Sylvia Frühwirth-Schnatter

Sylvia Frühwirth-Schnatter was born in 1959 in the Brigittenau district of Vienna. After attaining her doctorate in engineering mathematics from the TU Wien she held numerous academic positions, including professor of statistics at the Johannes Kepler University Linz. Since 2011, she is full professor of statistics at the Vienna University of Economics and Business.[2] Since 2014 she is Full Member of the Division of Humanities and the Social Sciences of the Austrian Academy of Sciences. Sylvia Frühwirth-Schnatter is married and mother of three sons.

In her research, Sylvia Frühwirth-Schnatter inter alia explores ideas relating to Bayesian econometrics, such as efficient Markov chain Monte Carlo methods and Bayesian analysis of finite mixture models. In 2014, she co-developed a Bayesian approach to exploratory factor analysis with James Heckman.[3] She is a quadruple winner of the WU Best Paper Award[4] and recipient of the DeGroot Prize[5] bestowed by the International Society for Bayesian Analysis for her monograph on Markov switching models.

• Frühwirth-Schnatter, S. (2006). Finite mixture and Markov switching models. Springer Science & Business Media. ISBN 978-0-387-35768-3
• Conti, G., Frühwirth-Schnatter, S., Heckman, J. J., & Piatek, R. (2014). Bayesian exploratory factor analysis. Journal of econometrics, 183(1), 31–57.
• Frühwirth‐Schnatter, S. (1994). Data augmentation and dynamic linear models. Journal of time series analysis, 15(2), 183–202.