Siddhartha Chib
Siddhartha Chib is a statistician and econometrician and Professor of Econometrics and Statistics at Washington University in St. Louis. His work is primarily in Bayesian statistics, econometrics, and Markov chain Monte Carlo methods.

Key papers include Albert and Chib (1993), which introduced an approach for binary and categorical response models based on latent variables that simplifies the Bayesian analysis of categorical response models; Chib and Greenberg (1995), which provided a derivation of the Metropolis-Hastings algorithm from first principles, guidance on implementation and extensions to multiple-block versions; Chib (1995) and Chib and Jeliazkov (2001), where a new method for calculating the marginal likelihood from the Gibbs and Metropolis-Hastings output is developed; Carlin and Chib (1995), which developed a model-space jump method for Bayesian model choice via Markov chain Monte Carlo methods; Chib (1998), which introduced a multiple-change point model that is estimated by the methods of Albert and Chib (1993) and Chib (1996) for hidden Markov processes; Kim, Shephard and Chib (1998), which introduced an efficient inference approach for univariate and multivariate stochastic volatility models; and Chib and Greenberg (1998), which developed the Bayesian analysis of the multivariate probit model.

He has also written on Tobit censored responses, discretely observed diffusions, univariate and multivariate ARMA processes, multivariate count responses, causal inference, hierarchical models of longitudinal data, and, in Chib, Shin and Simoni (2018), on the Bayesian analysis of moment condition models.
Q160039
Econometrics
Concept
Q777403
Washington University in St. Louis
ORG
Q4874481
Bayesian statistics
Concept
Q1191869
Markov chain Monte Carlo methods
MEDIA
Q635217
binary and categorical response models
Concept
Q910810
Metropolis-Hastings algorithm
Concept
Q17086363
multivariate probit model
UNK
Q91780484
Siddhartha Chib
PER
+1993^^http://www.w3.org/2001/XMLSchema#decimal
1993
NUMBER
+1995^^http://www.w3.org/2001/XMLSchema#decimal
1995
NUMBER
+1995^^http://www.w3.org/2001/XMLSchema#decimal
1995
NUMBER
+2001^^http://www.w3.org/2001/XMLSchema#decimal
2001
NUMBER
+1995^^http://www.w3.org/2001/XMLSchema#decimal
1995
NUMBER
+1998^^http://www.w3.org/2001/XMLSchema#decimal
1998
NUMBER
+1993^^http://www.w3.org/2001/XMLSchema#decimal
1993
NUMBER
+1996^^http://www.w3.org/2001/XMLSchema#decimal
1996
NUMBER
+1998^^http://www.w3.org/2001/XMLSchema#decimal
1998
NUMBER
+1998^^http://www.w3.org/2001/XMLSchema#decimal
1998
NUMBER
+2018^^http://www.w3.org/2001/XMLSchema#decimal
2018
NUMBER
employer