John Lau

Associate Professor, BSc MSc PhD Hong Kong

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

    6009 Perth

    Australia

  • 285 Citations
  • 7 h-Index
20062019
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Personal profile

Keywords

  • 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
regime
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
File
Aptitude
Bayes Theorem
Personality
Individuality
Psychology
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

Machinery
Logistics
Support vector machines
Neural networks
Engines

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

1/01/1431/12/14

Project: Research