School of Mathematics, Statistics & Actuarial Science

Publications for Dr Jim Griffin

Journal Articles

  1. Cross-validation prior choice in Bayesian probit regression with many covariates, D. S. Lamnisos, J. E. Griffin and M. F. J. Steel, Statistics and Computing, 22, 359-373, 2012.
  2. Inference in Infinite Superpositions of non-Gaussian Ornstein-Uhlenbeck processes using Bayesian nonparametric methods, J. E. Griffin, Journal of Financial Econometrics, 9, 519-549, 2011
  3. Bayesian Clustering of Distributions in Stochastic Frontier Analysis, J. E. Griffin, Journal of Productivity Analysis, 36, 275-283, 2011.
  4. Posterior Simulation of Normalized Random Measure Mixtures, J. E. Griffin and S. G. Walker, Journal of Computational and Graphical Statistics, 20, 241-259, 2011.
  5. Modelling overdispersion with the Normalized Tempered Stable distribution, M. Kolossiatis, J. E. Griffin and M. F. J. Steel, Computational Statistics and Data Analysis, 55, 2288-2301, 2011.
  6. Stick-Breaking Autoregressive Processes, J. E. Griffin and M. F. J. Steel, Journal of Econometrics, 162, 383-396, 2011.
  7. The Ornstein-Uhlenbeck Dirichlet Process and other time-varying processes for Bayesian nonparametric inference, J. E. Griffin Journal of Statistical Planning and Inference, 141, 3648-3664, 2011.
  8. Covariance measurement in the presence of non-synchronous trading and market microstructure noise, J. E. Griffin and R. C. A. Oomen, Journal of Econometrics, 160, 58-68, 2011.
  9. Slice Sampling Mixture Models, M. Kalli, J. E. Griffin and S. G. Walker, Statistics and Computing, 21, 93-105, 2011.
  10. Bayesian Nonparametric Modelling with the Dirichlet Process Regression Smoother, J. E. Griffin and M. F. J. Steel” Statistica Sinica, 20, 1507-1527, 2010
  11. Discovering Transcriptional Modules from Bayesian Data Fusion, R. S. Savage, Z. Ghahramani, J. E. Griffin, B. J. de la Cruz and D. L. Wild, Bioinformatics, 26, 1158-1167, 2010.
  12. Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes, J. E. Griffin and M. F. J. Steel, Computational Statistics and Data Analysis, 54, 2594-2608, 2010
  13. Inference with Normal-Gamma prior distributions in regression problems, J. E. Griffin and P. J. Brown, Bayesian Analysis, 5, 171-188, 2010.
  14. Default priors for density estimation with mixture models, J. E. Griffin, Bayesian Analysis, 5, 45-64, 2010.
  15. Transdimensional sampling algorithms for Bayesian variable selection in classification problems with many more variables than observations, D. Lamnisos, J. E. Griffin and M. F. J. Steel, Journal of Computational and Graphical Statistics, 18, 592-612 (2009)
  16. Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?, J. E. Griffin and R. C. A. Oomen, Econometric Reviews, 27, 230-253 (2008)
  17. Flexible Mixture Modelling of Stochastic Frontiers, J. E. Griffin and M. F. J. Steel Journal of Productivity Analysis, 29, 33-50 (2008)
  18. Bayesian Stochastic Frontier Analysis Using WinBUGS, J.E. Griffin and M.F.J. Steel, Journal of Productivity Analysis, 27, 163-176 (2007)
  19. Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility, J.E. Griffin and M.F.J. Steel, Journal of Econometrics, 134, 605-644 (2006)
  20. Order-Based Dependent Dirichlet Processes, J.E. Griffin and M.F.J. Steel, Journal of the American Statistical Assocciation, Theory and Methods, 101, 179-194 (2006)
  21. Semiparametric Bayesian Inference for Stochastic Frontier Models, J.E. Griffin and M.J.F. Steel, Journal of Econometrics, 123, 121-152 (2004)

Conference Articles

  1. A Bayesian Partition Model for Customer Attrition, C.J. Hoggart and J.E. Griffin, Monographs of Official Statistics: Bayesian methods with applications to science, policy and official statistics, E. George (Ed), 223-232, Eurostat, Luxembourg, ISBN 92-894-1283-6, 2001 [Link]

 

 

School of Mathematics, Statistics and Actuarial Science (SMSAS), Cornwallis Building, University of Kent, Canterbury, Kent CT2 7NF.

Contact us on +44(0)1227 827181 or e-mail the department

Last Updated: 03/02/2012