Associate Professor Chris Carter

Associate Professor in Statistics
Member of the School of Economics in the Australian School of Business

BSc (Hons) (USyd)
PhD (UNSW)

Research interests
Bayesian statistics
Covariance Selection models and Graphical models
Markov chain Monte Carlo methods
Multivariate Analysis
Nonparametric Regression
Time Series Analysis

Publications

Jones, B., Carvalho, C., Dobra, A., Hans, C., Carter, C. and West M. (2005). Experiments in Stochastic Computation for High-Dimensional Graphical Models. Statistical Science, 20, 4, 388-400.

Cripps, E., Carter, C. K and Kohn, R. (2005). Variable Selection and Covariance Selection in Multivariate Regression Models. In Dey, D. K. and Rao, C. R. (Eds.), Handbook of Statistics 25 Bayesian Thinking: Modeling and Computation. Elsevier. North Holland, pp. 519-552.

Wong, F., Carter, C. K. and Kohn, R. (2003). Efficient estimation of Covariance Selection Models. Biometrika, 90, 3, 809-830.

Gerlach, R., Carter, C. K. and Kohn, R. (2000). Efficient Bayesian Inference for dynamic mixture models. Journal of the American Statistical Association, 95, 451, 819-828.

Gerlach, R., Carter, C. K. and Kohn, R. (1999). Diagnostics for Bayesian time series analysis, Journal of Time Series Analysis, 20, 3, 309-330.

Carter, C. K. and Kohn, R. (1997). Semiparametric Bayesian inference for time series with mixed spectra. J. R. Statist. Soc. B, 59, 1, 255-268.

Carter, C. K. and Kohn, R. (1996). Markov Chain Monte Carlo in conditionally Gaussian state space models. Biometrika, 83, 3, 589-601.

Carter, C. K. and Kohn, R. (1994). On Gibbs sampling for state space models. Biometrika, 81, 3, 541-553.

Carter, C. K. Eagleson, G. K. and Silverman, B. W. (1992). A comparison of the Reinsch and Speckman splines. Biometrika, 79, 1, 81-91.

Carter, C. K. and Eagleson, G. K. (1992). A comparison of variance estimators in non-parametric regression. J. R. Statist. Soc. B 54, 3, 773-780.

Contact details
Tel: +61 2 9385 9696
Fax: +61 2 9313 6337
Room 404, ASB
Email: Chris.Carter@agsm.edu.au