We present a survey of some of our recent results on Bayesian nonparamet...
In this document I aim to give an informal treatment of automatic Backwa...
A continuous-time Markov process X can be conditioned to be in a given
s...
We construct a new class of efficient Monte Carlo methods based on
conti...
We incorporate discrete and continuous time Markov processes as building...
Stochastically evolving geometric systems are studied in geometric mecha...
We introduce the use of the Zig-Zag sampler to the problem of sampling o...
In this paper we consider the current status continuous mark model where...
Assume we observe a finite number of inspection times together with
info...
Suppose that a compound Poisson process is observed discretely in time a...
According to both domain expertise knowledge and empirical evidence, wav...
Suppose X is a multidimensional diffusion process. Assume that at time z...
Aiming at financial applications, we study the problem of learning the
v...
We study the problem of non-parametric Bayesian estimation of the intens...
Given discrete time observations over a fixed time interval, we study a
...
Suppose X_1,..., X_n is a random sample from a bounded and decreasing
de...
Suppose X is a multivariate diffusion process that is observed discretel...
Recently Whitaker et al. (2017) considered Bayesian estimation of diffus...