Ben Lasscock

Model Selection and Adaptive Markov Chain Monte Carlo for Bayesian Cointegrated VAR Model

Gareth W. Peters, Chris Mellen, Balakrishnan Kannan, 2009 .

Bayesian Cointegrated Vector Autoregression Models Incorporating α-Stable Noise for Inter-Day Price Movements Via Approximate Bayesian Computation

Chris Mellen, Balakrishnan Kannan, Ben Lasscock, 2010 .

Model Selection and Adaptive Markov Chain Monte Carlo for Bayesian Cointegrated VAR Model

Gareth W. Peters, Balakrishnan Kannan, Chris Mellen, 2010 .

Rank estimation in Cointegrated Vector Auto-Regression models via automated Trans-dimensional Markov chain Monte Carlo

Gareth W. Peters, Kannan Balakrishnan, Ben Lasscock, 2011, 2011 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP).

A Pre-Stack Seismic Inversion with L1 Constraints and Uncertainty Estimation Using the Expectation Maximization Algorithm

Ben Lasscock, Douglas S. Sassen, D. Sassen, 2015 .

Bayesian Cointegrated Vector Autoregression Models Incorporating α-Stable Noise for Inter-Day Price Movements Via Approximate Bayesian Computation

Chris Mellen, Gareth W. Peters, Ben Lasscock, 2010, 1008.0149.