Financial decision-making under distribution uncertainty / (2004)
Kacperczyk, Marcin., Damien, Paul., Shumway, Tyler.
Thesis (Ph. D.)--University of Michigan, 2004.
Bayesian Analysis of Survival Models with (2003)
Ph. D, Purushottam W. Laud, Paul Damien, Stephen G. Walker
This paper develops a non/semi-parametric Bayesian analysis of bathtub shaped hazard rates given different types of censored data. Computations are rendered straightforward based on a new stochastic...
Characterizations, stochastic equations, and the Gibbs sampler (1999)
We obtain characterizations of densities on the real line and provide solutions to stochastic equations using the Gibbs sampler. Particular stochastic equations considered are of the type X =d B(X+C)...
Gibbs sampling for Bayesian nonconjugate models using auxilliary variables (1997)
http://deepblue.lib.umich.edu/bitstream/2027.42/35537/2/b1908339.0001.001.pdf
A Bayesian bivariate failure time regression model (1996)
http://deepblue.lib.umich.edu/bitstream/2027.42/35535/2/b1892952.0001.001.pdf
A full Bayesian analysis of circular data using von Mises distribution (1996)
http://deepblue.lib.umich.edu/bitstream/2027.42/35536/2/b1892976.0001.001.pdf
Sampling nonstandard distributions via the Gibbs sampler (1996)
http://deepblue.lib.umich.edu/bitstream/2027.42/35538/2/b1892939.0001.001.pdf
Sampling probability densities via uniform random variables and a Gibbs sampler (1996)
http://deepblue.lib.umich.edu/bitstream/2027.42/35539/2/b1864178.0001.001.pdf
A Bayesian Bivariate Failure Time Regression Model (1994)
In this paper, we model bivariate failure time data under the assumption that the two random quantities corresponding to each of the failure times are dependent. We extend the analysis from a...
A Bayesian Bivariate Failure Time Regression Model (1994)
In this paper, we model bivariate failure time data under the assumption that the two random quantities corresponding to each of the failure times are dependent. We extend the analysis from a...
Typescript (Xerox copy).
Conjugacy class prior distributions on metric-based ranking models
A new class of prior distributions for metric-based models in the analysis of fully and partially ranked data is developed. This class is attractive because it provides a meaningful way to...
Computations via Auxiliary Random Functions for Survival Models
PURUSHOTTAM W. LAUD, PAUL DAMIEN, STEPHEN G. WALKER
A new simulation method, "auxiliary random functions" is introduced. When used within a Gibbs sampler, this method enables a unified treatment of exact, right-censored, left-censored, left-truncated...
Bayesian semiparametric analysis for a single item maintenance optimization
Damien, Paul, Galenko, Alexander, Popova, Elmira, Hanson, Timothy
Prior distributions on symmetric groups
coset spaces, permutation group, ranked data, terminal sets,