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Employment (1)

University of Western Australia: Crawley, WA, AU

Employment
Source: Self-asserted source
John W Lau

Works (28)

Thinned completely random measures with applications in competing risks models

Bernoulli
2023 | Journal article
EID:

2-s2.0-85120372309

Part of ISSN: 13507265
Contributors: Lau, J.W.; Cripps, E.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Inverse Clustering of Gibbs Partitions via independent fragmentation and dual dependent coagulation operators

arXiv
2022 | Other
EID:

2-s2.0-85143075566

Part of ISSN: 23318422
Contributors: Ho, M.-W.; James, L.F.; Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Remaining useful life prediction: A multiple product partition approach

Communications in Statistics: Simulation and Computation
2022 | Journal article
EID:

2-s2.0-85085504931

Part of ISSN: 15324141 03610918
Contributors: Lau, J.W.; Cripps, E.; Cripps, S.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators

Journal of Applied Probability
2021 | Journal article
EID:

2-s2.0-85104196763

Part of ISSN: 00219002
Contributors: Ho, M.-W.; James, L.F.; Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Variational inference for multiplicative intensity models

Statistics and Probability Letters
2020 | Journal article
EID:

2-s2.0-85079409837

Part of ISSN: 01677152
Contributors: Lau, J.W.; Cripps, E.; Hui, W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Climate inference on daily rainfall across the Australian continent, 1876–2015

Annals of Applied Statistics
2019 | Journal article
EID:

2-s2.0-85068706152

Contributors: Bertolacci, M.; Cripps, E.; Rosen, O.R.I.; Lau, J.W.; Cripps, S.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

A hidden Markov regime-switching smooth transition model

Studies in Nonlinear Dynamics and Econometrics
2018 | Journal article
EID:

2-s2.0-85049500628

Contributors: Elliott, R.J.; Siu, T.K.; Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Bayesian analysis of individual level personality dynamics

Frontiers in Psychology
2016 | Journal article
EID:

2-s2.0-84982224089

Contributors: Cripps, E.; Wood, R.E.; Beckmann, N.; Lau, J.; Beckmann, J.F.; Cripps, S.A.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Classifying machinery condition using oil samples and binary logistic regression

Mechanical Systems and Signal Processing
2015 | Journal article
EID:

2-s2.0-84925940987

Contributors: Phillips, J.; Cripps, E.; Lau, J.W.; Hodkiewicz, M.R.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Stick-Breaking Representation and Computation for Normalized Generalized Gamma Processes

Sankhya A
2015 | Journal article
EID:

2-s2.0-85034607765

Contributors: Lau, J.W.; Cripps, E.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

A conjugate class of random probability measures based on tilting and with its posterior analysis

Bernoulli
2013 | Journal article
EID:

2-s2.0-84891918933

Contributors: Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Filtering a double threshold model with regime switching

IEEE Transactions on Automatic Control
2013 | Journal article
EID:

2-s2.0-84889636779

Contributors: Elliott, R.J.; Siu, T.K.; Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Bayesian non-parametric mixtures of GARCH(1,1) models

Journal of Probability and Statistics
2012 | Journal article
EID:

2-s2.0-84864957862

Contributors: Lau, J.W.; Cripps, E.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Viterbi-based estimation for Markov switching GARCH model

Applied Mathematical Finance
2012 | Journal article
EID:

2-s2.0-84868233620

Contributors: Elliott, R.J.; Lau, J.W.; Miao, H.; Siu, T.K.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

A Monte Carlo Markov chain algorithm for a class of mixture time series models

Statistics and Computing
2011 | Journal article
EID:

2-s2.0-78650310745

Contributors: Lau, J.W.; So, M.K.P.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models

Bernoulli
2010 | Journal article
EID:

2-s2.0-77957597999

Contributors: De Blasi, P.; James, L.F.; Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Bayesian mixture of autoregressive models

Computational Statistics and Data Analysis
2008 | Journal article
EID:

2-s2.0-49649096056

Contributors: Lau, J.W.; So, M.K.P.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Modelling long-term investment returns via Bayesian infinite mixture time series models

Scandinavian Actuarial Journal
2008 | Journal article
EID:

2-s2.0-70350331508

Contributors: Lau, J.W.; Siu, T.K.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

On option pricing under a completely random measure via a generalized Esscher transform

Insurance: Mathematics and Economics
2008 | Journal article
EID:

2-s2.0-47249083375

Contributors: Lau, J.W.; Siu, T.K.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Pricing currency options under two-factor Markov-modulated stochastic volatility models

Insurance: Mathematics and Economics
2008 | Journal article
EID:

2-s2.0-56549111181

Contributors: Siu, T.K.; Yang, H.; Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Pricing participating products under a generalized jump-diffusion model

Journal of Applied Mathematics and Stochastic Analysis
2008 | Journal article
EID:

2-s2.0-52649087366

Contributors: Siu, T.K.; Lau, J.W.; Yang, H.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Pricing risky debts under a Markov-modulated Merton model with completely random measures

Computational Economics
2008 | Journal article
EID:

2-s2.0-42049106463

Contributors: Lau, J.W.; Siu, T.K.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Bayesian model-based clustering procedures

Journal of Computational and Graphical Statistics
2007 | Journal article
EID:

2-s2.0-35348994521

Contributors: Lau, J.W.; Green, P.J.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Model-based clustering and weighted Chinese restaurant processes

Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum
2007 | Book chapter
EID:

2-s2.0-85115909188

Contributors: Lau, J.W.; Lo, A.Y.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

On valuing participating life insurance contracts with conditional heteroscedasticity

Asia-Pacific Financial Markets
2007 | Journal article
EID:

2-s2.0-41149088113

Contributors: Siu, T.K.; Lau, J.W.; Yang, H.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Pricing options under a generalized Markov-Modulated jump-diffusion model

Stochastic Analysis and Applications
2007 | Journal article
EID:

2-s2.0-34347324995

Contributors: Elliott, R.J.; Siu, T.K.; Chan, L.; Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring

Statistics and Probability Letters
2006 | Journal article
EID:

2-s2.0-33644683399

Contributors: Lau, J.W.
Source: Self-asserted source
John W Lau via Scopus - Elsevier

On Bayesian mixture credibility

ASTIN Bulletin
2006 | Journal article
EID:

2-s2.0-35348840445

Contributors: Lau, J.W.; Siu, T.K.; Yang, H.
Source: Self-asserted source
John W Lau via Scopus - Elsevier