Lancelot Fitzgerald JAMES
在林壽

PhD in Statistics
The State University of New York at Buffalo, 1993

Chair Professor
Department of Information Systems, Business Statistics and Operations Management

Academic Director of MSc in Business Analytics

Associate Director of Center for Statistical Science

Research Interest


  • Bayesian analysis
  • Combinatorial stochastic processes
  • Financial econometrics

Publications



2022 1

Single-Block Recursive Poisson–Dirichlet Fragmentations of Normalized Generalized Gamma Processes

Mathematics, v. 10, (4), February 2022, article number 561
James, Lancelot Fitzgerald
Article
2021 1

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

Journal of Applied Probability, v. 58, (2), June 2021, p. 314-334
Ho, Man Wai; James, Lancelot Fitzgerald; Lau, John W.
Article
2019 1

A Bayesian model for sparse graphs with flexible degree distribution and overlapping community structure

Proceedings of Machine Learning Research, v. 89, 2019, p. 758-767
Lee, Juho; James, Lancelot Fitzgerald; Choi, Seungjin; Caron, Francois
Conference paper
2018 1

Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation

Journal of Business & Economic Statistics, v. 36, (1), January 2018, p. 75-87
James, Lancelot; Müller, Gernot; Zhang, Zhiyuan
Article
2017 3

Bayesian poisson calculus for latent feature modeling via generalized Indian buffet process priors

Annals of Statistics, v. 45, (5), October 2017, p. 2016-2045
James, Lancelot F.
Article

Bayesian inference on random simple graphs with power law degree distributions

Proceedings of International Conference on Machine Learning, v. 70, August 2017, article number PMLR 70:1995-2003
Lee, Juho; Heaukulani, Creighton; Ghahramani, Zoubin; James, Lancelot Fitzgerald; Choi, Seungjin
Conference paper

Bayesian Inference on Random Simple Graphs With Power Law Degree Distributions

Proceedings of the 34th International Conference on Machine Learning, v. 4, 2017, article number PMLR 70:2004-2013, p. 3153-3168
Lee, Juho; Heaukulani, Creighton K.; Ghahramani, Zoubin; James, Lancelot Fitzgerald; Choi, Seungjin
Conference paper
2016 2

Relatives of the Ewens Sampling Formula in Bayesian Nonparametrics

Statistical Science, v. 31, (1), February 2016, p. 30-33
Favaro, Stefano; James, Lancelot Fitzgerald
Article

Finite-dimensional BFRY Priors and Variational Bayesian Inference for Power Law Models

Advances in Neural Information Processing Systems, 2016, p. 3170-3178
Lee, Juho; James, Lancelot; Choi, Seungjin
Conference paper
2015 1

A Note on Nonparametric Inference for Species Variety With Gibbs-type Priors

Electronic Journal of Statistics, v. 9, (2), August 2015, p. 2884-2902
Favaro, Stefano; James, Lancelot
Article
2014 2

On simulation and properties of the stable law

Statistical Methods and Applications, v. 23, (3), 2014, p. 307-343
Devroye, Luc; James, Lancelot
Article

Rejoinder

Statistical Methods and Applications, v. 23, (3), 2014, p. 379-380
Devroye, Luc; James, Lancelot
Article
2013 1

Exact Simulation Pricing with Gamma Processes and Their Extensions

Journal of Computational Finance, v. 17, (2), December 2013, p. 3-39
James, Lancelot; Kim, Dohyun; Zhang, Zhiyuan
Article
2012 1

Bayesian analysis of multistate event history data: Beta-Dirichlet process prior

Biometrika, v. 99, (1), 2012, p. 127-140
Kim, Y.; James, Lancelot; Weissbach, R.
Article
2011 3

Quantile clocks

The Annals of applied probability, v. 21, (5), 2011, p. 1627-1662
James, Lancelot; Zhang, Zhiyuan
Article

