2001 - Fellow of the American Statistical Association (ASA)
Siddhartha Chib spends much of his time researching Gibbs sampling, Markov chain Monte Carlo, Statistics, Markov chain and Econometrics. His research integrates issues of Mixture model and Frequentist inference in his study of Gibbs sampling. His Markov chain Monte Carlo research focuses on Metropolis–Hastings algorithm in particular.
His work on Likelihood function, Marginal likelihood, Bayes' theorem and Prior probability as part of general Statistics study is frequently connected to Binary data, therefore bridging the gap between diverse disciplines of science and establishing a new relationship between them. His Markov chain research is multidisciplinary, incorporating elements of Multivariate normal distribution and Applied mathematics. His Econometrics research integrates issues from Latent variable model, Bayes factor and Expectation–maximization algorithm.
His primary areas of investigation include Markov chain Monte Carlo, Econometrics, Statistics, Marginal likelihood and Bayes factor. His Markov chain Monte Carlo research is multidisciplinary, incorporating perspectives in Posterior probability, Markov chain and Gibbs sampling. His Gibbs sampling course of study focuses on Frequentist inference and Specification.
His Econometrics study combines topics from a wide range of disciplines, such as Inference and Bayesian probability. He integrates many fields, such as Statistics and Binary data, in his works. His work carried out in the field of Metropolis–Hastings algorithm brings together such families of science as Sampling and Algorithm.
Siddhartha Chib focuses on Econometrics, Marginal likelihood, Bayesian probability, Bayesian inference and Posterior probability. His study looks at the relationship between Econometrics and topics such as Model selection, which overlap with Mathematical optimization. His Marginal likelihood research incorporates elements of Prior probability, Metropolis–Hastings algorithm, Markov chain Monte Carlo, Bayes factor and Applied mathematics.
His Metropolis–Hastings algorithm research includes elements of Algorithm, Representation and Markov chain. His Hybrid Monte Carlo study in the realm of Markov chain Monte Carlo connects with subjects such as Statistical physics. The Bayesian inference study combines topics in areas such as Gibbs sampling and Dynamic stochastic general equilibrium.
His primary areas of investigation include Marginal likelihood, Econometrics, Metropolis–Hastings algorithm, Markov chain Monte Carlo and Statistics. His Marginal likelihood study integrates concerns from other disciplines, such as Prior probability and Applied mathematics. His study in the fields of Stochastic discount factor and Risk premium under the domain of Econometrics overlaps with other disciplines such as Context and Affine transformation.
His Metropolis–Hastings algorithm research includes themes of Dynamic stochastic general equilibrium, Markov chain and Bayesian inference. His Markov chain Monte Carlo research is under the purview of Monte Carlo method. All of his Statistics and Bayes factor, Posterior probability and Sampling distribution investigations are sub-components of the entire Statistics study.
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Understanding the Metropolis-Hastings Algorithm
Siddhartha Chib;Edward Greenberg.
The American Statistician (1995)
Bayesian analysis of binary and polychotomous response data
James H. Albert;Siddhartha Chib.
Journal of the American Statistical Association (1993)
STOCHASTIC VOLATILITY : LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS
Sangjoon Kim;Neil Shephard;Siddhartha Chib.
The Review of Economic Studies (1998)
Marginal Likelihood from the Gibbs Output
Journal of the American Statistical Association (1995)
Bayesian Model Choice Via Markov Chain Monte Carlo Methods
Bradley P. Carlin;Siddhartha Chib.
Journal of the royal statistical society series b-methodological (1995)
Marginal Likelihood From the Metropolis–Hastings Output
Siddhartha Chib;Ivan Jeliazkov.
Journal of the American Statistical Association (2001)
Analysis of multivariate probit models
Siddhartha Chib;Edward Greenberg.
Markov chain Monte Carlo methods for stochastic volatility models
Siddhartha Chib;Federico Nardari;Neil Shephard.
Journal of Econometrics (2002)
Estimation and comparison of multiple change-point models
Journal of Econometrics (1998)
Calculating posterior distributions and modal estimates in Markov mixture models
Journal of Econometrics (1996)
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