408 citations · 515 across the 20 of their papers we have counts for
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Bayesian Modelling of Nonstationary Extreme Values Using a Nonparametric Hawkes Process
Gordon J. Ross, Dean Markwick
Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur an…
Sequential Bayesian Monitoring for Recoverable and Drifting Processes
Gordon J. Ross
In many Phase II statistical process control (SPC) problems, the main concern is not whether a monitored process has ever changed, but whether it is currently operating at an accep…
The Ancestor Hawkes Process with an Application to Group Chat Data
Gordon J Ross, Isabella Deutsch
The Hawkes process is used to model point process data where events occur in clusters and bursts. In a standard multivariate Hawkes process, every event that occurs in a dimension…
dirichletprocess: An R Package for Fitting Complex Bayesian Nonparametric Models
Gordon J. Ross, Dean Markwick, Priyanshu Tiwari
The dirichletprocess package provides software for creating flexible Dirichlet process objects. Users can perform nonparametric Bayesian analysis using Dirichlet processes without…