Zhang, Junyi

Number of items: 9.
Public
  • Zhang, Junyi, Dassios, Angelos, Zhong, Chong, Yao, Qiufei (2025). Truncated inverse-Lévy measure representation of the beta process. Proceedings of Machine Learning Research, 258, 1720-1728. picture_as_pdf
  • Zhang, Junyi, Dassios, Angelos (2025). Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures. Bayesian Analysis, 20(3), 795 - 825. https://doi.org/10.1214/24-BA1421 picture_as_pdf
  • Zhang, Junyi, Dassios, Angelos (2023). Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models. Scandinavian Journal of Statistics, https://doi.org/10.1111/sjos.12688 picture_as_pdf
  • Dassios, Angelos, Zhang, Junyi (2023). Exact simulation of Poisson-Dirichlet distribution and generalised gamma process. Methodology and Computing in Applied Probability, 25(2). https://doi.org/10.1007/s11009-023-10040-3 picture_as_pdf
  • Zhang, Junyi, Dassios, Angelos (2023). Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models. Statistics and Computing, picture_as_pdf
  • Dassios, Angelos, Zhang, Junyi (2022). First hitting time of Brownian motion on simple graph with skew semiaxes. Methodology and Computing in Applied Probability, 24(3), 1805 - 1831. https://doi.org/10.1007/s11009-021-09884-4 picture_as_pdf
  • Zhang, Junyi (2021). Parisian times, Bessel processes and Poisson-Dirichlet random variables [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004291
  • Dassios, Angelos, Zhang, Junyi (2021). Exact simulation of two-parameter Poisson-Dirichlet random variables. Electronic Journal of Probability, 26(0). https://doi.org/10.1214/20-EJP573 picture_as_pdf
  • Dassios, Angelos, Zhang, Junyi (2020). Parisian time of reflected Brownian motion with drift on rays and its application in banking. Risks, 8(4). https://doi.org/10.3390/risks8040127 picture_as_pdf