Zobrazeno 1 - 10
of 35
pro vyhledávání: '"John W. Lau"'
Autor:
John W. Lau, Ed Cripps
Publikováno v:
Journal of Probability and Statistics, Vol 2012 (2012)
Traditional GARCH models describe volatility levels that evolve smoothly over time, generated by a single GARCH regime. However, nonstationary time series data may exhibit abrupt changes in volatility, suggesting changes in the underlying GARCH regim
Externí odkaz:
https://doaj.org/article/9df7c8f626084abab4e3a0426600727f
Publikováno v:
Journal of Applied Probability. 58:314-334
Pitman (2003), and subsequently Gnedin and Pitman (2006), showed that a large class of random partitions of the integers derived from a stable subordinator of index $\alpha\in(0,1)$ have infinite Gibbs (product) structure as a characterizing feature.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e757eae858a6c500f527e5fa5ee8dbf9
https://doi.org/10.1017/jpr.2020.93
https://doi.org/10.1017/jpr.2020.93
Publikováno v:
Communications in Statistics - Simulation and Computation. 51:5288-5307
This article introduces a Bayesian multiple change point model for a collection of degradation signals in order to predict remaining useful life of rotational bearings. The model is designed for lo...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5293e34d0a88d992de73b5d67c989c03
https://doi.org/10.1080/03610918.2020.1766499
https://doi.org/10.1080/03610918.2020.1766499
Autor:
John W. Lau, Edward Cripps
Publikováno v:
Bernoulli. 28
We present a posterior analysis of kernel mixtures of thinned completely random measures (CRMs) for multivariate intensities, in the context of competing risks models. The construction of the thinned CRMs is derived from a common Poisson random measu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dec468ddda6c3dbdb7a56d6aec6a9705
https://doi.org/10.3150/21-bej1361
https://doi.org/10.3150/21-bej1361
Publikováno v:
Ann. Appl. Stat. 13, no. 2 (2019), 683-712
Daily precipitation has an enormous impact on human activity, and the study of how it varies over time and space, and what global indicators influence it, is of paramount importance to Australian agriculture. We analyze over 294 million daily rainfal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::07382703fb3657f63f3cd8876055ad15
https://projecteuclid.org/euclid.aoas/1560758424
https://projecteuclid.org/euclid.aoas/1560758424
Publikováno v:
Statistics & Probability Letters. 161:108720
We extend variational inference approximation of probability density functions to multiplicative intensity functions. For Bayesian nonparametrics, this provides a computationally efficient alternative to the blocked Gibbs sampler described in Ishwara
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b31e74aa4749ee3a9b70b76be7839ea4
https://doi.org/10.1016/j.spl.2020.108720
https://doi.org/10.1016/j.spl.2020.108720
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. 22
In this paper, we develop a new class of parametric nonlinear time series models by combining two important classes of models, namely smooth transition models and hidden Markov regime-switching models. The class of models is general and flexible enou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1a0f4716c016049860e13ca1b61abee
https://doi.org/10.1515/snde-2016-0061
https://doi.org/10.1515/snde-2016-0061
Publikováno v:
Mechanical Systems and Signal Processing. :316-325
The era of big data has resulted in an explosion of condition monitoring information. The result is an increasing motivation to automate the costly and time consuming human elements involved in the classification of machine health. When working with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eea36e332adc89c44c977e470ef16991
https://doi.org/10.1016/j.ymssp.2014.12.020
https://doi.org/10.1016/j.ymssp.2014.12.020
Autor:
John W. Lau, Edward Cripps
Publikováno v:
Sankhya A. 77:300-329
Using fractions of gamma and exponentially titled stable random variables this article develops a stick-breaking representation of a truncated normalized generalized gamma process. Sampling from the posterior of this process requires sampling from ga
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d466d71920f340cace141519a71a676
https://doi.org/10.1007/s13171-015-0070-y
https://doi.org/10.1007/s13171-015-0070-y
Publikováno v:
Journal of Theoretical Biology. 367:222-229
Recent experimental data indicate that HIV-1 DNA that fails to integrate (from now on called uDNA) can by itself successfully produce infectious offspring virions in resting T cells that become activated after infection. This scenario is likely impor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::becddb434cae6dd78eda4f551d3e2774
https://doi.org/10.1016/j.jtbi.2014.12.004
https://doi.org/10.1016/j.jtbi.2014.12.004