ESOBE 2017, Maastricht, 26-27 October 2017
ESOBE stands for European Seminar on Bayesian Econometrics. This series of seminars was launched in 2010 with the first meeting in Rotterdam.
Specific focus at Maastricht meeting will be on Bayesian statistical learning and pattern recognition in economics, finance and marketing. Given the availability of large data sets in economics, finance and marketing, pattern recognition through statistical learning has become an important research area with enormous practical applications. Papers that deal with these topics are actively solicited.
On October 25th, Mattias Villani will give a one-day workshop on Bayesian statistical learning using mass data.
Call for Papers
In addition to invited presentations, the workshop will have contributed sessions, a special session by junior scientists and poster presentations. We welcome submissions to all sessions.
Full paper submissions for all sessions should be sent to esobe2017-AT-maastrichtuniversity.nl by July 20, 2017.
Michael Smith is the Chair of Management in Econometrics in Melbourne Business School. Michaels research focuses on developing statistical and econometric methods for large and complex datasets to solve important and recurrent problems that arise in business and the economy. It has been published in leading journals, including the Journal of Econometrics, Journal of the American Statistical Association, Journal of the American Statistical Association and more. Michael teaches Data Analysis and Financial Analytics on the part-time MBA program and Master of Business Analytics program.Michael Smith (Melbourne Business School) – Real-Time Macroeconomic Forecasting with a Heteroskedastic Inversion Copula Model
David Dunson is an Arts and Sciences Distinguished Professor in the Departments of Statistical Science, Mathematics, and Electrical and Computer Engineering in Duke University. His research interests are Bayesian statistical and data science methods motivated by complex applications, focusing on nonparametric Bayes, latent structure learning, big data, scalable Bayesian inferences, machine learning, and high-dimensional low sample size problems.David B. Dunson (Duke University)
Mattias Villani is Professor of Statistics and head of the Division of Statistics and Machine Learning at Linköping University, Sweden. He also leads the Machine Learning Research Group, and is a scientific consultant for the Central Bank of Sweden. Mattias Villani research focuses on developing computationally efficient Bayesian methods for inference, prediction and decision making using flexible probabilistic models.Mattias Villani (Linköping University) – Exact Subsampling MCMC
Workshop by Mattias Villani - October 25, 2017
Mattias Villani (Linköping University) will give a one-day workshop on Machine Learning Models and Methods for Econometricians on October 25, 2017.
The preliminary outline, included topics and reading material for the tutorial are provided at
Mattias Villani ESOBE2017 git hub
Maximum number of participants: 70
Deadline for registration: 19 October 2017
Regular: 180 EUR (includes lunches on 26-27 October and social dinner on 26 October).
Junior Scientists: 80 EUR (includes lunches on 26-27 October and social dinner on 26 October. Detailed CV, showing that the researcher received his/her Ph.D. after October 2014 or proof of PhD status should be sent to esobe2017-AT-maastrichtuniversity.nl for eligibility for confirmation of the reduced fee).
UM School of Business and Economics Researchers & PhD students: FREE by email esobe2017-AT-maastrichtuniversity.nl (includes lunches on 26-27 October)
Extra social dinner ticket on 26 October: 70 EUR
Nalan Basturk (Maastricht University)
Peter Schotman (Maastricht University)
Stephan Smeekes (Maastricht University)
Rui Jorge Almeida (Maastricht University & BISS Institute)
Luc Bauwens (Université Catholique de Louvain)
Fabio Canova (BI Norwegian Business School)
Sylvia Frühwirth-Schnatter (Wirtschaftsuniversität Wien)
Gary Koop (Strathclyde Business School)
Herman K. van Dijk (Erasmus University Rotterdam and Norges Bank)
ESOBE 2017 will be hosted at School of Business and Economics.
Location 1: Lecture Hall at the University College Maastricht, Zwingelput 4 6211 KH Maastricht (registration, keynote talks, contributed and junior scientist sessions)
Location 2: Ad-Fundum at School of Business and Economics, Tongersestraat 53 6211 LM Maastricht (poster sessions and lunch breaks).
Maastricht is centrally located between eight airports and is well served by international trains.
- Maastricht Aachen Airport (The Netherlands, 15 minutes by bus)
- Eindhoven (The Netherlands, 1 1/2 hours by bus and train)
- Schiphol Amsterdam (The Netherlands, 2 1/2 hours by train)
- Weeze (Germany, 2 1/2 hours by bus and train)
- Cologne / Bonn (Germany, 2 1/2 hours by train)
- Dusseldorf (Germany, 2 1/2 hours by train)
- Brussels Charleroi (Belgium, 1 1/2 hours by bus and train)
- Brussels (Belgium, 2 hours by train)