Items where Author is "Zhang, Junyi"

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Article

Exact simulation of Poisson-Dirichlet distribution and generalised gamma process. Dassios, Angelos and Zhang, Junyi picture_as_pdf

Exact simulation of two-parameter Poisson-Dirichlet random variables. Dassios, Angelos and Zhang, Junyi picture_as_pdf

First hitting time of Brownian motion on simple graph with skew semiaxes. Dassios, Angelos and Zhang, Junyi picture_as_pdf

Parisian time of reflected Brownian motion with drift on rays and its application in banking. Dassios, Angelos and Zhang, Junyi picture_as_pdf

Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures. Zhang, Junyi and Dassios, Angelos picture_as_pdf

Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models. Zhang, Junyi and Dassios, Angelos picture_as_pdf

Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models. Zhang, Junyi and Dassios, Angelos picture_as_pdf