The Double CFTP Method

ACM transactions on modeling and computer simulation, v. 21, (2), February 2011
Devroye, Luc; James, Lancelot
Article

The Sequence Memoizer

Communications of the ACM, v. 54, (2), February 2011, p. 91-98
Wood, Frank; Gasthaus, Jan; Archambeau, Cedric; James, Lancelot; Teh, Yee Whye
Article
2010 4

Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models

Bernoulli, v. 16, (3), 2010, AUG, p. 679-704
De Blasi, Pierpaolo; James, Lancelot F.; Lau, John W.
Article

Dirichlet mean identities and laws of a class of subordinators

Bernoulli, v. 16, (2), 2010, MAY, p. 361-388
James, Lancelot F.
Article

Lamperti-type laws

Annals of Applied Probability, v. 20, (4), 2010, p. 1303-1340
James, Lancelot
Article

On the posterior distribution of classes of random means

Bernoulli, v. 16, (1), 2010, FEB, p. 155-180
James, Lancelot; Lijoi, Antonio; Prunster, Igor
Article
2009 3

An alternative to the m out of n bootstrap

Journal of statistical planning and inference, v. 139, (3), 2009, MAR 1, p. 788-801
Ishwaran, Hemant; James, Lancelot; Zarepour, Mahmoud
Article

Posterior Analysis for Normalized Random Measures with Independent Increments

Scandinavian journal of statistics, v. 36, (1), 2009, MAR, p. 76-97
James, Lancelot; Lijoi, Antonio; Prünster, Igor
Article

A Stochastic Memoizer for Sequence Data

ACM International Conference Proceeding Series, v. 382, 2009, article number 141, p. 1129-1136
Wood, Frank; Archambeau, Cedric; Gasthaus, Jan; James, Lancelot; Teh, Yee Whye
Conference paper
2008 5

Discussion of Nested Dirichlet Process paper by Rodriguez, Dunson and Gelfand

Journal of the American Statistical Association, v. 483, 2008, p. 1131-1154
James, Lancelot
Article

Distributions of linear functionals of two parameter Poisson-Dirichlet random measures

ANNALS OF APPLIED PROBABILITY, v. 18, (2), 2008, APR, p. 521-551
James, Lancelot; Lijoi, Antonio; Prunster, Igor
Article

Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples

Probability Surveys, v. 5, (1), 2008, p. 346-415
James, Lancelot; Roynette, Bernard; Yor, Marc
Article

The Nested Dirichlet Process Comment

Journal of the American Statistical Association, v. 103, (483), September 2008, p. 1151-1153
James, Lancelot
Article

Large Sample Asymptotics for the Two Parameter Poisson Dirichlet Process

Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh / Edited by Bertrand Clarke, Subhashis Ghosal. Beachwood, Ohio: Institute of Mathematical Statistics, 2008, p. 187-199
James, Lancelot
Book chapter
2007 1

Spatial Neutral to the Right Species Sampling Mixture Models. Appears as an invited contribution

Advances in Statistical Modeling and Inference: Essays in Honor of Kjell A. Doksum / Edited by Vijay Nair. Singapore: World Scientific, 2007
James, Lancelot
Book chapter
2006 2

Conjugacy as a distinctive feature of the Dirichlet process

Scandinavian journal of statistics, v. 33, (1), 2006, MAR, p. 105-120
James, Lancelot; Lijoi, A.; Prunster, I.
Article

Poisson calculus for spatial neutral to the right processes

The Annals of Statistics, v. 34, (1), 2006, FEB, p. 416-440
James, Lancelot
Article
2005 3

Bayesian Poisson process partition calculus with an application to Bayesian Levy moving averages

The Annals of Statistics, v. 33, (4), 2005, AUG, p. 1771-1799
James, Lancelot
Article

Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and Beta-Gamma processes

The Annals of Statistics, v. 33, (2), 2005, APR, p. 647-660
James, Lancelot
Article

