Associate Professor Renate Meyer

Biography

• Research scientist in the Department of Medical Statistics of the University of Aachen from 1988-1993
• Lecturer at the University of Auckland since 1994

Research | Current

• Bayesian statistics
• Markov chain Monte Carlo methods
• Survival analysis, multiple events, non-and semi-parametric models
• copulas
• Astrophysics, gravity waves, cosmic microwave background radiation
• State-space modelling
• Fisheries statistics
• Econometrics, financial time series, stochastic volatility models
• Longitudinal data analysis, dynamic and semiparametric models

Past research interests

• multivariate analysis
• matrix methods for statistics
• algorithms in multidimensional scaling
• correspondence analysis

Teaching | Current

Office Hours

Wednesday 4-5pm

Thursday 4-5pm

Postgraduate supervision

Postdoctoral Research Fellows

• Dr Samuel Manda (2000-2002)
• Dr Katherine Everard (2008-2010)
• Dr Jose S. Romeo Nunez (2012-2015)

Current PhD students

• Alexander Meier, Thesis topic: "Beyond Whittle’s likelihood - new Bayesian semiparametric approaches to multivariate time series analysis" (2016- )
• Matthew Edwards Thesis topic:"Bayesian strategies for supernovae core-collapse data analysis" (2013-)
• Bo Cai, Thesis topic: "Adaptive Sampling Schemes and Bayesian Semiparametric Survival Analysis" (1999-2003)
• Andreas Berg, Thesis topic: "Bayesian Analysis of Stochastic Volatility Models for Financial Time Series" (2000-2004)
• Richard Umstaetter, Thesis topic: "Bayesian Strategies for Gravitational Radiation Data Analysis" (2003-2006)
• Christian Roever, Thesis topic: "Bayesian Inference on Astrophysical Binary Inspirals Based on Gravitational-Wave Measurements" (2004-2007)
• Asad Ali , Thesis topic: "Monte Carlo Methods for LISA Data Analysis" (2007-2011)
• Jonathan Briggs , Thesis topic: "Bayesian state space modelling for data assimilation in phytoplankton ecosystems" (2007-2011)

Distinctions/Honours

1. Springorum Denkmunze, Postgraduate Award of the University of Aachen (1988)
2. Borchers Plakette, Postdoctoral Award of the University of Aachen (1994)

Responsibilities

Graduate Officer for PhD

Areas of expertise

Bayesian inference, MCMC, copulas, state-space models, survival analysis, gravitational radiation data analysis, stochastic volatility models

Committees/Professional groups/Services

Associate Editor Journal of Statistical Computation and Simulation

Faculty of Science Staffing Committee