Jonathan R. Stroud

发表

Nonlinear Filtering of Stochastic Differential Equations with Jumps

Nicholas G. Polson, Michael Johannes, Jonathan R. Stroud, 2002 .

A Bayesian Adaptive Ensemble Kalman Filter for Sequential State and Parameter Estimation

Christopher K. Wikle, Matthias Katzfuss, Jonathan R. Stroud, 2016, 1611.03835.

Bayesian Forecasting of an Inhomogeneous Poisson Process With Applications to Call Center Data

Jonathan Weinberg, Jonathan R. Stroud, Lawrence D. Brown, 2007 .

Bayesian and Maximum Likelihood Estimation for Gaussian Processes on an Incomplete Lattice

Michael L. Stein, Jonathan R. Stroud, Shaun Lysen, 2014, 1402.4281.

Sequential Monte Carlo Smoothing with Parameter Estimation

Biao Yang, Gabriel Huerta, Jonathan R. Stroud, 2016, Bayesian Analysis.

Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models

Christopher K. Wikle, Matthias Katzfuss, Jonathan R. Stroud, 2017, Journal of the American Statistical Association.

Bayesian Modeling and Forecasting of 24-Hour High-Frequency Volatility

Jonathan R. Stroud, Michael S. Johannes, M. Johannes, 2012, 1211.2961.

Dynamic models for spatiotemporal data

Jonathan R. Stroud, Peter Müller, B. Sansó, 2001 .

Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices

Nicholas G. Polson, Jonathan R. Stroud, Michael S. Johannes, 2009 .

Nonlinear State-Space Models With State-Dependent Variances

Nicholas G. Polson, Jonathan R. Stroud, Peter Müller, 2003 .

Practical filtering with sequential parameter learning

Nicholas G. Polson, Jonathan R. Stroud, Peter Müller, 2008 .

Assimilation of satellite images into a sediment transport model of Lake Michigan

Jonathan R. Stroud, M. Stein, D. Beletsky, 2009 .

An Ensemble Kalman Filter and Smoother for Satellite Data Assimilation

Jonathan R. Stroud, M. Stein, D. Beletsky, 2010 .

Understanding the Ensemble Kalman Filter

Jonathan R. Stroud, C. Wikle, M. Katzfuss, 2016 .

Dynamic Models for Spatio-Temporal Data

Bruno Sansó, Jonathan R. Stroud, Peter Müller, 2007 .

A spatiotemporal model for Mexico City ozone levels

Gabriel Huerta, Bruno Sansó, Jonathan R. Stroud, 2004 .

Optimal sampling times in population pharmacokinetic studies

Peter Müller, Jonathan R. Stroud, Gary L. Rosner, 2001 .

Sequential State and Variance Estimation within the Ensemble Kalman Filter

Thomas Bengtsson, Jonathan R. Stroud, T. Bengtsson, 2007 .

Simulation-Based Methods for Optimal Sampling Times in Population PK / PD Studies

Jonathan R. Stroud, P. Müller, G. Rosner, 2007 .

Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the nancial crisis

Jonathan R. Stroud, Michael S. Johannes, M. Johannes, 2012 .

Sequential Parameter Estimation in Stochastic Volatility Models with Jumps

Nicholas G. Polson, Michael Johannes, Jonathan R. Stroud, 2006 .

Numerical modeling of mixed sediment resuspension, transport, and deposition during the March 1998 episodic events in southern Lake Michigan

David J. Schwab, Jonathan R. Stroud, Barry M. Lesht, 2007 .

Sequential Optimal Portfolio Performance: Market and Volatility Timing

Jonathan R. Stroud, Michael S. Johannes, Michael S. Johannes, 2002 .

Practical filtering with sequential parameter learning

Nicholas G. Polson, Jonathan R. Stroud, A. U.S., 2008 .

An event‐driven phytoplankton bloom in southern Lake Michigan observed by satellite

Jonathan R. Stroud, J. R. Stroud, B. Lesht, 2002 .

Time-series model to predict impact of H1N1 influenza on a children's hospital

Jonathan R. Stroud, M. Spaeder, X Song, 2011, Epidemiology and Infection.