Siddhartha Chib

Professor of Econometrics and Statistics at Olin Business School

Schools

  • Olin Business School

Expertise

Links

Biography

Olin Business School

Professor Chib''s research is in the area of Bayesian statistics and Markov chain Monte Carlo computational methods. He has published papers on a number of different topics including the analysis of binary and ordinal data, Markov mixture models, stochastic volatility, Metropolis-Hastings algorithms and model choice. He is a Fellow of the American Statistical Association.

Area of Expertise:

Statistics/Econometrics, Statistics/Econometrics

Research Interests:

Bayesian statistics and econometrics, Markov chain Monte Carlo methods

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