The University of Kent, Canterbury, Kent, CT2 7NZ, T +44 (0)1227 764000
- Bayesian nonparametric methods including slice sampling for posterior simulation and the construction of dependent nonparametric priors.
- Inference with financial data including the analysis of high frequency data, volatility processes with jumps and the application of Bayesian nonparametric methods to stochastic volatility modelling.
- Bayesian methods for variable selection methods with many regressors including efficient computation, the use of shrinkage priors and applications in bioinformatics.
- Efficiency measurement using stochastic frontier models.
Jim serves on the School's Graduate Studies Committee and he is the Director of Studies and Admissions Officer for MSc programmes in Statistics/Statistics with Finance. He is the School's Director of Research and chairs our Research and Enterprise Committee.back to top
Also view these in the Kent Academic Repository