keynote talk: Cover’s universal portfolio, stochastic portfolio theory and the numéraire portfolio. Advances in Financial Mathematics, Paris, France, 10.1.-13.1. Invited Talk (Details)
  Cuchiero, Christa. 2017. Keynote talk: Cover’s universal portfolio, stochastic portfolio theory and the numéraire portfolio. ETH Risk Day 2017, Zurich, Switzerland, 15.09. Invited Talk (Details)
  Cuchiero, Christa. 2017. Keynote talk: Polynomial processes in stochastic portfolio theory. School and workshop on dynamical models in Finance, Lausanne, Switzerland, 22.05.-24.05. Invited Talk (Details)
  Abel, Guy, Barakat, Bilal, KC, Samir, Lutz, Wolfgang. 2017. Meeting the Sustainable Development Goals Leads to Lower World Population Growth. Population Association of America (PAA) Annual Meeting 2017, Chicago, Vereinigte Staaten/USA, 27.04.-29.04. (Details)
  Lutz, Wolfgang. 2017. Migration in the context of multidimensional population dynamics in Europe and potential sending countries. Workshop Demographic Changes and the Impact of Migrations, Ispra, Italien, 18.04.-20.04. (Details)
  Cuchiero, Christa. 2017. Non-linear (PI)DEs and affine processes. International Workshop on BSDEs, SPDEs and their Applications, Edinburgh, Großbritannien, 03.07.-07.07. (Details)
  Lutz, Wolfgang. 2017. Populations Statistics, Peace and Sustainable Development. Peace Symposium under patronage of Tarja Halonen, Usikapunki, Finnland, 10.08.-11.08. (Details)
  Schwendinger, Florian, Theußl, Stefan, Hornik, Kurt. 2017. ROI - R Optimization Infrastructure. UseR 2017, Brüssel, Belgien, 03.07-07.07. (Details)
  Cuchiero, Christa. 2017. Rough volatility modeling from an affine point of view. Advances in Stochastic Analysis for Risk Modeling, Luminy, Frankreich, 13.11.-17.11. (Details)
  Cuchiero, Christa. 2017. Rough volatility modeling from an affine point of view. • Stochastic analysis and modeling conference, Verona, Italien, 18.12. Invited Talk (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2017. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? NBP Workshop on Forecasting, Narodowy Bank Polski, Poland, 20.11.-21.11. Invited Talk (Details)
  Kastner, Gregor. 2017. Sparse Bayesian time-varying covariance estimation in many dimensions. 61st World Statistics Congress (ISI 2017), Marrakech, Morocco, 16.07.-21.07. Invited Talk (Details)
  Rusch, Thomas, Mair, Patrick, Hornik, Kurt. 2017. The STOPS Framework for Parameter Selection in Multidimensional Scaling. Psychoco 2017, Vienna, Austria, 09.02-10.02. (Details)
2016 Lutz, Wolfgang. 2016. Interactions of Population Trends with the Social, Economic and Natural Environment. 3d ISA Forum of Sociology “The Futures We Want: Global Sociology and the Struggles for a Better World”, Wien, Österreich, 10.07.-14.07. (Details)
  Lutz, Wolfgang. 2016. Demographic Metabolism at Work. European Population Conference (EPC) 2016 “Demographic Change and Policy Implications”, Mainz, Deutschland, 31.08.-02.09. (Details)
  Malsiner-Walli, Gertraud, Wagner, Helga, Pauger, Daniela, Grün, Bettina. 2016. Effect fusion using sparse finite mixtures. 10th International Conference on Computational and Financial Econometrics (CFE 2016), University of Seville, Sevilla, Spanien, 10.12. (Details)
  Malsiner-Walli, Gertraud, Wagner, Helga, Pauger, Daniela, Grün, Bettina. 2016. Effect fusion using sparse finite mixtures. Summer Session of the Working Group on Model-Based Clustering, Universite` Paris Descartes, Frankreich, 19.07.2016. (Details)
  Lutz, Wolfgang. 2016. Europe’s Demographic Future: 4-Dimensional Scenarios for Assessing the Impacts of Migration. Conference on Demography, organized in the framework of the European University Institute’s Forum on Migration, Citizenship and Demography (EUI’s Forum), Florence, Italien, 03.02.-07.02, Invited Talk (Details)
  Lutz, Wolfgang. 2016. Global Demography in the 21st Century. World Demographic and Aging (WDA) Forum, St. Gallen, Schweiz, 29.08.-30.08. Invited Talk (Details)
