Jim Griffin

Cited by

	All	Since 2016
Citations	3362	1683
h-index	29	21
i10-index	40	37

380

190

285

200620072008200920102011201220132014201520162017201820192020202121 55 90 95 157 205 204 252 289 259 310 290 320 327 362 73

Co-authors

Mark FJ SteelProfessor of Statistics, University of WarwickVerified email at stats.warwick.ac.uk
Demetris LamnisosAssociate Professor in Public Health Research and Medical Statistics, European University CyprusVerified email at euc.ac.cy
Roel OomenDeutsche BankVerified email at db.com
Zoubin GhahramaniProfessor, University of Cambridge, and Distinguished Researcher, GoogleVerified email at eng.cam.ac.uk
Richard S SavageUniversity of Warwick, UKVerified email at warwick.ac.uk
Michalis KolossiatisUniversity of Cyprus and Open University of CyprusVerified email at ouc.ac.cy
Paul DW KirkUniversity of CambridgeVerified email at mrc-bsu.cam.ac.uk
Chris HolmesVerified email at stats.ox.ac.uk
Fabrizio LeisenProfessor of Statistics - University of NottinghamVerified email at nottingham.ac.uk
David A. StephensProfessor, Department of Mathematics and Statistics, McGill UniversityVerified email at mcgill.ca
Eleni Ioanna DelatolaCentral Bank of IrelandVerified email at centralbank.ie
François CaronUniversity of OxfordVerified email at stats.ox.ac.uk
Richard A. GriffithsProfessor of Biological Conservation, University of KentVerified email at kent.ac.uk
Krzysztof LatuszynskiUniversity of Warwick, Department of StatisticsVerified email at warwick.ac.uk
Jaideep OberoiLecturer in Finance, University of KentVerified email at kent.ac.uk
Dimitrios BormpoudakisUniversity of KentVerified email at kent.ac.uk
Nathan CunninghamUniversity of WarwickVerified email at warwick.ac.uk
John M MaheuDeGroote School of Business, McMaster UniversityVerified email at mcmaster.ca
Eleni MatechouUniversity of KentVerified email at kent.ac.uk
Alison JohnstonCornell University, Cambridge UniversityVerified email at cornell.edu

Jim Griffin

University College London

Verified email at ucl.ac.uk

Statistics Econometrics Bayesian Statistics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Inference with normal-gamma prior distributions in regression problems JE Griffin, PJ Brown Bayesian analysis 5 (1), 171-188, 2010	423	2010
Order-based dependent Dirichlet processes JE Griffin, MFJ Steel Journal of the American statistical Association 101 (473), 179-194, 2006	388	2006
Slice sampling mixture models M Kalli, JE Griffin, SG Walker Statistics and computing 21 (1), 93-105, 2011	324	2011
BAYESIAN HYPER‐LASSOS WITH NON‐CONVEX PENALIZATION JE Griffin, PJ Brown Australian & New Zealand Journal of Statistics, 2011	225*	2011
Covariance measurement in the presence of non-synchronous trading and market microstructure noise JE Griffin, RCA Oomen Journal of Econometrics 160 (1), 58-68, 2011	178	2011
Bayesian stochastic frontier analysis using WinBUGS JE Griffin, MFJ Steel Journal of Productivity Analysis 27 (3), 163-176, 2007	173	2007
Bayesian correlated clustering to integrate multiple datasets P Kirk, JE Griffin, RS Savage, Z Ghahramani, DL Wild Bioinformatics 28 (24), 3290-3297, 2012	166	2012
Semiparametric Bayesian inference for stochastic frontier models JE Griffin, MFJ Steel Journal of econometrics 123 (1), 121-152, 2004	122	2004
Sampling returns for realized variance calculations: tick time or transaction time? JE Griffin, RCA Oomen Econometric Reviews 27 (1-3), 230-253, 2008	88	2008
Inference with non-Gaussian Ornstein–Uhlenbeck processes for stochastic volatility JE Griffin, MFJ Steel Journal of Econometrics 134 (2), 605-644, 2006	83	2006
Two-sample Bayesian nonparametric hypothesis testing CC Holmes, F Caron, JE Griffin, DA Stephens arXiv preprint arXiv:0910.5060, 2009	82	2009
Stick-breaking autoregressive processes JE Griffin, MFJ Steel Journal of econometrics 162 (2), 383-396, 2011	73*	2011
Posterior simulation of normalized random measure mixtures JE Griffin, SG Walker Journal of Computational and Graphical Statistics 20 (1), 241-259, 2011	70	2011
Discovering transcriptional modules by Bayesian data integration RS Savage, Z Ghahramani, JE Griffin, BJ De la Cruz, DL Wild Bioinformatics 26 (12), i158-i167, 2010	68	2010
Time-varying sparsity in dynamic regression models M Kalli, JE Griffin Journal of Econometrics 178 (2), 779-793, 2014	62	2014
Bayesian nonparametric modelling of the return distribution with stochastic volatility EI Delatola, JE Griffin Available at SSRN 1664423, 2010	52	2010
Comparing distributions by using dependent normalized random-measure mixtures JE Griffin, M Kolossiatis, MFJ Steel Journal of the Royal Statistical Society: SERIES B: Statistical Methodology …, 2013	44	2013
Bayesian nonparametric modelling with the Dirichlet process regression smoother JE Griffin, MFJ Steel Statistica Sinica, 1507-1527, 2010	44	2010
Flexible Bayesian sparsity modelling for high dimensional data with the Eigen-CNG prior JE Griffin, PJ Brown Bayesian Analysis 1 (1), 1-11, 2004	41*	2004
Hierarchical shrinkage priors for regression models J Griffin, P Brown Bayesian Analysis 12 (1), 135-159, 2017	39*	2017

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Upload PDF

Follow this author

Cited by

Co-authors