Random weighted bootstrap method for recurrent events with informative censoring

Lifetime data analysis, v. 11, (4), 2005, DEC, p. 489-509
Chiang, CT; James, Lancelot; Wang, MC
Article
2004 2

Computational methods for multiplicative intensity models using weighted gamma processes: Proportional hazards, marked point processes, and panel count data

Journal of the American Statistical Association, v. 99, (465), 2004, MAR, p. 175-190
Ishwaran, Hemant; James, Lancelot
Article

On Spatial Neutral to the Right Processes and Their Posterior Distributions

Mathematical Reliability: An Expository Perspective / Edited by Refik Soyer, Thomas A. Mazzuchi, Nozer D. Singpurwalla. Boston: Kluwer Academic Publishers, 2004
James, Lancelot; Doksum, Kjell A.
Book chapter
2003 4

A simple proof of the almost sure discreteness of a class of random measures

Statistics & probability letters, v. 65, (4), 2003, DEC 15, p. 363-368
James, Lancelot
Article

Bayesian calculus for gamma processes with applications to semiparametric intensity models

Sankhyā: The Indian Journal of Statistics, v.. 65, No. 1 (Feb., 2003), p. 179-206
James, Lancelot
Article

Generalized weighted Chinese restaurant processes for species sampling mixture models

Statistica Sinica, v. 13, (4), 2003, OCT, p. 1211-1235
Ishwaran, H.; James, Lancelot
Article

Some further developments for stick-breaking priors: finite and infinite clustering and classification

Sankhyā: The Indian Journal of Statistics, v. 65 no. 3 (Aug., 2003), p. 577-592
Ishwaran, Hemant; James, Lancelot
Article
2002 1

Approximate Dirichlet process computing in finite normal mixtures: Smoothing and prior information

Journal of computational and graphical statistics, v. 11, (3), 2002, SEP, p. 508-532
Ishwaran, H.; James, Lancelot
Article
2001 3

Bayesian model selection in finite mixtures by marginal density decompositions

Journal of the American Statistical Association, v. 96, 2001, p. 1316-1332
Ishwaran, H.; James, Lancelot; Sun, J.
Article

Consistent estimation of mixture complexity

Annals of Statistics, v. 29, 2001, p. 1281-1296
James, Lancelot; Priebe, C.E.; Marchette, D.J.
Article

Gibbs sampling methods for stick-breaking priors

Journal of the American Statistical Association, v. 96, no. 453 (March 2001) p. 161-173
Ishwaran, H.; James, Lancelot
Article
1997 1

A study of a class of weighted bootstraps for censored data

Annals of Statistics, v. 25, 1997, p. 1595-1621
James, Lancelot
Article
1996 1

Standard error and sample size determination for estimation of probabilities based on a test variable

Journal of Clinical Epidemiology, v. 49, 1996, p. 419-429
White, D.B.; James, Lancelot
Article
Article 1

Single-Block Recursive Poisson–Dirichlet Fragmentations of Normalized Generalized Gamma Processes

Mathematics, v. 10, (4), February 2022, article number 561
James, Lancelot Fitzgerald
Article 1

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

Journal of Applied Probability, v. 58, (2), June 2021, p. 314-334
Ho, Man Wai; James, Lancelot Fitzgerald; Lau, John W.
Conference paper 1

A Bayesian model for sparse graphs with flexible degree distribution and overlapping community structure

Proceedings of Machine Learning Research, v. 89, 2019, p. 758-767
Lee, Juho; James, Lancelot Fitzgerald; Choi, Seungjin; Caron, Francois
Article 1

Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation

Journal of Business & Economic Statistics, v. 36, (1), January 2018, p. 75-87
James, Lancelot; Müller, Gernot; Zhang, Zhiyuan
Article 1

Bayesian poisson calculus for latent feature modeling via generalized Indian buffet process priors

Annals of Statistics, v. 45, (5), October 2017, p. 2016-2045
James, Lancelot F.
Conference paper 2

