Document Actions
Statistics Papers
The 23 Lancaster-affiliated papers published in the top four statistical theory and methods journals in 2001-6 are:
- Bayesian model selection for partially observed diffusion models. (2006) Biometrika, 93, 809-825
- An exact Gibbs sampler for the Markov-modulated Poisson process (2006) JRSS B, 68, 767-784.
- Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion) (2006) JRSS B, 68, 333-361.
- "Exploiting occurrence times in likelihood inference for componentwise maxima (2005) Biometrika, 92, 213-227.":http://eprints.lancs.ac.uk/2445/
- Scaling limits for the transient phase of local Metropolis-Hastings algorithms (2005) JRSS B, 67, 253-268.
- A conditional approach for multivariate extreme values (with Discussion) (2004) JRSS B, 66, 497-530.
- Exact filtering for partially observed continuous time models (2004) JRSS B, 66, 771-789.
- Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes (2004) JRSS B, 66, 369-393.
- Detecting dependence between marks and locations of marked point processes. (2004) JRSS B, 66, 79-93.
- On-line inference for hidden Markov models via particle filters (2003) JRSS B, 65, 887-899.
- A serially correlated gamma frailty model for longitudinal count data. (2003) Biometrika, 90, 355-366.
- Diagnostics for dependence within time series extremes (2003) JRSS B, 65, 521-543.
- A dependence measure for multivariate and spatial extreme values: Properties and inference. (2003) Biometrika, 90, 139-156.
- Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions (with Discussion). (2003) JRSS B, 65, 3-39.
- Modeling spatial variation in leukemia survival data. (2002) JASA, 97, 965-972.
- Approximate likelihood methods for estimating local recombination rates (with Discussion) (2002) JRSS B, 64, 657-680.
- Modelling spatially correlated data via mixtures: a Bayesian approach (2002) JRSS B, 64, 805-826.
- Modeling spatial variation in disease risk: A geostatistical approach (2002) JASA, 97, 692-701.
- The sampling properties of conditional independence graphs for structural vector autoregressions (2002) Biometrika, 89, 457-461.
- Spatiotemporal prediction for log-Gaussian Cox processes. (2001) JRSS B, 63, 823-841.
- On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm (2001) Biometrika, 88, 603-621.
- Perfect slice samplers (2001) JRSS B, 63, 593-606.
- Markov chain Monte Carlo methods for switching diffusion models (2001) Biometrika, 88, 299-315.
These include 4 RSS read papers. The further RSS read paper and JASA discussion paper since 2001 are:
