Program
Saturday, November 28
| Welcome |
| Session I | Chair: Sylvia Frühwirth-Schnatter (WU Vienna) | |
|---|---|
| 905-950 | Florian Huber (University of Salzburg) Forecasting with Bayesian Non-Parametric Vector Autoregressive Models |
| 950-1000 | Short break |
| 1000-1025 | Florian Frommlet (Medical University of Vienna) A Genetically Modified Mode Jumping MCMC Algorithm for Model Selection in Non-Standard Applications. |
| 1025-1050 | Jan Greve (WU Vienna) Spying on the prior of the number of clusters and partition distributions in Bayesian cluster analysis |
| 1050-1115 | Markus Hainy (JKU Linz) Bayesian Experimental Design for Models with Intractable Likelihoods via Supervised-Learning Methods |
| 1115-1130 | Short break |
| Session II | Florian Huber (University of Salzburg) | |
|---|---|
| 1130-1155 | Niko Hauzenberger (University of Salzburg) Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods |
| 1155-1220 | Paul Hofmarcher (University of Salzburg) Bayesian Model Averaging: Review und Perspectives |
| 1220-1245 | Darjus Hosszejni (WU Vienna) The Role of the stochvol Package in Bayesian Dynamic Covariance Estimation |
| 1245-1345 | Lunch |
| Session III | Chair: Bettina Grün (WU Vienna) | |
|---|---|
| 1345-1430 | Helga Wagner (JKU Linz) Bayesian modelling of treatment effects |
| 1430-1440 | Short break |
| 1440-1505 | Gregor Kastner (University of Klagenfurt) Time-varying Risk Premia and Volatility Dynamics in Multi-Asset Class Returns. |
| 1505-1530 | Peter Knaus (WU Vienna) The triple gamma – A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models |
| 1530-1555 | Gertraud Malsiner-Walli (WU Vienna) Generalized mixtures of finite mixtures |
| 1555-1610 | Short break |
| Session IV | Chair: Helga Wagner (JKU Linz) | |
|---|---|
| 1610-1635 | Nikolaus Umlauf (University of Innsbruck) Scalable Distributional Regression |
| 1635-1700 | Laura Vana (WU Vienna) Verification of spatio-temporal properties in a Bayesian model using signal spatio-temporal logic |
| 1700-1725 | Gregor Zens (WU Vienna) Ultimate Pólya Gamma Samplers – Efficient MCMC for Possibly Imbalanced Binary and Categorical Data |
| 1725 | Closing |
