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  • Kelly, Leah; Platen, Eckhard; Sorensen, Michael (Applied Probability Trust, 2004)
  • Chew, Ken-Loong; Langtry, Timothy; Zinder, Yakov; Yu, Qiang; Li, Longhui (Australian Mathematical Society, 2012)
    The objective of measuring leaf photosynthesis using infrared gas analysis is to determine key indicators of plant eco-physiology, including light and CO2 compensation and saturation points, and critical thresholds of ...
  • Smith, Michael; Khaled, Mohamad (Amer Statistical Assoc, 2012)
    Estimation of copula models with discrete margins can be difficult beyond the bivariate case. We show how this can be achieved by augmenting the likelihood with continuous latent variables, and computing inference using ...
  • Chiarella, Carl; Kang, Boda (Risk Waters Group, 2013)
    A compound option (the mother option) gives the holder the right, but not the obligation, to buy (long) or sell (short) the underlying option (the daughter option). In this paper, we consider the problem of pricing ...
  • Chiarella, Carl; Kang, Boda; Meyer, G (Elsevier, 2012)
    This paper considers the problem of numerically evaluating barrier option prices when the dynamics of the underlying are driven by stochastic volatility following the square root process of Heston (1993)[7]. We develop a ...
  • Crainiceanu, Ciprian; Ruppert, David; Claeskens, Gerda; Wand, Matthew (Oxford University Press, 2005)
    Penalised-spline-based additive models allow a simple mixed model representation where the variance components control departures from linear models. The smoothing parameter is the ratio of the random-coefficient and error ...
  • Corcoran, Chris; Ryan, Louise; Senchaudhuri, Pralay; Mehta, Cyrus; Patel, Nitin; Molenberghs, Geert (Wiley-Blackwell Publishing Ltd., 2001)
    The problem of testing a dose-response relationship in the presence of exchangeably correlated binary data has been addressed using a variety of models. Most commonly used approaches are derived from likelihood or generalized ...
  • Cheang, Gerald; Chiarella, Carl (Routledge, 2011)
    This article extends the exchange option model of Margrabe, where the distributions of both stock prices are log-normal with correlated Wiener components, to allow the underlying assets to be driven by jump-diffusion ...
  • Chen, J; Duan, Runyao; Ji, Zhengfeng; Ying, Mingsheng; Yu, Jeffrey (Amer Inst Physics, 2008)
    A gate is called an entangler if it transforms some (pure) product states to entangled states. A universal entangler is a gate which transforms all product states to entangled states. In practice, a universal entangler is ...
  • Ormerod, John; Wand, Matthew (American Statistical Association, 2010)
    Variational approximations facilitate approximate inference for the parameters in complex statistical models and provide fast, deterministic alternatives to Monte Carlo methods. However, much of the contemporary literature ...
  • Mititelu, Gabriel; Areepong, Y; Sukparungsee, S; Novikov, Alex (Chiang Mai University, 2010)
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  • Borovkov, Kostya; Novikov, Alex (Applied Probability Trust, 2005)
    We give explicit upper bounds for convergence rates when approximating both one- and two-sided general curvilinear boundary crossing probabilities for the Wiener process by similar probabilities for close boundaries of ...
  • Pearce, N.; Wand, Matthew (Institute of Mathematical Statistics, 2009)
    Two areas of research ? longitudinal data analysis and kernel machines ? have large, but mostly distinct, literatures. This article shows explicitly that both fields have much in common with each other. In particular, many ...
  • Molenberghs, G; Ryan, Louise (John Wiley & Sons Ltd, 1999)
    This paper focuses on the analysis of clustered multivariate binary data that arise from developmental toxicity studies. In these studies, pregnant mice are exposed to chemicals to assess possible adverse effects on ...
  • Chen, Dafang; Cho, Sung-Il; Chen, Changzhong; Wang, Xiaobin; Damokosh, Andrew; Ryan, Louise; Smith, Thomas; Christiani, David; Xu, Xiping (BMJ Publishing, 2000)
    Objectives-The association between birth weight and exposure to benzene, work stress, and other occupational and environmental hazards was investigated. Methods-in a large petrochemical industry, 792 pregnant workers ...
  • Celedon, Juan; Litonjua, Augusto; Ryan, Louise; Platts-Mills, T.; Weiss, Scott; Gold, Diane (Lancet Ltd, 2002)
    We looked for an association between early exposure to pets and asthma and wheezing in children whose mothers or fathers did or did not have a history of asthma. We followed up 448 children, who had at least one parent ...
  • Celedon, Jc; Milton, Dk; Ramsey, Cd; Litonjua, Aa; Ryan, Louise; Platts-Mills, Tae; Gold, Dr (Mosby-elsevier, 2007)
    Background: There has been no longitudinal study of the relation between concurrent exposure to dust mite allergen and endotoxin in early life and asthma and atopy at school age. Objectives: To examine the relation ...
  • Shi, Chenggen; Lu, Jie; Zhang, Guangquan; Zhou, Hong (Elsevier, 2006)
  • Walker, S. G; Choy, S. (Elsevier Science, 2006)
    In this paper, it is demonstrated that an extension to the exponential power family allows for robustness characteristics for the normal location parameter problem, previously thought to be restricted to the Student-t and ...
  • Shi, Chenggen; Lu, Jie; Zhang, Guangquan (Elsevier Science Inc, 2005)
    Kth-best approach is one of the three popular and workable approaches for linear bilevel programming. However, it could not well deal with a linear bilevel programming problem when the constraint functions at the Upper-level ...