  Lutz, Wolfgang. 2016. Global Human Capital . ISA RC28 on Intergenerational Transfer, Human Capital, and Inequality, Singapur, Singapur, 23.05.-29.05. Invited Talk (Details)
  Lutz, Wolfgang. 2016. Human Capital as the Root Cause of Development and Policy Priority for the 21st Century. IST Science and Society Lecture, Klosterneuburg, Österreich, 14.12. (Details)
  Lutz, Wolfgang. 2016. Informing Sustainability Science through Advances in Environmental Decision Making and Other Areas of Science. Academies workshop Transition toward Sustainability after 15 Years: Where Do We Stand in Advancing the Scientific Foundation, Irvine, Vereinigte Staaten/USA, 13-15 January. (Details)
  Lutz, Wolfgang. 2016. Nordic Challenges in the Global Context. Sofia Earth Forum 1st Symposium on Grand Challenges, Solutions and Legitimacy, Helsinki, Finnland, 20.06.-22.06. (Details)
  Lutz, Wolfgang. 2016. Population, Education, and the Sustainable Development Goals. AAAS 2016 Annual Meeting, Washington DC, Vereinigte Staaten/USA, 11.02.-14.02. (Details)
  Lutz, Wolfgang. 2016. Potential Impact of Migration on Human Capital in Europe. Demography Symposium "Challenges for Europe- Demography and Immigration" organized by Finnish Society of Sciences and Letters, Helsinki, Finnland, 29.04. (Details)
  Gruber, Kathrin. 2016. Quasi-exakte Tests zur Überprüfung des Rasch Modells und fehlende Werte: Was tun? 12. Tagung der Österreichischen Gesellschaft für Psychologie, Innsbruck, Österreich, 31.03.-02.04. (Details)
  Kastner, Gregor. 2016. Sparse Bayesian time-varying covariance estimation in many dimensions. 10th International Conference on Computational and Financial Econometrics (CFE 2016), University of Seville, Spain, 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)
  Kastner, Gregor. 2016. Sparse time-varying covariance estimation in many dimensions. ISBA World Meeting, Sardinia, Italy, 13.06.-17.06. (Details)
  Kastner, Gregor. 2016. Sparse time-varying covariance estimation in many dimensions. 3rd Bayesian Young Statisticians Meeting (BAYSM 2016), Florence, Italy, 19.06.-21.06. (Details)
  Lutz, Wolfgang. 2016. Too educated to be happy? An Investigation into the Relationship between Education and Subjective Well-being. European Population Conference (EPC) 2016 “Demographic Change and Policy Implications”, Mainz, Deutschland, 31.08.-02.09. (Details)
  Lutz, Wolfgang. 2016. World Population, Education and Health. Leopoldina symposium 'Nachhaltige Zeitenwende? Die Agenda 2030 als Herausforderung für Wissenschaft und Politik' Berlin, Deutschland, 17.10.-18.10. (Details)
2015 Kastner, Gregor. 2015. Sparse Bayesian Latent Factor Stochastic Volatility Models for Dynamic Covariance Estimation in High-Dimensional Financial Time Series. NBER-NSF Time Series Conference, WU Vienna University of Economics and Business, Österreich, 25.09.-26.09. (Details)
  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)
  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)
  Kastner, Gregor. 2015. Dealing with Dynamic Covariances in High-Dimensional Time Series: A Bayesian Approach. 9th CSDA International Conference on Computational and Financial Econometrics (CFE 2015), Senate House, University of London, United Kingdom, 12.12.-14.12. Invited Talk (Details)
  Francis, Brian, Grand, Alexandra, Dittrich, Regina. Forthcoming. Latent worths and longitudinal paired comparisons - a Markov model of dependence. Cladag 2015: 10th Scientific Meeting of the Classification and Data Analysis Group , Santa Margherita di Pula - Cagliari, Italien, 08.10- 10.10. (Details)
  Rusch, Thomas, Zeileis, Achim, Hornik, Kurt. 2015. Logistic regression trees for ordinal and preference data. CLADAG 2015, Cagliari, Italy, 09.10.-11.10. (Details)