Bayesian inference on random simple graphs with power law degree distributions

Proceedings of International Conference on Machine Learning, v. 70, August 2017, article number PMLR 70:1995-2003
Lee, Juho; Heaukulani, Creighton; Ghahramani, Zoubin; James, Lancelot Fitzgerald; Choi, Seungjin

Bayesian Inference on Random Simple Graphs With Power Law Degree Distributions

Proceedings of the 34th International Conference on Machine Learning, v. 4, 2017, article number PMLR 70:2004-2013, p. 3153-3168
Lee, Juho; Heaukulani, Creighton K.; Ghahramani, Zoubin; James, Lancelot Fitzgerald; Choi, Seungjin
Article 1

Relatives of the Ewens Sampling Formula in Bayesian Nonparametrics

Statistical Science, v. 31, (1), February 2016, p. 30-33
Favaro, Stefano; James, Lancelot Fitzgerald
Conference paper 1

Finite-dimensional BFRY Priors and Variational Bayesian Inference for Power Law Models

Advances in Neural Information Processing Systems, 2016, p. 3170-3178
Lee, Juho; James, Lancelot; Choi, Seungjin
Article 1

A Note on Nonparametric Inference for Species Variety With Gibbs-type Priors

Electronic Journal of Statistics, v. 9, (2), August 2015, p. 2884-2902
Favaro, Stefano; James, Lancelot
Article 2

On simulation and properties of the stable law

Statistical Methods and Applications, v. 23, (3), 2014, p. 307-343
Devroye, Luc; James, Lancelot

Rejoinder

Statistical Methods and Applications, v. 23, (3), 2014, p. 379-380
Devroye, Luc; James, Lancelot
Article 1

Exact Simulation Pricing with Gamma Processes and Their Extensions

Journal of Computational Finance, v. 17, (2), December 2013, p. 3-39
James, Lancelot; Kim, Dohyun; Zhang, Zhiyuan
Article 1

Bayesian analysis of multistate event history data: Beta-Dirichlet process prior

Biometrika, v. 99, (1), 2012, p. 127-140
Kim, Y.; James, Lancelot; Weissbach, R.
Article 3

Quantile clocks

The Annals of applied probability, v. 21, (5), 2011, p. 1627-1662
James, Lancelot; Zhang, Zhiyuan

The Double CFTP Method

ACM transactions on modeling and computer simulation, v. 21, (2), February 2011
Devroye, Luc; James, Lancelot

The Sequence Memoizer

Communications of the ACM, v. 54, (2), February 2011, p. 91-98
Wood, Frank; Gasthaus, Jan; Archambeau, Cedric; James, Lancelot; Teh, Yee Whye
Article 4

Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models

Bernoulli, v. 16, (3), 2010, AUG, p. 679-704
De Blasi, Pierpaolo; James, Lancelot F.; Lau, John W.

Dirichlet mean identities and laws of a class of subordinators

Bernoulli, v. 16, (2), 2010, MAY, p. 361-388
James, Lancelot F.

Lamperti-type laws

Annals of Applied Probability, v. 20, (4), 2010, p. 1303-1340
James, Lancelot

On the posterior distribution of classes of random means

Bernoulli, v. 16, (1), 2010, FEB, p. 155-180
James, Lancelot; Lijoi, Antonio; Prunster, Igor
Article 2

An alternative to the m out of n bootstrap

Journal of statistical planning and inference, v. 139, (3), 2009, MAR 1, p. 788-801
Ishwaran, Hemant; James, Lancelot; Zarepour, Mahmoud

Posterior Analysis for Normalized Random Measures with Independent Increments

Scandinavian journal of statistics, v. 36, (1), 2009, MAR, p. 76-97
James, Lancelot; Lijoi, Antonio; Prünster, Igor
Conference paper 1

