Lancelot F. James

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Person:6206399

Available identifiers

zbMath Open james.lancelot-fitzgeraldMaRDI QIDQ6206399

List of research outcomes





PublicationDate of PublicationType
Posterior distributions of Gibbs-type priors2023-08-27Paper
Bayesian Analysis of Generalized Hierarchical Indian Buffet Processes for Within and Across Group Sharing of Latent Features2023-04-11Paper
Posterior distributions for Hierarchical Spike and Slab Indian Buffet processes2021-03-21Paper
Generalized Mittag Leffler distributions arising as limits in preferential attachment models2015-09-23Paper
Poisson Latent Feature Calculus for Generalized Indian Buffet Processes2014-11-11Paper
Stick-breaking PG(\alpha,\zeta)-Generalized Gamma Processes2013-08-29Paper
Dirichlet mean identities and laws of a class of subordinators2012-09-19Paper
Coag-Frag duality for a class of stable Poisson-Kingman mixtures2010-08-14Paper
Poisson Dirichlet$(\alpha,\theta)$-Bridge Equations and Coagulation-Fragmentation Duality2009-08-31Paper
Large sample asymptotics for the two-parameter Poisson--Dirichlet process2007-08-31Paper
New Dirichlet Mean Identities2007-08-04Paper
Gamma Tilting Calculus for GGC and Dirichlet means with applications to Linnik processes and Occupation Time Laws for Randomly Skewed Bessel Processes and Bridges2006-10-06Paper
Spatial Neutral to the Right Species Sampling Mixture Models2006-04-11Paper
Laws and Likelihoods for Ornstein Uhlenbeck-Gamma and other BNS OU Stochastic Volatilty models with extensions2006-04-05Paper
A note on exact likelihoods of the Carr-Wu models for leverage effects and volatility in financial economics2005-03-15Paper
Analysis of a Class of Likelihood Based Continuous Time Stochastic Volatility Models including Ornstein-Uhlenbeck Models in Financial Economics2005-03-03Paper
Functionals of Dirichlet processes, the Markov Krein Identity and Beta-Gamma processes2003-10-01Paper
Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics2002-05-09Paper

Research outcomes over time

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