Stochastic Differential Equations as Jets We explain how Ito Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be…

Saddlepoint techniques for dependent data Saddlepoint techniques provide numerically accurate, higher-order, small sample approximations to the distribution of estimators and test statistics. While a rich theory is available for saddlepoint…

Compound Random Measures Compound Random Measures (CoRM's) have been recently introduced by Griffin and Leisen (2017) and represent a general and tractable class of vectors of Completely Random Measures.  This…

Modelling Preference Data with the Wallenius Distribution The Wallenius distribution is a generalisation of the Hypergeometric distribution where weights are assigned to balls of different colours. This naturally defines a…

Latent Branching Trees: Modelling and Bayesian Computation. In this talk a novel class of semi-parametric time series models will bepresented, for which we can specify in advance the marginal distributionof…

Estimating the mean response in a missing data model We study semiparametric Bayesian estimation of the mean response in a binary regression model with missing observations. We allow some dependence…

Non-Commutative Information Geometry   Information geometry is concerned with the study of statistical manifolds. These are differentiable manifolds consisting of probability distributions. In the param- eterized case their geometry is…

"Discovering Interactions Using Covariate Informed Random Partition Models"

"Posterior concentration for Bayesian regression trees and their ensembles"

"Robust inference for general projection structures by empirical Bayes and penalization methods"

"Optimal estimation of certain random quantities associated with Levy processes"