David Frazier is a 2020 Discovery Early Career Researcher Award (DECRA) fellow in the Department of 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; explorations that are really at the cutting edge of thinking in this field.
Approximate Bayesian Computation
Asymptotic theory in Probability and Statistics
Nonparametric and Semiparametric Econometic Modelling