David Frazier is a Senior Lecturer 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; explorations that are really at the cutting edge of thinking in this field.
PhD in Economics (concentration, Econometrics and Statistics), 2014
University of North Carolina at Chapel Hill (UNC-CH)