Exact simulation of two-parameter Poisson-Dirichlet random variables A Dassios, J Zhang Electronic Journal of Probability 26, 1-20, 2021 | 4 | 2021 |
Truncated Poisson–Dirichlet approximation for Dirichlet process hierarchical models J Zhang, A Dassios Statistics and Computing 33 (1), 30, 2023 | 2 | 2023 |
First hitting time of Brownian motion on simple graph with skew semiaxes A Dassios, J Zhang Methodology and Computing in Applied Probability, 1-27, 2022 | 2 | 2022 |
Parisian time of reflected Brownian motion with drift on rays and its application in banking A Dassios, J Zhang Risks 8 (4), 127, 2020 | 2 | 2020 |
Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models J Zhang, A Dassios Scandinavian Journal of Statistics 51 (2), 590-611, 2024 | | 2024 |
Posterior Sampling From Truncated Ferguson-Klass Representation of Normalised Completely Random Measure Mixtures J Zhang, A Dassios Bayesian Analysis 1 (1), 1-31, 2024 | | 2024 |
Exact simulation of Poisson-Dirichlet distribution and generalised gamma process A Dassios, J Zhang Methodology and Computing in Applied Probability 25 (2), 64, 2023 | | 2023 |
Parisian times, Bessel processes and Poisson-Dirichlet random variables J Zhang London School of Economics and Political Science, 2021 | | 2021 |