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 Head of the Statistics group, serves as the School's Director of Research, and chairs our Research and Enterprise Committee.back to top
Also view these in the Kent Academic Repository