A Stochastic Memoizer for Sequence Data

ACM International Conference Proceeding Series, v. 382, 2009, article number 141, p. 1129-1136
Wood, Frank; Archambeau, Cedric; Gasthaus, Jan; James, Lancelot; Teh, Yee Whye
Article 4

Discussion of Nested Dirichlet Process paper by Rodriguez, Dunson and Gelfand

Journal of the American Statistical Association, v. 483, 2008, p. 1131-1154
James, Lancelot

Distributions of linear functionals of two parameter Poisson-Dirichlet random measures

ANNALS OF APPLIED PROBABILITY, v. 18, (2), 2008, APR, p. 521-551
James, Lancelot; Lijoi, Antonio; Prunster, Igor

Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples

Probability Surveys, v. 5, (1), 2008, p. 346-415
James, Lancelot; Roynette, Bernard; Yor, Marc

The Nested Dirichlet Process Comment

Journal of the American Statistical Association, v. 103, (483), September 2008, p. 1151-1153
James, Lancelot
Book chapter 1

Large Sample Asymptotics for the Two Parameter Poisson Dirichlet Process

Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh / Edited by Bertrand Clarke, Subhashis Ghosal. Beachwood, Ohio: Institute of Mathematical Statistics, 2008, p. 187-199
James, Lancelot
Book chapter 1

Spatial Neutral to the Right Species Sampling Mixture Models. Appears as an invited contribution

Advances in Statistical Modeling and Inference: Essays in Honor of Kjell A. Doksum / Edited by Vijay Nair. Singapore: World Scientific, 2007
James, Lancelot
Article 2

Conjugacy as a distinctive feature of the Dirichlet process

Scandinavian journal of statistics, v. 33, (1), 2006, MAR, p. 105-120
James, Lancelot; Lijoi, A.; Prunster, I.

Poisson calculus for spatial neutral to the right processes

The Annals of Statistics, v. 34, (1), 2006, FEB, p. 416-440
James, Lancelot
Article 3

Bayesian Poisson process partition calculus with an application to Bayesian Levy moving averages

The Annals of Statistics, v. 33, (4), 2005, AUG, p. 1771-1799
James, Lancelot

Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and Beta-Gamma processes

The Annals of Statistics, v. 33, (2), 2005, APR, p. 647-660
James, Lancelot

Random weighted bootstrap method for recurrent events with informative censoring

Lifetime data analysis, v. 11, (4), 2005, DEC, p. 489-509
Chiang, CT; James, Lancelot; Wang, MC
Article 1

Computational methods for multiplicative intensity models using weighted gamma processes: Proportional hazards, marked point processes, and panel count data

Journal of the American Statistical Association, v. 99, (465), 2004, MAR, p. 175-190
Ishwaran, Hemant; James, Lancelot
Book chapter 1

On Spatial Neutral to the Right Processes and Their Posterior Distributions

Mathematical Reliability: An Expository Perspective / Edited by Refik Soyer, Thomas A. Mazzuchi, Nozer D. Singpurwalla. Boston: Kluwer Academic Publishers, 2004
James, Lancelot; Doksum, Kjell A.
Article 4

A simple proof of the almost sure discreteness of a class of random measures

Statistics & probability letters, v. 65, (4), 2003, DEC 15, p. 363-368
James, Lancelot

Bayesian calculus for gamma processes with applications to semiparametric intensity models

Sankhyā: The Indian Journal of Statistics, v.. 65, No. 1 (Feb., 2003), p. 179-206
James, Lancelot

Generalized weighted Chinese restaurant processes for species sampling mixture models

Statistica Sinica, v. 13, (4), 2003, OCT, p. 1211-1235
Ishwaran, H.; James, Lancelot

Some further developments for stick-breaking priors: finite and infinite clustering and classification

Sankhyā: The Indian Journal of Statistics, v. 65 no. 3 (Aug., 2003), p. 577-592
Ishwaran, Hemant; James, Lancelot
Article 1

Approximate Dirichlet process computing in finite normal mixtures: Smoothing and prior information

Journal of computational and graphical statistics, v. 11, (3), 2002, SEP, p. 508-532
Ishwaran, H.; James, Lancelot
Article 3

Bayesian model selection in finite mixtures by marginal density decompositions

Journal of the American Statistical Association, v. 96, 2001, p. 1316-1332
Ishwaran, H.; James, Lancelot; Sun, J.

