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Mark F. J. Steel


Mark F. J. Steel - University of Warwick (UK)

Professor Mark Steel earned his PhD in Quantitative Economics from the Catholic University of Leuven in 1987. He is interested in theoretical and applied Bayesian statistics. His main area of research includes multivariate distribution theory, inference robustness, Bayesian model averaging, spatial statistics, non- and semiparametric inference, stochastic frontier models, contingent valuation and stochastic volatility models. He held a Chair in Economics at the University of Edinburgh and then moved to a Chair of Statistics at the University of Kent at Canterbury Prof. Steel joined the University of Warwick in 2003 where he currently holds a Chair in Statistics. He also co-directs the Centre for Research in Statistical Methodology. Prof. Steel has published widely in Statistics and Econometrics, and is an Editor of Bayesian Analysis, and Associate Editor of other prestigious journal, such as the Journal of Econometrics and the Journal of Productivity Analysis.


Project: Bayesian nonparametrics is a rapidly expanding field, which allows for very flexible Bayesian inference without restrictive distributional assumptions. Recent developments in computational algorithms, particularly Markov chain Monte Carlo, have made the use of such methods practically feasible in a large number of realistic settings. In this project, I plan to work on the use of Bayesian nonparametric methods in situations where we wish to use covariate information. This information can also be through covariates that indicate time or group membership. I will focus on modelling strategies as well as on the use of Bayesian nonparametric models in order to uncover interesting classes of parametric distributions.

Stay Period: APR 11 - SEP 11

Conference video