John Lau

Associate Professor, BSc MSc PhD Hong Kong

  • The University of Western Australia (M019), 35 Stirling Highway,

    6009 Perth


  • 285 Citations
  • 7 h-Index
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Personal profile


  • Bayesian statistics
  • Bayesian nonparametric statistics
  • Mixture modelling
  • Statistical clustering
  • Monte Carlo Markov chain
  • Infinite/finite mixture models
  • Finite mixture models
  • Statistical filtering
  • Random probability measures
  • Time–series analysis
  • Density estimation
  • Statistical computing
  • Statistical image analysis
  • Statistics
  • Statistics computing
  • Applied statistics
  • Classification
  • Computational statistics

Fingerprint Dive into the research topics where John Lau is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Gamma Process Mathematics
Jump-diffusion Model Mathematics
Esscher Transform Mathematics
Option Pricing Mathematics
Pricing Mathematics
Regime Switching Mathematics
Random Measure Mathematics
Markov Switching Mathematics

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Research Output 2006 2019

  • 285 Citations
  • 7 h-Index
  • 23 Article
  • 1 Chapter

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

Bertolacci, M., Cripps, E., Rosen, O., Lau, J. W. & Cripps, S., Jun 2019, In : Annals of Applied Statistics. 13, 2, p. 683-712 30 p.

Research output: Contribution to journalArticle

A hidden Markov regime-switching smooth transition model

Elliott, R. J., Siu, T. K. & Lau, J. W., 29 Jun 2018, In : Studies in Nonlinear Dynamics and Econometrics. 22, 4, 20160061.

Research output: Contribution to journalArticle

Markov Switching
Regime Switching
Transition Model
Nonlinear Time Series Model
1 Citation (Scopus)
147 Downloads (Pure)

Bayesian analysis of individual level personality dynamics

Cripps, E., Wood, R. E., Beckmann, N., Lau, J., Beckmann, J. F. & Cripps, S. A., 19 Jul 2016, In : Frontiers in Psychology. 7, p. 1-13 1065.

Research output: Contribution to journalArticle

Open Access
Bayes Theorem
20 Citations (Scopus)

Classifying machinery condition using oil samples and binary logistic regression

Phillips, J., Cripps, E., Lau, J. & Hodkiewicz, M., 2015, In : Mechanical Systems and Signal Processing. 60-61, 1, p. 316-325

Research output: Contribution to journalArticle

Support vector machines
Neural networks

Stick-Breaking Representation and Computation for Normalized Generalized Gamma Processes

Lau, J. & Cripps, E., 2015, In : Sankhya A. 77, p. 300-329

Research output: Contribution to journalArticle

Projects 2014 2014

Cyber security assessment and frequency enhancement of smart grid.

Wong, K., Iu, H. C., Huang, D., Lau, J., Dong, Z., Hill, D., Wen, F. & Gan, D.

University of Western Australia


Project: Research