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Faculty/Staff Directory

Publications

Thomas Kirschenmann, Elmira Popova, Paul Damien, and Tim Hanson. 2014. Decision Dependent Stochastic processes. European Journal of Operational Research 234(3), 731-742.
Marcin Kacperczyk, Paul Damien, and Stephen G. Walker. 2013. A New Class of Bayesian Semi-Parametric Models with Applications to Option Pricing. Quantitative Finance 13(6), 967-980.
Maria Walker, Stephen G. Walker, and Paul Damien. 2013. Modeling the Conditional Distribution of Daily Stock Index Returns: An Alternative Bayesian Semiparametric Model. Journal of Business and Economic Statistics 31(4), 371-383.
Tom S. Shively, Stephen G. Walker, and Paul Damien. 2011. Nonparametric function estimation subject to monotonicity, convexity and other shape constraints. Journal of Econometrics 161(2), 166-181.
Daniel Zantedeschi and Paul Damien. 2011. Predictive Macro-Finance With Dynamic Partition Models. Journal of the American Statistical Association 106(494), 427-439.
Tom S. Shively, Kara Kockelman, and Paul Damien. 2010. A Bayesian semi-parametric model to estimate relationships between crash counts and roadway characteristics. Transportation Research: Part B 44(5), 699-715.
Paul Damien and Kara Kockelman. 2010. Preface to special issue. Transportation Research: Part B 44(5), 631-632.
Jason Lemp, Kara Kockelman, and Paul Damien. 2010. The continuous cross-nested logit model: Formulation and application for departure time choice. Transportation Research: Part B 44(5), 646-661.
Ma, Jianming, Kockelman, Kara M., and Paul Damien. 2008. A Multivariate Poisson-Lognormal Regression Model for Prediction of Crash Counts by Severity, Using Bayesian Methods. Accident Analysis & Prevention 40, 964-975.
Paul Damien, Galenko, Alexander, Popova, Elmira, and Hanson, Timothy. 2007. Bayesian semiparametric analysis for a single item maintenance optimization. European Journal of Operational Research 182, 794-805.
Xiao, Ni, Zarnikau, Jay, and Paul Damien. 2007. Testing Functional Forms in Energy Modeling: An Application of the Bayesian Approach to U.S. Electricity Demand. Energy Economics 29, 158-166.
Paul Damien, Prakash Laud, and Stephen Walker. 2006. Computations via Auxiliary Random Functions for Survival Models. Journal of Computational and Graphical Statistics 33, 219-226.
Paul Damien and Jayanti Gupta. 2005. Prior Distributions on Symmetric Groups. Psychometrika 70, 169-177.
Walker, Stephen, Paul Damien, and Lenk, Peter. 2004. On Priors With a Kullback--Leibler Property. Journal of the American Statistical Association 99.
Zhaohu S. Qin, Paul Damien, and Stephen Walker. 2003. Scale Mixture Models with Applications to Bayesian Inference. AIP Conference Proceedings 690, 394-395.
Jayanti Gupta and Paul Damien. 2002. Conjugacy Class Prior Distributions on Metric-Based Ranking Models. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 64, 433-445.
Paul Damien and Stephen Walker. 2001. Bayesian Nonparametric Comparison of Two Treatments. Scandinavian Journal of Statistics 29, 51-56.
Paul Damien and Stephen Walker. 2001. Sampling Truncated Normal, Beta, and Gamma Densities. Journal of Computational and Graphical Statistics 10, 206-215.
Paul Damien and Stephen Walker. 2000. Representations of Levy Processes with non-Gaussian Components. Biometrika 87, 477-483.
Paul Damien and Stephen Walker. 1999. A Full Bayesian Analysis of Circular Data Using Von Mises Distribution. Canadian Journal of Statistics 27, 291-298.
Stephen Walker and Paul Damien. 1999. A Note on Ramaswamy, Chatterjee, and Cohen's Latent Joint Segmentation Models. Journal of Marketing Research 36, 113-114.
Stephen Walker, Paul Damien, PuruShottam Laud, and Adrian Smith. 1999. Bayesian Nonparametric Inference for Random Distributions and Related Functions. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 61, 485-527.
Stephen Walker and Paul Damien. 1999. Characterizations, Stochastic Equations, and the Gibbs Sampler. Journal of Applied Probability 36, 747-751.
Paul Damien. 1999. Drivers of Customer Satisfaction for Financial Services: Implications for Product Design and Delivery. Management Science 45, 1194-1209.
Paul Damien. 1999. Gibbs Sampling for Bayesian Non-conjugate Models Using Auxiliary Variables. Journal of the Royal Statistical Society 61, 331-344.
Paul Damien and Peter Mueller. 1998. A Bayesian Bivariate Failure Time Regression Model. Computational Statistics and Data Analysis 28, 77-85.
Stephen Walker and Paul Damien. 1998. A Full Bayesian Non-parametric Analysis Involving a Neutral to the Right Process. Scandinavian Journal of Statistics 25, 669-680.
Paul Damien, Prakash Laud, and Adrian Smith. 1998. Bayesian Nonparametric and Covariate Analysis of Failure Time Data. Practical Nonparametric Bayes, 213-225.
Paul Damien and Stephen Walker. 1998. Sampling Methods for Bayesian Nonparametric Inference Involving Stochastic Processes. Practical Nonparametric Bayes, 243-254.
Paul Damien, Prakash Laud, and Adrian Smith. 1997. Bayesian Estimation of Unimodal Distributions. Communications in Statistics 26, 429-440.
Paul Damien, Prakash Laud, and Adrian Smith. 1996. A Monte Carlo Method Approximating a Posterior Hazard Rate Process. Statistics and Computing 6, 77-84.
Paul Damien, Prakash Laud, and Adrian Smith. 1996. Implementation of Bayesian Nonparametric Inference Using Beta Processes. Scandinavian Journal of Statistics 23, 27-36.
Paul Damien, Prakash Laud, and Adrian Smith. 1995. Approximate Random Variate Generation from Infinitely Divisible Distributions with Applications to Bayesian Inference. Journal of the Royal Statistical Society 3, 1995.
Paul Damien, Prakash Laud, and Adrian Smith. 1993. Random Variate Generation from D-distributions. Statistics and Computing 3, 547-563.
Paul Damien, Prakash Laud, and Stephen Walker. 1992. Nonparametric Bayesian Modeling of Dose Response Curve Under Older Constraints. Biometrika 80, 489-498.

Teaching Awards

• Nominated2003

Page last updated: 7/29/2014