Matthew Bognar

Associate Professor of Instruction of Statistics and Actuarial Science, College of Liberal Arts and Sciences

Contact Information

Primary Office: 241 Schaeffer Hall (SH)
Iowa City, IA 52242
319-335-0799

Websites

Education

  • PhD in Statistics, University of Iowa, Iowa City, Iowa, United States, 2002
  • MS in Statistics, University of Wisconsin, Madison, Wisconsin, United States, 1994
  • BS in Mathematics with emphasis in Statistics, University of Wisconsin-LaCrosse, LaCrosse, Wisconsin, United States, 1992

Areas of Research Interest

  • Bayesian Statistics
  • Computational Statistics
  • Educational Software
  • High Performance Computing (HPC)
  • Parallel Computing
  • Programming Languages: C++, Java, R, OpenMP, Eigen, TNT, Boost, Blitz, Intel MKL, Objective C/C++
  • Spatial Statistics
  • Stochastic Differential Equations (SDE's)

Selected Awards and Honors

  • Distinguished Associate Professor of Instruction, CLAS, University of Iowa, Iowa City, Iowa, United States, 2018 - 2020
  • Collegiate Teaching Award, CLAS, University of Iowa, Iowa City, Iowa, United States, 2017 - 2018
  • Finalist for the Leonard J. Savage Thesis Award, International Society for Bayesian Analysis (ISBA), 2003
  • Outstanding Teaching Assistant Award, University of Iowa Council on Teaching, Iowa City, Iowa, 2000
  • Allen T. Craig Award, University of Iowa, Department of Statistics and Actuarial Science, 1998

Selected Publications

  • Stramer, O., Shen, X. & Bognar, M. A. (2017). Bayesian inference for Heston-STAR models. Statistics and Computing, 27(2), 331-348. DOI: 10.1007/s11222-015-9625-y.
  • Stramer, O., Bognar, M. A. (2011). Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach. Bayesian Analysis, 6(2), 231-258. DOI: 10.1214/11-ba608.
  • Stramer, O., Bognar, M. A. & Schneider, P. (2010). Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions. Journal of Financial Econometrics, 8(4), 450-480. DOI: 10.1093/jjfinec/nbp027.
  • Bognar, M. A. (2008). Bayesian modeling of continuously marked Gibbsian point processes. Computational Statistics, 23(3), 361-379. DOI: 10.1007/s00180-007-0073-9.
  • Bognar, M. A. (2006). On Bayesian inference for the K-function. Biometrical Journal, 48, 205-219. DOI: 10.1002/bimj.200410166.
  • Bognar, M. A. (2005). Bayesian inference for spatially inhomogeneous pairwise interacting point processes. Computational Statistics and Data Analysis, 49, 1-18. DOI: 10.1016/j.csda.2004.04.008.
  • Bognar, M. A., Cowles, K. (2004). Bayesian inference for pairwise interacting point processes. Statistics and Computing, 14, 109--117. DOI: 10.1023/b:stco.0000021409.73461.b9.
Last Modified Date: February 18, 2019