| Publication | Date of Publication | Type |
|---|
Bayesian forecasting of mortality rates by using latent Gaussian models
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-22 | Paper |
Missing data patterns in runners' careers: do they matter?
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-01-14 | Paper |
Flexible marked spatio-temporal point processes with applications to event sequences from association football
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-01-14 | Paper |
Authors' reply to the discussion of `Flexible marked spatio-temporal point processes with applications to event sequences from association football'
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-01-14 | Paper |
Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices
Bernoulli | 2024-11-12 | Paper |
Learning variational autoencoders via MCMC speed measures
Statistics and Computing | 2024-09-17 | Paper |
Bayesian prediction of jumps in large panels of time series data
Bayesian Analysis | 2024-02-27 | Paper |
Bayesian prediction of jumps in large panels of time series data
Bayesian Analysis | 2024-02-27 | Paper |
Doubly-online changepoint detection for monitoring health status during sports activities
The Annals of Applied Statistics | 2024-01-16 | Paper |
Interview with Professor Adrian FM Smith
International Statistical Review | 2023-12-12 | Paper |
Scalable inference for a full multivariate stochastic volatility model
Journal of Econometrics | 2023-02-01 | Paper |
Variance reduction for Metropolis-Hastings samplers
Statistics and Computing | 2022-12-09 | Paper |
Large scale multi-label learning using Gaussian processes
Machine Learning | 2021-11-24 | Paper |
An MCMC model search algorithm for regression problems
Journal of Statistical Computation and Simulation | 2020-03-06 | Paper |
Sovereign risk zones in Europe during and after the debt crisis
Quantitative Finance | 2019-09-26 | Paper |
Efficient sequential Monte Carlo algorithms for integrated population models
Journal of Agricultural, Biological and Environmental Statistics | 2019-06-04 | Paper |
Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Importance sampling from posterior distributions using copula-like approximations
Journal of Econometrics | 2019-04-30 | Paper |
Bayesian Hierarchical Mixture Models
Statistical Analysis for High-Dimensional Data | 2017-01-19 | Paper |
Bayesian model selection for partially observed diffusion models
Biometrika | 2016-06-27 | Paper |
Joint specification of model space and parameter space prior distributions
Statistical Science | 2016-02-16 | Paper |
Joint specification of model space and parameter space prior distributions
Statistical Science | 2016-02-16 | Paper |
Volatility prediction based on scheduled macroeconomic announcements
The Canadian Journal of Statistics | 2015-06-22 | Paper |
Forecasting with non-homogeneous hidden Markov models
Statistics and Computing | 2013-01-16 | Paper |
Forecasting with non-homogeneous hidden Markov models
Statistics and Computing | 2012-12-31 | Paper |
Cholesky-GARCH models with applications to finance
Statistics and Computing | 2012-12-07 | Paper |
On Bayesian model and variable selection using MCMC
Statistics and Computing | 2012-09-23 | Paper |
Conditional symmetry models for three-way contingency tables
Journal of Statistical Planning and Inference | 2012-07-06 | Paper |
Contagion determination via copula and volatility threshold models
Quantitative Finance | 2012-06-26 | Paper |
Likelihood-based inference for correlated diffusions
The Canadian Journal of Statistics | 2011-07-27 | Paper |
A novel reversible jump algorithm for generalized linear models
Biometrika | 2011-04-19 | Paper |
| scientific article; zbMATH DE number 5769726 (Why is no real title available?) | 2010-08-12 | Paper |
| Bayesian analysis of correlated proportions | 2010-08-12 | Paper |
| Control Variates for Reversible MCMC Samplers | 2010-08-07 | Paper |
Inference for stochastic volatility models using time change transformations
The Annals of Statistics | 2010-03-24 | Paper |
| Notes on Using Control Variates for Estimation with Reversible MCMC Samplers | 2009-07-24 | Paper |
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Bayesian clustering for row effects models
Journal of Statistical Planning and Inference | 2008-05-08 | Paper |
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models
Econometrics Journal | 2008-01-09 | Paper |
Flexible Threshold Models for Modelling Interest Rate Volatility
Econometric Reviews | 2007-06-20 | Paper |
Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model
Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-05-07 | Paper |
Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution
Statistical Modelling | 2007-03-20 | Paper |
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
North American Actuarial Journal | 2006-01-05 | Paper |
Model Determination for Categorical Data With Factor Level Merging
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-09-01 | Paper |
Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
A Simulation Approach to Nonparametric Empirical Bayes Analysis
International Statistical Review | 2005-01-03 | Paper |
Bayesian analysis of extreme values by mixture modelling
Extremes | 2004-11-24 | Paper |
Quantification of automobile insurance liability: A Bayesian failure time approach.
Insurance Mathematics & Economics | 2004-05-27 | Paper |
A full-factor multivariate GARCH model
Econometrics Journal | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 2042684 (Why is no real title available?) | 2004-02-15 | Paper |
| scientific article; zbMATH DE number 1983953 (Why is no real title available?) | 2003-09-22 | Paper |
Bayesian variable and link determination for generalised linear models
Journal of Statistical Planning and Inference | 2003-04-09 | Paper |
Bayesian Analysis of Mortality Data
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2003-01-01 | Paper |
| scientific article; zbMATH DE number 1424416 (Why is no real title available?) | 2001-11-21 | Paper |
Stochastic search variable selection for log-linear models
Journal of Statistical Computation and Simulation | 2001-09-17 | Paper |
An application of three bivariate time-varying volatility models
Applied Stochastic Models in Business and Industry | 2001-07-11 | Paper |
| scientific article; zbMATH DE number 1424398 (Why is no real title available?) | 2001-03-11 | Paper |
Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
Biometrika | 2000-11-21 | Paper |
| scientific article; zbMATH DE number 1424395 (Why is no real title available?) | 2000-06-07 | Paper |
| scientific article; zbMATH DE number 1424399 (Why is no real title available?) | 2000-06-07 | Paper |
| scientific article; zbMATH DE number 1424396 (Why is no real title available?) | 2000-03-23 | Paper |
Bayesian Classification of Neolithic Tools
Journal of the Royal Statistical Society Series C: Applied Statistics | 1999-01-25 | Paper |
| scientific article; zbMATH DE number 1070510 (Why is no real title available?) | 1998-03-12 | Paper |
| scientific article; zbMATH DE number 1070512 (Why is no real title available?) | 1997-10-05 | Paper |
Bayesian Analysis of Errors-in-Variables Regression Models
Biometrics | 1997-08-03 | Paper |
Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling
Applied Statistics | 1995-08-17 | Paper |
