About
Hi there! I’m Chaya Weerasinghe. I am currently a final year Ph.D. student in the Department of Econometrics and Business Statistics at Monash University, supervised by Professor Gael M. Martin, Dr. Ruben Loaiza-Maya and Professor David T. Frazier.
My Ph.D. research focuses on inference and prediction in misspecified models, with a particular emphasis on applications in finance and macroeconomics. I investigate the impact of model misspecification on statistical inference and forecasting, and develop novel methodologies to address the challenges it presents. Broadly, my research interests include model misspecification, Bayesian inference and forecasting, and Approximate Bayesian methods.
My current research focus on developing a novel Approximate Bayesian Computation method that delivers inferences that are more robust to model misspecification. You can find the working paper here.
In addition to my research, I also work as a teaching associate in the Department of Econometrics and Business Statistics at Monash University.
Education
Ph.D. Candidate (2021 - Present) Monash University, Australia
B.Sc.(Hons) in Statistics (2015 - 2019) University of Kelaniya, Sri Lanka
Research Interests
- Bayesian Inference and Forecasting
- Model Misspecification
- Approximate Bayesian Methods
- Econometrics
- Time Series Analysis