  Kastner, Gregor. 2015. Sparse Bayesian Latent Factor Stochastic Volatility Models for Dynamic Covariance Estimation in High-Dimensional Financial Time Series. 6th ESOBE Annual Conference, Study Center Gerzensee, Switzerland, Switzerland, 29.10.-30.10. (Details)
2014 Kastner, Gregor. 2014. Dealing with stochastic volatility in time series using the R package stochvol. R/Finance, University of Illinois at Chicago, Vereinigte Staaten/USA, 16.05.-17.05. (Details)
  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)
  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, Posekany, Alexandra. 2014. Uniting parallel MCMC results for horizontally partitioned data. Ulmer Stochastik Tage, Ulm, Deutschland, 04.03-07.03. (Details)
2013 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 (CFE’13), Senate House, University of London, Großbritannien, 14.12.-16.12. 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)
  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)
  Maier, Marco. 2013. Dirichlet-Multinomiale Regressionsmodelle in der Psychologie. 11. Tagung der Fachgruppe Methoden & Evaluation (FGME) der Deutschen Gesellschaft für Psychologie (DGPs), Klagenfurt, Österreich, 19.09.-21.09.. (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)
  Maier, Marco. 2013. Dirichlet-Multinomial Regression Models in R. Psychoco 2013: International Workshop on Psychometric Computing, Zürich, Schweiz, 14.02-15.02.. (Details)
2012 Maier, Marco, Hatzinger, Reinhold, Rusch, Thomas, Mair, Patrick. 2012. Neues in eRm (ein R-Paket für 'extended Rasch modeling'). 10. Tagung der Österreichischen Gesellschaft für Psychologie, Graz, Österreich, 12.04.-14.04.. (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)
  Ring, Amata, Maier, Marco. 2012. Perspectives on destination competitiveness - National destination competitiveness' influence on regional attractiveness. 2012 AMS World Marketing Congress – Cultural Perspectives in Marketing, Atlanta, Vereinigte Staaten/USA, 28.08.-01.09.. (Details)
2011 Maier, Marco. 2011. DirichletReg - Modeling Compositional Data in R. Psychoco 2011: International Workshop on Psychometric Computing, Tübingen, Deutschland, 24.02-25.02. (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)
  Maier, Marco. 2011. Eine Alternative zu nominalen Antwortformaten und deren Analyse: Die Dirichletverteilung und Dirichletregressionsmodelle in R mit DirichletReg. 10. Tagung der Fachgruppe Methoden & Evaluation der DGPs, Bamberg, Deutschland, 21.09.-23.09.. (Details)
  Berka, Christopher, Humer, Stefan, Moser, Mathias, Lenk, Manuela, Rechta, Henrik, Schwerer, Eliane. 2011. Quality Measures for Administrative Registers: Preliminary Results for the Austrian Census 2011. New Techniques and Technologies for Statistics, Brussels, Belgien, 22.02.-24.02.. (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)
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)
  Berka, Christopher, Humer, Stefan, Moser, Mathias, Lenk, Manuela, Rechta, Henrik, Schwerer, Eliane. 2010. Bewertung der Qualität registerbasierter Statistiken. 6. Predictive Analytics Konferenz 2010, Wien, Österreich, 18.05.-19.05.. (Details)
  Berka, Christopher, Humer, Stefan, Moser, Mathias, Fiedler, Reinhard, Schwerer, Eliane. 2010. Quality assessment for register-based Statistics in Austria. European Conference on Quality in Official Statistics, Helsinki, Finnland, 03.05.-06.05.. (Details)
  Berka, Christopher, Humer, Stefan, Moser, Mathias, Fiedler, Reinhard, Schwerer, Eliane. 2010. Quality Assessment for register-based Statistics in Austria. Neighbouring Countries Cooperation Workshop on administrative data (AD) examination and measurement of AD-quality, Budapest, Ungarn, 31.05.-01.06.. (Details)
  Berka, Christopher, Humer, Stefan, Moser, Mathias, Fiedler, Reinhard, Schwerer, Eliane. 2010. Quality Assessment for register-based Statistics in Austria. Joint UNECE/Eurostat Expert Group Meeting on Register-Based Censuses, The Hague, Niederlande, 11.05.-12.05.. (Details)

