Classification: 5701: Applied statistics

Publications

Journal article

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)
  Malsiner-Walli, Gertraud, Pauger, Daniela, Wagner, Helga. 2018. Effect fusion using model-based clustering. Statistical Modelling 18 (2), 175-196. open access (Details)
  Philipp, Michel, Rusch, Thomas, Strobl, Carolin, Hornik, Kurt. 2018. Measuring the Stability of Supervised Statistical Learning Results. Journal of Computational and Graphical Statistics, , (Details)
  Kastner, Gregor. 2018. Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions. Journal of Econometrics, , open access (Details)
2017 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. (Details)
  Waldhauser, Christoph, Hochreiter, Ronald. 2017. Shaking the trees: Abilities and Capabilities of Regression and Decision Trees for Political Science. ITM Web of Conferences 14, 9 (Details)
2016 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)
  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)
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 Püspök, Ruduolf, Tatzer, Ernst, Waldhauser, Christoph. 2013. Primärversorgung durch niedergelassene Kinder- und Jugendärzte in Österreich. Angebot und Probleme aus pädiatrischer Sicht. Pädiatrie & Pädologie 48 (S01): 106-118. (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 Skirbekk, Vegard, Loichinger, Elke, Weber, Daniela. 2012. Variation in cognitive functioning as a refined approach to comparing aging across countries. Proceedings of the National Academy of Sciences of the USA 109 (3): 770-774. (Details)
2011 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)
2010 Maca, Saskia, Schiesser, Andreas W., Sobala, Anna, Gruber, Kathrin, Pakesch, Georg, Prause, C., Barisani-Asenbauer, Talin. 2010. Distress, depression and coping in HLA-B27-associated anterior uveitis with focus on gender differences. British Journal of Ophthalmology 95 (9): 699-704. (Details)

Chapter in edited volume

2012 Lutz, Wolfgang, Loichinger, Elke. 2012. Österreichs Menschen 2032. In: Österreich 2032. Festschrift zum 80. Geburtstag von Gerhart Bruckmann. Schriftenreihe des Instituts für Demographie der Österreichischen Akademie der Wissenschaften, Band 22, Hrsg. Lutz, W., Strasser, H., 7-49. Wien: Verlag der Österreichischen Akademie der Wissenschaften. (Details)
2010 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)

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)

Contribution to conference proceedings

2017 Havur, Giray, Steyskal, Simon, Cabanillas Macias, Cristina, Polleres, Axel. 2017. Resource Utilization Prediction in Decision-Intensive Business Processes. In Proceedings of the 7th International Symposium on Data-driven Process Discovery and Analysis (SIMPDA 2017), Hrsg. Paolo Ceravolo, Maurice Van Keulen, Kilian Stoffel, 128-141. Neuchâtel, Switzerland: CEUR Workshop Proceedings. (Details)
2015 Pauger, Daniela, Malsiner-Walli, Gertraud, Wagner, Helga. 2015. 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)
  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)
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

2018 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)
  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)
2017 Vana, Laura, Hirk, Rainer, Hornik, Kurt. 2017. A joint model of firm failure and credit ratings. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hongkong, China, 15.06-17.06. (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)
  Vana, Laura. 2017. Dynamic modeling of credit risk measures. CFE 2017, London, United Kingdom, 16.12-18.12. (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)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models: An analysis of corporate credit ratings. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hongkong, China, 15.06-17.06. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models: An analysis of corporate credit ratings. JSM 2017, Baltimore, Vereinigte Staaten/USA, 29.07-03.08. (Details)
  Schwendinger, Florian, Theußl, Stefan, Hornik, Kurt. 2017. ROI - R Optimization Infrastructure. UseR 2017, Brüssel, Belgien, 03.07-07.07. (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 Vana, Laura, Hirk, Rainer, Hornik, Kurt. 2016. A joint model of firm failure and credit ratings. CFE 2016 10th International Conference on Computational and Financial Econometrics, Sevilla, Spain, 09.12.-11.12. (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)
  Vana, Laura and Schwendinger, Florian and Hochreiter, Ronald. 2016. Portfolio Optimization modeling. RFinance 2016, Chicago, United States/USA, 20.05.-21.05. (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)
  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)
  Kastner, Gregor. 2016. Sparse time-varying covariance estimation in many dimensions. ISBA World Meeting, Sardinia, Italy, 13.06.-17.06. (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)
  Rusch, Thomas, Zeileis, Achim, Hornik, Kurt. 2015. Logistic regression trees for ordinal and preference data. CLADAG 2015, Cagliari, Italy, 09.10.-11.10. (Details)
  Vana, Laura, Grün, Bettina, Hornik, Kurt. 2015. Modeling creditworthiness using a generalized linear mixed effects approach. CFE 2015 9th International Conference on Computational and Financial Econometrics, London, United Kingdom, 02.12-04.12. (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)
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)
  Hochreiter, Ronald, Waldhauser, Christoph. 2013. Classification of 3-D Airborne Laser Scanning Data. Advances in Simulation-Driven Optimization and Modeling (ASDOM 2013), Reykjavik, Island, 09.08.-11.08.. Invited Talk (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)
  Püspök, Rudolf, Waldhauser, Christoph, Tatzer, Ernst. 2012. Primärversorgung bei niedergelassenen Kinder- und JugendärztInnen. 6. Jahrestagung der politischen Kindermedizin, Salzburg, Österreich, 19.10.-20.10.. Vortrag auf Einladung (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)
  Waldhauser, Christoph, Hochreiter, Ronald. 2011. What lurks beneath: Hazards in using data-driven non-parametric approaches in voting studies. ECPR General Conference, Reykjavík, Island, 25.08-28.08. (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)
  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)
  Maier, Marco, Ring, Amata, Teichmann, Karin. 2010. Ethnocentrism revisited: applying an alternative measurement approach. Consumer Behavior in Tourism Symposium, Bruneck, Italien, 1.12.-4.12.. (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)
  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 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models using the R package MultOrd. useR!2017, Brussels, Belgien, 04.07-07.07. (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)
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)
  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 Hofer, Natalie, Schweiger, Günter. 2009. Eye Movement Patterns on Innovative and Non-Innovative Yellow Pages Advertisements. Annual Winter Conference of the Society for Consumer Psychology 2009, San Diego, Vereinigte Staaten/USA, 12.02.-14.02.. (Details)
2008 Hofer, Natalie, Schweiger, Günter. 2008. Eye movement patterns on Innovative and Non-Innovative Yellow Pages Advertisements. Conference on Neuroeconomics 2008, Kopenhagen, Dänemark, 15.05.-16.05.. (Details)

