Xuan Vu

Department of Economics

I am a fifth-year PhD candidate in economics at the Department of Economics, University of Melbourne. I am passionate about econometrics, Bayesian modelling, macroeconomics, and machine learning. My first chapter of my thesis proposes a novel dynamic Dirichlet process model, which helps investigate the temporal evolution of bank size distribution in Australia and its macroeconomic effects. My second chapter proposes applying the variational inference technique to improve the scalability and to reduce the computational cost of the dynamic Dirichlet process mixture model when working with big data set such as the US banking data.