Liana Jacobi

University of Melbourne - Faculty of Business and Economics

Victoria , 3010

Australia

IZA Institute of Labor Economics

P.O. Box 7240

Bonn, D-53072

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

493

SSRN CITATIONS

5

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo: Applications to Gibbs Sampling

Number of pages: 39 Posted: 12 Jun 2017 Last Revised: 09 Feb 2018
Liana Jacobi, Mark S. Joshi and Dan Zhu
University of Melbourne - Faculty of Business and Economics, University of Melbourne - Centre for Actuarial Studies (deceased) and Monash University - Department of Econometrics & Business Statistics
Downloads 103 (385,320)
Citation 4

Abstract:

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MCMC, Bayesian analysis, sensitivity computations, automatic differentiation

2.

Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis

IZA Discussion Paper No. 5564
Number of pages: 27 Posted: 21 Mar 2011
Siddhartha Chib and Liana Jacobi
Washington University in St. Louis - John M. Olin Business School and University of Melbourne - Faculty of Business and Economics
Downloads 87 (429,584)

Abstract:

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Bayesian inference, causal effects, imperfect compliance, natural experiment, principal stratification, regression discontinuity, returns to schooling

3.

Thomas Bayes Goes to the Virtual Supermarket: Combining Prior Food Price Elasticities and Experimental Data in a Large Demand System of Dietary Choices

Number of pages: 55 Posted: 13 Oct 2018
University of Otago - University of Otago Wellington, University of Melbourne - Faculty of Business and Economics, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), University of Amsterdam and University of Melbourne - Population Interventions Unit
Downloads 78 (458,000)

Abstract:

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Bayesian Analysis, Laids Food Demand, Gibbs Sampler, Virtual Supermarket, New Zealand, Public Health

4.

Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use

IZA Discussion Paper No. 3879
Number of pages: 41 Posted: 15 Dec 2008
Anne Line Bretteville-Jensen and Liana Jacobi
Norwegian Institute for Alcohol and Drug Research, SIRUS and University of Melbourne - Faculty of Business and Economics
Downloads 64 (509,580)
Citation 1

Abstract:

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accessibility, Bayesian prior-posterior analysis, Bayesian predictive analysis, cannabis gateway, cannabis use, hard drug use, Markov Chain Monte Carlo, policy, proneness

How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis

CAMA Working Paper No. 25/2018
Number of pages: 25 Posted: 03 Jun 2018
Joshua Chan, Liana Jacobi and Dan Zhu
University of Technology Sydney (UTS), University of Melbourne - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 27 (730,364)

Abstract:

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vector autoregression, automatic differentiation, interval forecasts

How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis

Number of pages: 23 Posted: 12 Jun 2018
Joshua Chan, Liana Jacobi and Dan Zhu
University of Technology Sydney (UTS), University of Melbourne - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 20 (791,261)

Abstract:

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vector autoregression, automatic differentiation, interval forecasts

6.

Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions

Number of pages: 37 Posted: 28 Mar 2019 Last Revised: 14 Jul 2022
Liana Jacobi, Dan Zhu and Mark S. Joshi
University of Melbourne - Faculty of Business and Economics, Monash University - Department of Econometrics & Business Statistics and University of Melbourne - Centre for Actuarial Studies (deceased)
Downloads 42 (613,117)

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MCMC, Prior Robustness, Convergence, Automatic Differentiation

7.

Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation

CAMA Working Paper No. 46/2019
Number of pages: 24 Posted: 25 Jun 2019
Purdue UniversityUniversity of Technology Sydney (UTS) - UTS Business School, University of Melbourne - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 25 (724,230)
Citation 2

Abstract:

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automatic differentiation, model comparison, vector autoregression, factor models

8.

An Automated Prior Robustness Analysis in Bayesian Model Comparison

CAMA Working Paper No. 45/2019
Number of pages: 28 Posted: 25 Jun 2019
Purdue UniversityUniversity of Technology Sydney (UTS) - UTS Business School, University of Melbourne - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 24 (732,217)
Citation 1

Abstract:

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automatic differentiation, model comparison, vector autoregression, factor models

9.

An analysis of vectorised automatic differentiation for statistical applications

Number of pages: 47 Posted: 04 Apr 2022
Chun Fung Kwok, Dan Zhu and Liana Jacobi
St. Vincent's Institute of Medical Research, Monash University - Department of Econometrics & Business Statistics and University of Melbourne - Faculty of Business and Economics
Downloads 23 (740,332)

Abstract:

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Automatic differentiation, Optimisation, MCMC