Consistent estimation of mixture complexity

Annals of Statistics, v. 29, 2001, p. 1281-1296
James, Lancelot; Priebe, C.E.; Marchette, D.J.

Gibbs sampling methods for stick-breaking priors

Journal of the American Statistical Association, v. 96, no. 453 (March 2001) p. 161-173
Ishwaran, H.; James, Lancelot
Article 1

A study of a class of weighted bootstraps for censored data

Annals of Statistics, v. 25, 1997, p. 1595-1621
James, Lancelot
Article 1

Standard error and sample size determination for estimation of probabilities based on a test variable

Journal of Clinical Epidemiology, v. 49, 1996, p. 419-429
White, D.B.; James, Lancelot
2019 1

A Bayesian model for sparse graphs with flexible degree distribution and overlapping community structure

Proceedings of Machine Learning Research, v. 89, 2019, p. 758-767
Lee, Juho; James, Lancelot Fitzgerald; Choi, Seungjin; Caron, Francois
Conference paper
2018 1

Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation

Journal of Business & Economic Statistics, v. 36, (1), January 2018, p. 75-87
James, Lancelot; Müller, Gernot; Zhang, Zhiyuan
Article
2017 3

Bayesian poisson calculus for latent feature modeling via generalized Indian buffet process priors

Annals of Statistics, v. 45, (5), October 2017, p. 2016-2045
James, Lancelot F.
Article

Bayesian inference on random simple graphs with power law degree distributions

Proceedings of International Conference on Machine Learning, v. 70, August 2017, article number PMLR 70:1995-2003
Lee, Juho; Heaukulani, Creighton; Ghahramani, Zoubin; James, Lancelot Fitzgerald; Choi, Seungjin
Conference paper

Bayesian Inference on Random Simple Graphs With Power Law Degree Distributions

Proceedings of the 34th International Conference on Machine Learning, v. 4, 2017, article number PMLR 70:2004-2013, p. 3153-3168
Lee, Juho; Heaukulani, Creighton K.; Ghahramani, Zoubin; James, Lancelot Fitzgerald; Choi, Seungjin
Conference paper
2016 2

Relatives of the Ewens Sampling Formula in Bayesian Nonparametrics

Statistical Science, v. 31, (1), February 2016, p. 30-33
Favaro, Stefano; James, Lancelot Fitzgerald
Article

Finite-dimensional BFRY Priors and Variational Bayesian Inference for Power Law Models

Advances in Neural Information Processing Systems, 2016, p. 3170-3178
Lee, Juho; James, Lancelot; Choi, Seungjin
Conference paper
2015 1

A Note on Nonparametric Inference for Species Variety With Gibbs-type Priors

Electronic Journal of Statistics, v. 9, (2), August 2015, p. 2884-2902
Favaro, Stefano; James, Lancelot
Article
2014 2

On simulation and properties of the stable law

Statistical Methods and Applications, v. 23, (3), 2014, p. 307-343
Devroye, Luc; James, Lancelot
Article

Rejoinder

Statistical Methods and Applications, v. 23, (3), 2014, p. 379-380
Devroye, Luc; James, Lancelot
Article
2013 1

Exact Simulation Pricing with Gamma Processes and Their Extensions

Journal of Computational Finance, v. 17, (2), December 2013, p. 3-39
James, Lancelot; Kim, Dohyun; Zhang, Zhiyuan
Article
2012 1

