Osnat Stramer

Associate Professor
Biography

Research interests

  • Inference of stochastic processes using Bayesian statistics with biology and finance applications
  • Monte Carlo methods in statistics
  • Stability theory for Markov chains

Selected publications

  • Samia, N. & Stramer, O. (2019). Bayesian inference of panels of threshold autoregressive time.
  • Samia, N., Stramer, O., Stenseth, N., Saitoh, T., Rosen, O. & Bertolacci, M. (2019). Climate-driven context-dependent structure of population cycles.
  • Stramer, O., Shen, X. & Bognar, M. (2017). Bayesian inference for Heston-STAR models. Statistics and Computing, 27(2), 331-348. DOI: DOI:10.1007/s11222-015-9625-y.
  • Stramer, O., Roberts, G. & Papaspiliopoulos, O. (2013). Data augmentation for diffusions. Journal of Computational and Graphical Statistics, 22(3), 665-688.
  • Samia, N. I., Stramer, O., Stenseth, N. C. & Saitoh, T. (2012). Bayesian inference of panels of threshold autoregressive time series.
  • Stramer, O., Bognar, M. (2011). Bayesian inference for irreducible diffusion processes using the pseudo- marginal approach. Bayesian Analysis, 6(2), 179–358.
  • Casella, B., Roberts, G. & Stramer, O. (2011). Stability of partially implicit Langevin schemes and their MCMC variants. Methodology & Computing in Applied Probability, 13(4), 835–854.
  • STRAMER, O., Bognar, M. & Schneider, P. (2010). Bayesian inference for discretely sampled Markov processes with closed-Form likelihood expansions. Journal of Financial Econometrics, 8, 450-480.
  • Stramer, O. (2008). Asymptotics of efficient Monte Carlo estimations for the transition Density of multivariate diffusion processes. Refereed procedure volume for the 2008 international workshop on Applied Probability.
  • Stramer, O., Yan, J. (2007). Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes. Methodology & Computing in Applied Probability, 9(4), 483-496.
Research areas
  • Bayesian statistics
  • Markov chain Monte Carlo
  • Stochastic processes
  • Time series analysis
Osnat Stramer
Phone
Education
PhD, Statistics, Colorado State University
Contact Information
Address

University of Iowa
370 Schaeffer Hall (SH)
20 East Washington Street
Iowa City, IA 52240
United States