Working/discussion paper, preprint

2017 Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. open access (Details)
  Philipp, Michel, Rusch, Thomas, Hornik, Kurt, Strobl, Carolin. 2017. Measuring the Stability of Results from Supervised Statistical Learning. open access (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate Ordinal Regression Models: An Analysis of Corporate Credit Ratings. Research Report Series, Institute for Statistics and Mathematics, Report 132. 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)
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, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2016. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. open access (Details)
  Kastner, Gregor. 2016. Sparse Bayesian Time-Varying Covariance Estimation in Many 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)

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

2014 Posekany, Alexandra, Bitto, Angela, Kastner, Gregor. 2014. News from BAYSM 2014. (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)

Unpublished lecture

2018 Kastner, Gregor. 2018. Ökonometrie zwischen Frequentismus und Bayes: Die Bayesianische Perspektive. SOLVXII - Debatten in der Ökonomie, WU Wien, 31.05.18 (Details)
2017 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)
  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 Malsiner-Walli, Gertraud. 2016. Statistik studieren - Daten analysieren. Studien Info Messe SIM, Johannes Kepler University Linz, 23.09. (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)
2012 Zuba, Martin. 2012. Dimensions of Long-Term Care Expenditures. Young Economists Seminar, TU Wien, 16.03. (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)
2007 Staufer-Steinnocher, Petra. 2007. GeoDa™: New Tools for Exploratory Spatial Data Analysis. Invited Guest Lecture, Institute for Statistics and Operations Research, Slovak University of Agriculture, Nitra, 28.02. (Details)

Software

2017 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. mvord: An R Package for Fitting Multivariate Ordinal Regression Models. (Details)
  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

2017
Intergenerational mobility: Role of educational background and wealth (2017-2017) (Details)
2007
Modelling Unobserved Heterogeneity Using Mixtures (2007-2010) (Details)
2003
International Workshop „Data Integration and Record Matching”, Vienna (2003-2003) (Details)
2001
Introduction of the e-card - Evaluation of the trial operation (2001-2006) (Details)
2000
Multi-subject longitudinal models with random coefficients and patterned correlation structure (2000-2003) (Details)
1999
The Role of Space in the Creation of New Technological Knowledge in Austria (1999-2000) (Details)
Studying progress: An event history analysis (1999-2002) (Details)
1984
Data compression and information reduction in statistical experiments (Details)
  • Dittrich, Regina (Former researcher)
  • Gimpl-Heersink, Lisa (Former researcher)
  • Grün, Bettina (Former researcher)
  • Gumprecht, Daniela (Former researcher)
  • Hackl, Peter (Former researcher)
  • Hein, Marina (Former researcher)
  • Hirk, Rainer (Details)
  • Hofer, Natalie (Former researcher)
  • Kastner, Gregor (Details)
  • Keusch, Florian (Former researcher)
  • Kiener, Richard (Details)
  • Maier, Marco (Former researcher)
  • Malsiner-Walli, Gertraud (Details)
  • Müller, Werner (Former researcher)
  • Pamminger, Christoph (Former researcher)
  • Pittner, Stefan (Former researcher)
  • Posekany, Alexandra (Former researcher)
  • Rusch, Thomas (Details)
  • Schwendinger, Florian (Details)
  • Vana, Laura (Details)
  • Waldhauser, Christoph (Former researcher)
  • Zuba, Martin (Former researcher)