Poster presented at an academic conference or symposium

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)
  Kastner, Gregor, Huber, Florian. 2018. Sparse Bayesian Vector Autoregressions in Huge Dimensions. ISBA World Meeting 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)
  Kastner, Gregor, Huber, Florian. 2017. Sparse Bayesian Vector Autoregressions in Huge Dimensions. 3rd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Austria, 08.06.-09.06. (Details)
2016 Malsiner-Walli, Gertraud, Wagner, Helga, Pauger, Daniela. 2016. Effect fusion using sparse finite mixtures. International Society for Bayesian Analysis (ISBA) World Meeting, Forte Village Resort Convention Center Sardinia. Italien, 15.06.2016. (Details)
  Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2016. Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model. 7th European Seminar on Bayesian Econometrics (ESOBE 2016), Venice, Italy, 27.10.-28.10. (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 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)
  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)
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)
  Striessnig, Erich, KC, Samir. 2013. New set of population projections by age, sex, and educational attainment for 171 countries of the world: methods and challenges. BSPS Annual Conference 2013, Swansea, Großbritannien, 09.09.-11.09.. (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)
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)
2009 Gruber, Kathrin, Kubinger, Klaus D.. 2009. Modellperformance des Difficulty-Plus-Guessing PL Modells im Vergleich mit 1PL und 3PL Modellen. Annual Meeting of the Austrian Statistical Society, WU Vienna, Österreich, 21.09.-23.09.. (Details)

Working/discussion paper, preprint

2018 Bora, Jayanta Kumar, Lutz, Wolfgang. 2018. Contribution of Education to Infant and Under-Five Mortality Disparities among Caste Groups in India. (Details)
  Lutz, Wolfgang, Lijadi, Anastasia Aldelina, Strießnig, Erich, Dimitrova, Anna, Caldeira Brant de Souza Lima, Melissa. 2018. Years of Good Life (YoGL): A new indicator for assessing sustainable progress. (Details)
2017 Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. (Details)
  Philipp, Michel, Rusch, Thomas, Hornik, Kurt, Strobl, Carolin. 2017. Measuring the Stability of Results from Supervised Statistical Learning. open access (Details)
  Theußl, Stefan, Schwendinger, Florian, Hornik, Kurt. 2017. ROI: The R Optimization Infrastructure Package. (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2017. Sophisticated and Small Versus Simple and Sizeable: When Does it Pay Off to Introduce Drifting Coefficients in Bayesian VARs? (Details)
  Kastner, Gregor, Huber, Florian. 2017. Sparse Bayesian Vector Autoregressions in Huge Dimensions. (Details)
  Lutz, Wolfgang. 2017. Studying the Demography of Sustainable Human Wellbeing: Empowered Life Years (ELY) as Sustainability Criterion. (Details)
2016 Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2016. Achieving Shrinkage in a Time-Varying Parameter Model Framework. (Details)
  Rusch, Thomas, Hornik, Kurt, Mair, Patrick. 2016. Assessing and quantifying clusteredness: The OPTICS Cordillera. Discussion Paper Series / Center for Empirical Research Methods, Report 2016/1. WU Vienna University of Economics and Business. open access (Details)
  Kastner, Gregor. 2016. Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions. (Details)
  Marchenko, Maria, Mammen, Enno. 2016. Weighted Average Estimator in Nonparametric Quantile Regression for the Data of Higher Dimensions. (Details)
2015 Kastner, Gregor. 2015. Heavy-Tailed Innovations in the R Package stochvol. R Package Vignette. open access (Details)
  Kastner, Gregor. 2015. Dealing with Stochastic Volatility in Time Series Using the R Package stochvol. R Package Vignette. (Details)
2014 Maier, Marco, Koller, Ingrid. 2014. Supplement to Koller, Maier, & Hatzinger: "An Empirical Power Analysis of Quasi-Exact Tests for the Rasch Model: Measurement Invariance in Small Samples". Research Report Series / Department of Statistics and Mathematics, 127. (Details)
  Maier, Marco. 2014. DirichletReg: Dirichlet Regression for Compositional Data in R. Research Report Series / Department of Statistics and Mathematics, 125. (Details)
  Barakat, Bilal. 2014. Revisiting the History of Fertility Concentration and its Measurement. Vienna Institute of Demography (VID) Working Paper 01/14. (Details)

Book or article review

2017 Kastner, Gregor. 2017. Besprechung von Statistik und Intuition. Alltagsbeispiele kritisch hinterfragt, von Katharina Schüller. Internationale Mathematische Nachrichten 235, 46-47. (Details)

Textbook

2014 Hatzinger, Reinhold, Hornik, Kurt, Nagel, Herbert, Maier, Marco. 2014. R: Einführung durch angewandte Statistik. 2. Auflage. München: Pearson Studium. (Details)

