| LANCELOT
F. JAMES BIBLIOGRAPHY
Newer Articles
via Bibserver (test version)
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James, L.F. and Yor. M.
(2006). Tilted stable subordinators, Gamma time changes and Occupation
Time of rays by Bessel Spiders.
http://arxiv.org/abs/math.PR/0701049 |
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James, L.F. (2006). Gamma
tilting calculus for GGC and Dirichlet means with applications to Linnik
processes and occupation time laws for randomly skewed Bessel processes
and bridges.
http://arxiv.org/abs/math.PR/0610218 |
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James, L.F., Lijoi, A.
and Pruenster, I. (2006). Distributions of Functionals of the Two
Parameter Poisson-Dirichlet Process.
http://arxiv.org/abs/math.PR/0609488 |
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James, L. F. (2006).
Poisson calculus for spatial neutral to the right processes. Annals
of Statistics 34
416-440.
http://arxiv.org/abs/math.ST/0305053 |
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James, L.F. (2006). Laws
and likelihoods for Ornstein Uhlenbeck-Gamma and other BNS OU stochastic
volatilty models with extensions.
http://arxiv.org/abs/math/0604086 |
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James, L.F. (2006). Spatial
neutral to the right species sampling mixture models. Prepared for a
A Festschrift for Kjell Doksum.
http://arxiv.org/abs/math/0604266 |
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James, L.F., Lijoi, A. and
Pruenster, I. (2006). Conjugacy as a distinctive feature of the
Dirichlet process. Scandinavian Journal of Statistics 33
105-120. |
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Ho, M-W., James, L.F. and Lau,
J.W. (2006). Coagulation fragmentation laws induced by general
coagulations of two-parameter Poisson-Dirichlet
processes.
http://arxiv.org/abs/math.PR/0601608 |
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James, L. F. (2005). A note on exact likelihoods of the Carr-Wu
models for leverage effects and volatility in financial economics. http://arxiv.org/abs/math.ST/0503314 |
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James, L.F., Lijoi, A. and I.
Pruenster. (2005) Bayesian inference for classes of normalized random
measures. http://arxiv.org/abs/math.ST/0503394 |
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James, L. F. (2005). Analysis of a
class of likelihood based continuous time stochastic volatility models including Ornstein-Uhlenbeck
models in financial economics. http://arxiv.org/abs/math.ST/0503055 |
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James, L. F.
and John W. Lau (2005). A class of generalized hyperbolic continuous
time integrated stochastic volatility likelihood models. http://arxiv.org/abs/math.ST/0503056 |
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James, L. F. (2005). Bayesian
Poisson process partition calculus with an application to Bayesian Levy
moving averages. Annals of Statistics 33
1771-1799. paper
(pdf) |
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James, L.F. (2005). Functionals
of Dirichlet processes, the Cifarelli-Regazzini identity and
Beta-Gamma processes. Annals of Statistics 33
647-660. paper |
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Ishwaran, H. and James, L. F. (2004).
Computational methods for multiplicative intensity models using weighted
gamma processes: proportional hazards, marked point processes and
panel count data. J. Amer. Stat. Assoc., 99, 175-190.
paper (pdf) |
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Doksum. K.A. and James, L. F.
(2004) On spatial neutral to the right processes and their posterior
distributions. In Mathematical Reliability: An Expository Perspective,
Editors: Mazzuchi, Singpurwalla and Soyer. International Series in
Operations Research and Management Science. Kluwer Academic Publishers. |
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James, L. F. and Lau, J.
W.(2004) Flexible choice modelling based on Bayesian nonparametric mixed
multinomial logit choice models. Submitted paper |
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James, L. F. (2003).
Functionals of Dirichlet processes, the Markov-Krein identity and
Beta-Gamma processes.
http://arXiv.org/abs/math/0310012 |
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James, L. F. (2003). Poisson
calculus for spatial neutral to the right processes(Big version).
http://arxiv.org/abs/math/0305053 or paper |
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James, L. F. (2003). A simple
proof of the almost sure discreteness of a class of random measures.
Statistics and Probability Letters 65 . Available at doi:10.1016/j.spl.2003.08.005
or paper |
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James, L.F. (2003). Bayesian calculus for Gamma processes with applictions to semiparametric
models. Sankhya Ser. A. 65 196-223.paper |
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Ishwaran, H. and James, L. F. (2003).
Generalized weighted Chinese restaurant processes for species
sampling mixture models. Statistica Sinica, 13, 1211-1235.
paper
(pdf) |
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Ishwaran, H. and James, L. F. (2003). Some further
developments for stick-breaking priors: finite and infinite clustering
and classification. Sankhya Series A, 65, 577-592.
paper |
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James, L. F. (2002).
Poisson process partition calculus with applications to
exchangeable models and Bayesian Nonparametrics.
http://arXiv.org/abs/math/0205093 |
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Ishwaran, H. and James, L. F. (2002). Approximate Dirichlet
process computing in finite normal mixtures: smoothing and prior information. Journal of Computational
and Graphical Statistics. 11 508-532. paper
(pdf) |
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James, L.F., Priebe, C.E. and Marchette, D.J.
(2001). Consistent Estimation of Mixture Complexity. Annals of Statistics 29
1281-1296. EuclidLink |
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Ishwaran, H., James, L. F. and Sun, J. (2001).
Bayesian model selection in finite mixtures by marginal density decompositions.
Journal of the American Statistical Association, 96 1316-1332 paper
(pdf) |
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Ishwaran, H. and James, L. F. (2001). Gibbs sampling methods
for stick-breaking priors. Journal of the American Statistical Association, 96,
161-173. paper
(pdf) |
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James, L.F. (1997). A study of a class of weighted bootstraps
for censored data. Annals of Statistics 25, 1595-1621.
EuclidLink |
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White, D.B. and James, L. (1996). Standard error and sample
size determination for estimation of probabilities based on a test variable. Journal of
Clinical Epidemiology. 49, 419-429. |
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RESEARCH INTERESTS Bayesian
Nonparametric statistics,
semiparametric models, survival analysis, mixture models, bootstrap methods, sequential
importance sampling and Markov chain Monte-Carlo methods, random partitions
and random measures.
CV
EDUCATION
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Ph.D. Statistics, State University of New York at Buffalo,
1993
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B.A. State University of New York at Buffalo, 1989 |
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