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ORCIDMark F. J. Steel
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- affiliation: University of Warwick, Department of Statistics, UK
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Journal Articles
- 2018
[j9]Jim E. Griffin
, Maria Kalli, Mark F. J. Steel:
Discussion of "Nonparametric Bayesian Inference in Applications": Bayesian nonparametric methods in econometrics. Stat. Methods Appl. 27(2): 207-218 (2018)- 2014
- [j8]Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu:
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76: 1-3 (2014) - 2013
- [j7]M. Kolossiatis, Jim E. Griffin, M. F. J. Steel:
On Bayesian nonparametric modelling of two correlated distributions. Stat. Comput. 23(1): 1-15 (2013) - 2012
- [j6]Francisco J. Rubio, M. F. J. Steel:
On the Marshall-Olkin transformation as a skewing mechanism. Comput. Stat. Data Anal. 56(7): 2251-2257 (2012) - [j5]Alessandro Carta, Mark F. J. Steel:
Modelling multi-output stochastic frontiers using copulas. Comput. Stat. Data Anal. 56(11): 3757-3773 (2012) - [j4]Demetris Lamnisos, Jim E. Griffin, M. F. J. Steel:
Cross-validation prior choice in Bayesian probit regression with many covariates. Stat. Comput. 22(2): 359-373 (2012) - 2011
- [j3]M. Kolossiatis, Jim E. Griffin, M. F. J. Steel:
Modeling overdispersion with the normalized tempered stable distribution. Comput. Stat. Data Anal. 55(7): 2288-2301 (2011) - [j2]Francisco J. Rubio, M. F. J. Steel:
Inference for grouped data with a truncated skew-Laplace distribution. Comput. Stat. Data Anal. 55(12): 3218-3231 (2011) - 2010
- [j1]Jim E. Griffin, M. F. J. Steel:
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. Comput. Stat. Data Anal. 54(11): 2594-2608 (2010)
Conference and Workshop Papers
- 2021
- [c2]Ömer Deniz Akyildiz, Gerrit J. J. van den Burg, Theodoros Damoulas, Mark F. J. Steel:
Probabilistic Sequential Matrix Factorization. AISTATS 2021: 3484-3492 - 2020
- [c1]Kangrui Wang, Oliver Hamelijnck, Theodoros Damoulas, Mark F. J. Steel:
Non-separable Non-stationary random fields. ICML 2020: 9887-9897
Informal and Other Publications
- 2023
- [i2]Roberto Casarin, Antonio Peruzzi, Mark F. J. Steel:
Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model. CoRR abs/2306.07939 (2023) - 2019
- [i1]Ömer Deniz Akyildiz, Theodoros Damoulas, Mark F. J. Steel:
Probabilistic sequential matrix factorization. CoRR abs/1910.03906 (2019)
Coauthor Index
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