John Lau

Associate Professor, BSc MSc PhD Hong Kong

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

    6009 Perth


  • 301 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

  • 301 Citations
  • 7 h-Index
  • 24 Article
  • 1 Chapter
  • 1 Conference paper

Application of literature-based discovery in nonmedical disciplines: A survey

Hui, W. & Lau, W. K., 18 Oct 2019, ICCBD 2019 - 2019 the 2nd International Conference on Computing and Big Data, Workshop CSEA 2019: 2019 International Conference on Computer, Software Engineering and Applications. Association for Computing Machinery (ACM), p. 7-11 5 p. (ACM International Conference Proceeding Series).

Research output: Chapter in Book/Conference paperConference paper

A reporting guideline for IS survey research

Hui, W., Lui, S. M. & Lau, W. K., Nov 2019, In : Decision Support Systems. 126, 113136.

Research output: Contribution to journalArticle

Research Design
Research Personnel

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)
253 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

Projects 2014 2014

Cyber security assessment and frequency enhancement of smart grid.

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

University of Western Australia


Project: Research