Full Name
David Frazier
Speaker Bio
David Frazier is an Australian Research Council Discovery Early Career Research Award Fellow and Associate Professor in Econometrics and Business Statistics at Monash University, working in the dual disciplines of econometrics and statistics. Frazier’s research interests are broad, but his primary focus has been on the area of simulation-based inference. Notably, he is one of only a handful of researchers to have made significant contributions to this field, which straddles the Bayesian and frequentist statistical paradigms. This includes novel methodological and theoretical developments in the realm of indirect inference and significant contributions to both the application of, and theoretical foundations for, approximate Bayesian computation (ABC). His most recent work has focussed on the challenging - but critically important - issue of model misspecification in simulation-based inference and forecasting.