Bayesian analysis of multistate event history data: Beta-Dirichlet process prior

Biometrika, v. 99, (1), 2012, p. 127-140
Kim, Y.; James, Lancelot; Weissbach, R.
Article
2011 3

Quantile clocks

The Annals of applied probability, v. 21, (5), 2011, p. 1627-1662
James, Lancelot; Zhang, Zhiyuan
Article

The Double CFTP Method

ACM transactions on modeling and computer simulation, v. 21, (2), February 2011
Devroye, Luc; James, Lancelot
Article

The Sequence Memoizer

Communications of the ACM, v. 54, (2), February 2011, p. 91-98
Wood, Frank; Gasthaus, Jan; Archambeau, Cedric; James, Lancelot; Teh, Yee Whye
Article
2010 4

Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models

Bernoulli, v. 16, (3), 2010, AUG, p. 679-704
De Blasi, Pierpaolo; James, Lancelot F.; Lau, John W.
Article

Dirichlet mean identities and laws of a class of subordinators

Bernoulli, v. 16, (2), 2010, MAY, p. 361-388
James, Lancelot F.
Article

Lamperti-type laws

Annals of Applied Probability, v. 20, (4), 2010, p. 1303-1340
James, Lancelot
Article

On the posterior distribution of classes of random means

Bernoulli, v. 16, (1), 2010, FEB, p. 155-180
James, Lancelot; Lijoi, Antonio; Prunster, Igor
Article
2009 3

An alternative to the m out of n bootstrap

Journal of statistical planning and inference, v. 139, (3), 2009, MAR 1, p. 788-801
Ishwaran, Hemant; James, Lancelot; Zarepour, Mahmoud
Article

Posterior Analysis for Normalized Random Measures with Independent Increments

Scandinavian journal of statistics, v. 36, (1), 2009, MAR, p. 76-97
James, Lancelot; Lijoi, Antonio; Prünster, Igor
Article

A Stochastic Memoizer for Sequence Data

ACM International Conference Proceeding Series, v. 382, 2009, article number 141, p. 1129-1136
Wood, Frank; Archambeau, Cedric; Gasthaus, Jan; James, Lancelot; Teh, Yee Whye
Conference paper
2008 5

Discussion of Nested Dirichlet Process paper by Rodriguez, Dunson and Gelfand

Journal of the American Statistical Association, v. 483, 2008, p. 1131-1154
James, Lancelot
Article

Distributions of linear functionals of two parameter Poisson-Dirichlet random measures

ANNALS OF APPLIED PROBABILITY, v. 18, (2), 2008, APR, p. 521-551
James, Lancelot; Lijoi, Antonio; Prunster, Igor
Article

Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples

Probability Surveys, v. 5, (1), 2008, p. 346-415
James, Lancelot; Roynette, Bernard; Yor, Marc
Article

The Nested Dirichlet Process Comment

Journal of the American Statistical Association, v. 103, (483), September 2008, p. 1151-1153
James, Lancelot
Article

Large Sample Asymptotics for the Two Parameter Poisson Dirichlet Process

Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh / Edited by Bertrand Clarke, Subhashis Ghosal. Beachwood, Ohio: Institute of Mathematical Statistics, 2008, p. 187-199
James, Lancelot
Book chapter
2007 1

Spatial Neutral to the Right Species Sampling Mixture Models. Appears as an invited contribution

Advances in Statistical Modeling and Inference: Essays in Honor of Kjell A. Doksum / Edited by Vijay Nair. Singapore: World Scientific, 2007
James, Lancelot
Book chapter
2006 2

Conjugacy as a distinctive feature of the Dirichlet process

Scandinavian journal of statistics, v. 33, (1), 2006, MAR, p. 105-120
James, Lancelot; Lijoi, A.; Prunster, I.
Article

Poisson calculus for spatial neutral to the right processes

The Annals of Statistics, v. 34, (1), 2006, FEB, p. 416-440
James, Lancelot
Article
2005 3

