Refereed Publications
- Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models
Katzfuss, M., Stroud, J. R., and Wikle, C. K. (2020)
Journal of the American Statistical Association, 115, 866-885.
- Sequential Monte Carlo Smoothing with Parameter Estimation
Yang, B., Stroud, J. R., and Huerta, G. (2018)
Bayesian Analysis, 13, 1133-1157.
- A Bayesian Adaptive Ensemble Kalman Filter for Sequential State and Parameter Estimation
Stroud, J. R., Katzfuss, M., and Wikle, C. K. (2018)
Monthly Weather Review, 146, 373-386.
- Bayesian and Maximum Likelihood Estimation for Gaussian Processes on an Incomplete Lattice
Stroud, J. R., Stein, M. L., and Lysen, S. (2017).
Journal of Computational and Graphical Statistics, 26, 108-120.
- Understanding the Ensemble Kalman Filter
Katzfuss, M., Stroud, J. R., Wikle, C. K. (2016).
The American Statistican, 70, 350-357.
- Using Semi-Markov Processes to Study Timeliness and Tests Used in the Diagnostic Evaluation of Suspected Breast Cancer.
Hubbard, R. A., Lange, J. Zhang, Y., Salim, B. A., Stroud, J. R., and Inoue, L. Y. T (2016).
Statistics in Medicine, 35, 4980-4993.
- Bayesian Modeling and Forecasting of 24-Hour High-Frequency Volatility
Stroud, J. R. and Johannes, M. S. (2014).
Journal of the American Statistical Association, 109, 1368-1384.
- Time Series Model to Predict Impact of H1N1 Influenza on a Children's Hospital
Spaeder, M. C., Stroud, J. R. and Song, X. (2012).
Epidemiology and Infection, 15, 978-990.
- An Ensemble Kalman Filter and Smoother for Satellite Data Assimilation
Stroud, J. R., Stein, M. L., Lesht, B. M., Schwab, D. J. and Beletsky, D. (2010).
Journal of the American Statistical Association, 105, 978-990.
- Assimilation of Satellite Images into a Sediment
Transport Model of Lake Michigan
Stroud, J. R., Lesht, B. M., Schwab, D. J., Beletsky, D. and Stein, M. L. (2009).
Water Resources Research, 45, W02419.
- Optimal Filtering of Jump Diffusions: Extracting Latent
States from Asset Prices
Johannes, M. S., Polson, N. G. and Stroud, J. R. (2009).
Review of Financial Studies, 22, 2559-2599.
- Practical Filtering with Sequential Parameter Learning
Polson, N. G., Stroud, J. R. and Müller, P. (2008).
Journal of the Royal Statistical Society, Series B, 70, 413-428.
-
Sequential State and Variance Estimation within the Ensemble Kalman Filter
Stroud, J. R. and Bengtsson, T. (2007).
Monthly Weather Review, 135, 3194-3208.
- Numerical Modeling of Mixed Sediment
Resuspension, Transport, and Deposition
during the March 1998 Episodic
Events in Southern Lake Michigan
Lee, C., Schwab, D. J., Beletsky, D., Stroud, J. R. and Lesht, B. M. (2007).
Journal of Geophysical Research, 112, C02018.
- Bayesian Forecasting of an Inhomogeneous Poisson Process
with Applications to Call Center Data
Weinberg, J., Brown, L. D. and Stroud, J. R. (2007).
Journal of the American Statistical Association, 102, 1185-1199.
- A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictibility
Brandt, M. W., Goyal, A., Santa-Clara, P. and Stroud, J. R. (2005).
Review of Financial Studies, 18, 831-873.
- Practical Filtering for Stochastic Volatility Models
Stroud, J. R., Polson, N. G. and Müller, P. (2004).
State Space and Unobserved Components Models (Harvey et al., eds.),
Cambridge University Press, 236-247.
- A Spatio-Temporal Model for Mexico City
Ozone Levels
Huerta, G., Sansó, B. and Stroud, J. R. (2004).
Journal of the Royal Statistical Society, Series C, 53, 231-248.
- Nonlinear State-Space Models with State-Dependent Variances
Stroud, J. R., Müller, P. and Polson, N. G. (2003).
Journal of the American Statistical Association, 98, 377-386.
- Bayesian Inference for Derivative Prices
Polson, N. G. and Stroud, J. R. (2003).
Bayesian Statistics 7 (Bernardo et al., eds.),
Oxford University Press, 641-650.
- An Event-Driven Phytoplankton Bloom in
Southern Lake Michigan Observed by Satellite
Lesht, B. M., Stroud, J. R., McCormick, M. J., Fahnenstiel, G. L., Stein, M. L., Welty,
L. J. and Leshkevich, G. A. (2002).
Geophysical Research Letters, 29, 013533.
- Dynamic Models for Spatio-Temporal
Data
Stroud, J. R., Müller, P. and Sansó, B. (2001).
Journal of the Royal Statistical Society, Series B, 63, 673-689.
- Optimal Sampling Times for Population Pharmacokinetic Studies
Stroud, J. R., Müller, P. and Rosner, G. L. (2001).
Journal of the Royal Statistical Society, Series C, 50, 345-359.