Mark FJ Steel
Scholar

Mark FJ Steel

Google Scholar ID: METrs9QAAAAJ
Professor of Statistics, University of Warwick
StatisticsEconometricsBayesian StatisticsVariable SelectionProductivity
Citations & Impact
All-time
Citations
4,083
 
H-index
29
 
i10-index
58
 
Publications
20
 
Co-authors
36
list available
Publications
20 items
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
  • Recent publications include:
  • - 2025: Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model, with Roberto Casarin and Antonio Perruzi, Annals of Applied Statistics, forthcoming.
  • - 2025: Model uncertainty in Latent Gaussian Models with univariate link function, with Gregor Zens, Bayesian Analysis, forthcoming.
  • - 2025: Your copula is a classifier in disguise: Classification-based copula density estimation, with David Huk and Ritabrata Dutta, Proceedings of the 28th International Conference on Artificial Intelligence and Statistics (AIStats 2025), PMLR 258, (2025), 3790-3798. (Open Access)
  • - 2024: Quasi-Bayes meets Vines, with David Huk, Yuanhe Zhang, and Ritabrata Dutta, Proceedings of the 38th Annual Conference on Neural Information Processing Systems (NeurIPS 2024), Advances in Neural Information Processing Systems, 37, (2024), 40359-40392. (Open Access)
  • - 2023: Measurement error in linear regression models with fat tails and skewed errors, with M.Torabi, M. Ghosh, and J. Myung.
Research Experience
  • Served as the Editor-in-Chief of Bayesian Analysis from January 2022 until January 2025. He is an Associate Editor of the Journal of Productivity Analysis, Econometrics & Statistics, and the Central European Journal of Economic Modelling and Econometrics. Previously, he was Editor of Bayesian Analysis (2010-2019) and Associate Editor of the Journal of Econometrics (2010-2013), the Journal of the Royal Statistical Society, Series B (2003-2007), the Journal of Business and Economic Statistics (2000-2006), and of Econometric Theory (1994-2005). He has had various roles in the International Society for Bayesian Analysis (ISBA) and the Royal Statistical Society. He is Chair-Elect of the Objective Bayes section of ISBA for 2026-27. He was Head of the Statistics Department at Warwick from September 2014 until September 2018.
Background
  • Interested in theoretical and applied Bayesian statistics, particularly distribution theory, Bayesian model averaging, spatial statistics, non- and semiparametric inference, survival models, stochastic frontier models, contingent valuation, and stochastic volatility models. Part of his interests stem from his background in economics.