Bayesian Poisson process partition calculus with an application to Bayesian Levy moving averages

The Annals of Statistics, v. 33, (4), 2005, AUG, p. 1771-1799
James, Lancelot
Article

Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and Beta-Gamma processes

The Annals of Statistics, v. 33, (2), 2005, APR, p. 647-660
James, Lancelot
Article

Random weighted bootstrap method for recurrent events with informative censoring

Lifetime data analysis, v. 11, (4), 2005, DEC, p. 489-509
Chiang, CT; James, Lancelot; Wang, MC
Article
2004 2

Computational methods for multiplicative intensity models using weighted gamma processes: Proportional hazards, marked point processes, and panel count data

Journal of the American Statistical Association, v. 99, (465), 2004, MAR, p. 175-190
Ishwaran, Hemant; James, Lancelot
Article

On Spatial Neutral to the Right Processes and Their Posterior Distributions

Mathematical Reliability: An Expository Perspective / Edited by Refik Soyer, Thomas A. Mazzuchi, Nozer D. Singpurwalla. Boston: Kluwer Academic Publishers, 2004
James, Lancelot; Doksum, Kjell A.
Book chapter
2003 4

A simple proof of the almost sure discreteness of a class of random measures

Statistics & probability letters, v. 65, (4), 2003, DEC 15, p. 363-368
James, Lancelot
Article

Bayesian calculus for gamma processes with applications to semiparametric intensity models

Sankhyā: The Indian Journal of Statistics, v.. 65, No. 1 (Feb., 2003), p. 179-206
James, Lancelot
Article

Generalized weighted Chinese restaurant processes for species sampling mixture models

Statistica Sinica, v. 13, (4), 2003, OCT, p. 1211-1235
Ishwaran, H.; James, Lancelot
Article

Some further developments for stick-breaking priors: finite and infinite clustering and classification

Sankhyā: The Indian Journal of Statistics, v. 65 no. 3 (Aug., 2003), p. 577-592
Ishwaran, Hemant; James, Lancelot
Article
2002 1

Approximate Dirichlet process computing in finite normal mixtures: Smoothing and prior information

Journal of computational and graphical statistics, v. 11, (3), 2002, SEP, p. 508-532
Ishwaran, H.; James, Lancelot
Article
2001 3

Bayesian model selection in finite mixtures by marginal density decompositions

Journal of the American Statistical Association, v. 96, 2001, p. 1316-1332
Ishwaran, H.; James, Lancelot; Sun, J.
Article

Consistent estimation of mixture complexity

Annals of Statistics, v. 29, 2001, p. 1281-1296
James, Lancelot; Priebe, C.E.; Marchette, D.J.
Article

Gibbs sampling methods for stick-breaking priors

Journal of the American Statistical Association, v. 96, no. 453 (March 2001) p. 161-173
Ishwaran, H.; James, Lancelot
Article
1997 1

A study of a class of weighted bootstraps for censored data

Annals of Statistics, v. 25, 1997, p. 1595-1621
James, Lancelot
Article
1996 1

Standard error and sample size determination for estimation of probabilities based on a test variable

Journal of Clinical Epidemiology, v. 49, 1996, p. 419-429
White, D.B.; James, Lancelot
Article
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Teaching Assignment



ISOM2500 Business Statistics
ISOM5550 Statistical Methods for Business and Economics I
ISOM5540 Introduction to Probability
ISOM2500 Business Statistics
ISOM5550 Statistical Methods for Business and Economics I
No Teaching Assignments
No Teaching Assignments
No Teaching Assignments

Research Postgraduate (RPG) Supervision

From January 2022 to December 2025 (As of 05 April 2025)


Current RPGs

Doctor of Philosophy
  • PANDEY, Abhinav
    Operations Management


Graduated RPGs

Master of Philosophy
  • PANDEY, Abhinav
    Operations Management( Completed in 2022 )

Projects

From January 2023 to December 2025

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