Lecture notes/article in lecture notes

2014 Maier, Marco, Hatzinger, Reinhold. 2014. Angewandte Statistik mit R. 2. Auflage Wien: Facultas. (Details)
2011 Maier, Marco, Hatzinger, Reinhold. 2011. Angewandte Statistik mit R. Wien: facultas wuv. (Details)

Media report

2016 Lutz, Wolfgang. 2016. science.talk: Bevölkerungsforscher Wolfgang Lutz. (Details)

Dissertation

2014 Malsiner-Walli, Gertraud. 2014. Parsimonious Finite Mixture Models. Dissertation, Johannes Kepler University. (Details)

Master thesis

2010 Malsiner-Walli, Gertraud. 2010. Bayesian Variable Selection in Normal Regression Models. Masterarbeit, Johannes Kepler University. (Details)

Magazine/newspaper article

2019 Hosszejni, Darjus, Kastner, Gregor. 2019. stochvol 2.0.0 - Stochastic volatility models with leverage in R. The ISBA Bulletin - The official bulletin of the International Society for Bayesian Analysis, 26.03.19 (Details)
2018 Carrasco Heiermann, Adrian, Klingholz, Reiner , Lutz, Wolfgang. 2018. Mehr Humankapital wagen! Wie Bildung die Gesellschaften der Welt fit für das 21. Jahrhundert machen kann. Discussion Paper 22. Berlin-Institut für Bevölkerung und Entwicklung , Berlin, Germany, 20.06.18 (Details)
2014 Posekany, Alexandra, Bitto-Nemling, Angela, Kastner, Gregor. 2014. News from BAYSM 2014. The ISBA Bulletin - The official bulletin of the International Society for Bayesian Analysis , 13.10.14 (Details)

Unpublished lecture

2018 Lutz, Wolfgang. 2018. World Population Trends and the rise of “homo sapiens literata” in the context of the Sustainable Development Goals. SMART lecture (CEMM), Wien, 10.12.18 (Details)
  Cuchiero, Christa. 2018. Rough affine covariance models. London Mathematical Finance Seminar Series, London, 08.11.18 (Details)
  Lutz, Wolfgang. 2018. Global population trends and the challenges arising from imbalances. Panel discussion on UNFPA’s State of World Population Report 2018 "Is Europe facing a population crisis?" Wien, 18.10.18 (Details)
  Kastner, Gregor. 2018. Efficient Bayesian Estimation of Univariate and Multivariate Stochastic Volatility Models. Summer School in Bayesian Econometrics, University of Kopenhagen, 10.08.18 (Details)
  Cuchiero, Christa. 2018. Infinite dimensional polynomial processes. Probability Seminar at Korteweg-de Vries Institute for Mathematics, Amsterdam, 25.06.18 (Details)
  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)
  Kastner, Gregor. 2018. Ökonometrie zwischen Frequentismus und Bayes: Die Bayesianische Perspektive. SOLVXII - Debatten in der Ökonomie, WU Wien, 31.05.18 (Details)
  Lutz, Wolfgang. 2018. Buchvorstellung "Wer überlebt?" Finissage: LET’S TWIST, Wien, 15.04.18 (Details)
  Cuchiero, Christa. 2018. High and Infinite Dimensional Finance in the Light of Affine and Polynomial Processes. Probability and Computational Finance Seminars, Carengie Mellone University, Pittsburgh, 29.01.18 (Details)
2017 Cuchiero, Christa. 2017. (Probability) measure-valued polynomial diffusions. de Finetti Risk Seminars, Università degli Studi di Milano, 21.12.17 (Details)
  Cuchiero, Christa. 2017. Markovian representations of stochastic Volterra equations. Bachelier Seminar, Paris, 08.12.17 (Details)
  Rusch, Thomas. 2017. Item Response Theory in R. Pre-Conference Short Course at the International Meeting of the Psychometric Society (IMPS2017), Zürich, 17.07. (Details)
  Cuchiero, Christa. 2017. (Probability) measure-valued polynomial diffusions. Seminari di Finanza Quantitativa, Pisa, 29.06.17 (Details)
  Cuchiero, Christa. 2017. Modelfree portfolio optimization in the long run. Mathematical and Computational Finance Seminar, University of Oxford, 09.03.17 (Details)
  Kastner, Gregor. 2017. Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model. Brown Bag Seminar, Institute for Statistics and Mathematics, 08.03. (Details)
  Malsiner-Walli, Gertraud. 2017. Sparse Bayesian Finite Mixtures. Brown Bag Seminar, Institute of Statistics and Mathematics, WU Vienna University of Economics ans Business, 18.01. (Details)
2016 Cuchiero, Christa. 2016. Cover's Universal Portfolio, Stochastic Portfolio Theory. Finance and Stochastics Seminar, Imperial College, 07.12.16 (Details)
  Lutz, Wolfgang. 2016. Human Capital in Asia. 50th anniversary conference of the College of Population Studies (CPS) at Chulalongkorn University, Bangkok, 22.11. (Details)
  Malsiner-Walli, Gertraud. 2016. Statistik studieren - Daten analysieren. Studien Info Messe SIM, Johannes Kepler University Linz, 23.09. (Details)
  Lutz, Wolfgang. 2016. JRC-IIASA Centre of Expertise on Population and Migration. Launch of the JRC-IIASA Centre of Expertise on Population and Migration as part of the European Commission's Knowledge Centre on Migration and Demography, Brüssel, 20.06. (Details)
  Lutz, Wolfgang. 2016. Modelling Human Capital Formation as the Basis for Assessing the Benefits of Education: A Global Perspective. Invited Nathan and Beatrice Keyfitz Lecture in Mathematics and the Social Sciences at the Fields Institute for Research in Mathematical Sciences, Toronto, 13.06. (Details)
  Malsiner-Walli, Gertraud. 2016. Wie funktioniert eingentlich eine Wählerstromanalyse? Lange Nacht der Forschung, Johannes Kepler University Linz, 22.04. (Details)
2015 Kastner, Gregor. 2015. Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices. Brown Bag Seminar, Institute for Statistics and Mathematics, 18.11. (Details)
2013 Kastner, Gregor. 2013. Bayes Goes Finance: A Simulation-Based Approach to Dealing With Heteroskedasticity in Time Series. Diskussionsforum Junge Statistik, Wien, 21.03. (Details)
2011 Rusch, Thomas, Mair, Patrick. 2011. Psychometrics with R. Pre-Conference Workshop at the International Meeting of the Psychometric Society (IMPS2011), Hongkong, 18.07. (Details)

Miscellaneous

2018 KC, Samir, Lutz, Wolfgang, Goujon, Anne , Andruchowitz, Stefanie. 2018. Asian Demographic and Human Capital Data Sheet 2018 . (Details)
2017 Lutz, Wolfgang, Belanger, Alain. 2017. Demographic change and the drivers of future migration into Europe. Approach, methodology and work plan of the JRC/IIASA Centre of Expertise on Population and Migration . IIASA Report. Laxenburg, Austria: IIASA. (Details)
  Lutz, Wolfgang, Scherbov, Sergei. 2017. Developing and Applying Population and Human Capital Projections around the World. IIASA Institutional Evaluation 2017, 27 February-1 March 2017, IIASA, Laxenburg, Austria. . (Details)
  Lutz, Wolfgang, et, al. 2017. EC-JRC/IIASA Centre of Expertise on Population and Migration. IIASA Institutional Evaluation 2017, 27 February-1 March 2017, IIASA, Laxenburg, Austria. . (Details)
2015 Striessnig, Erich. 2015. Too Educated to be Happy? An Investigation into the Relationship between Education and Subjective Well-being. IIASA Interim Report IR-15-015. open access (Details)

Software

2017 Kastner, Gregor. 2017. stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) Models. open access (Details)
  Rusch, Thomas, Mair, Patrick, Hornik, Kurt. 2017. cordillera: Calculation of the OPTICS Cordillera. (Details)
  Kastner, Gregor. 2017. factorstochvol: Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models. (Details)

Projects

2011
Error Estimation for the register-based Census (2011-2014) (Details)
  • Barakat, Bilal (Former researcher)
  • Cuchiero, Christa (Details)
  • Dittrich, Regina (Former researcher)
  • Gruber, Kathrin (Former researcher)
  • Gude, Stefanie (Former researcher)
  • Hornik, Kurt (Details)
  • Hosszejni, Darjus (Details)
  • Kastner, Gregor (Details)
  • Lutz, Wolfgang (Details)
  • Maier, Marco (Former researcher)
  • Malsiner-Walli, Gertraud (Details)
  • Marchenko, Maria (Details)
  • Pittner, Stefan (Former researcher)
  • Posekany, Alexandra (Former researcher)
  • Rusch, Thomas (Details)
  • Schwendinger, Florian (Details)
  • Striessnig, Erich (Former researcher)