James R. Thompson

ORCID: 0000-0002-1906-0471
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About
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Research Areas
  • Financial Markets and Investment Strategies
  • Complex Systems and Time Series Analysis
  • Statistical Methods and Inference
  • Financial Risk and Volatility Modeling
  • Stochastic processes and financial applications
  • Economic theories and models
  • Advanced Statistical Methods and Models
  • Simulation Techniques and Applications
  • Stock Market Forecasting Methods
  • Bayesian Methods and Mixture Models
  • Statistical Methods in Clinical Trials
  • Advanced Statistical Process Monitoring
  • Chaos control and synchronization
  • Monetary Policy and Economic Impact
  • Housing Market and Economics
  • Financial Literacy, Pension, Retirement Analysis
  • COVID-19 epidemiological studies
  • Statistical Methods and Bayesian Inference
  • Neural Networks and Applications
  • HIV/AIDS Impact and Responses
  • Control Systems and Identification
  • Hepatitis C virus research
  • Rheumatoid Arthritis Research and Therapies
  • Health Systems, Economic Evaluations, Quality of Life
  • Market Dynamics and Volatility

Mitre (United States)
2014-2023

University Hospitals of Leicester NHS Trust
2018

University of Leicester
2018

Rice University
2000-2017

RTI Health Solutions
2014

North Carolina State University
2012-2013

Research Triangle Park Foundation
2012

John Wiley & Sons (United States)
2003

Institute of Mathematical Statistics
1992

American Statistical Association
1992

Differentiation of Integrals Consistency Lower Bounds for Rates Convergence in L1 The Automatic Kernel Estimate: and Pointwise Estimates Related to the Estimate Histogram Simulation, Inequalities, Random Variate Generation Transformed Applications Discrimination Operations on Density Estimators Based Orthogonal Series Index.

10.2307/2289176 article EN Journal of the American Statistical Association 1987-03-01

A procedure for lowering the mean square error (MSE) of minimum variance unbiased linear estimator (MVULE) a population is considered. The technique employed shrinkage MVULE towards natural origin, μ0, in parameter space. suggested is: case where μ0 = 0 given special consideration. This general normal distribution. When |μ/σz| small, buys decreased MSE at expense increased large.

10.1080/01621459.1968.11009226 article EN Journal of the American Statistical Association 1968-03-01

10.2307/2283832 article EN Journal of the American Statistical Association 1968-03-01

10.1016/s0362-546x(97)90003-1 article EN Nonlinear Analysis 1977-01-01

Tne maximum likelihood estimate of a probability density function based on random sample does not exist in the nonparametric case. For this reason and others heuristic Bayesian considerations Good Gaskins suggested adding penalty term to likelihood. They proposed two terms; however they did establish existence or uniqueness their penalized estimates. also an alternate approach for calculating which avoids nonnegativity constraint estimate. In present work both Good's Gaskins' estimates are...

10.1214/aos/1176343288 article EN The Annals of Statistics 1975-11-01

Abstract Background We sought to identify features that distinguish osteoarthritis (OA) and rheumatoid arthritis (RA) hematoxylin eosin (H&E)-stained synovial tissue samples. Methods compared fourteen pathologist-scored histology computer vision-quantified cell density (147 OA 60 RA patients) in H&E-stained samples from total knee replacement (TKR) explants. A random forest model was trained using disease state (OA vs RA) as a classifier and/or inputs. Results Synovium patients had...

10.1186/s13075-023-03008-8 article EN cc-by Arthritis Research & Therapy 2023-03-02

An attempt is made to model the appearance times of metastases as a nonstationary Poisson process. Three algorithms are developed for this task. The first follows kernel approach used in probability density estimation by Parzen and Rosenblatt; second extends work Grenander on mortality measurements more general censoring scheme appropriate present application; third employs discrete maximum penalized likelihood approach. We obtain estimates using both stratification proportional hazards...

10.1214/aos/1176345584 article EN The Annals of Statistics 1981-09-01

A nonparametric probability density estimator is proposed that optimal with respect to a discretized form of continuous penalized-likelihood criterion functional. Approximation results relating the discrete estimate obtained by solving corresponding infinite-dimensional problem are presented. The shown be consistent. numerical implementation this outlined and examples displayed. simulation study compares integrated mean square error well-known kernel estimators. Asymptotic rates convergence...

10.1214/aos/1176345074 article EN The Annals of Statistics 1980-07-01

Methods are presented for estimating the growth curve of a tumor (up to an unknown scale factor time) from distribution volumes at detection on basis two assumptions: 1) existence common and 2) assumption that probability detecting in period time is proportional volume. These methods can accommodate variation between individuals speed traversal curve. The applied large series breast cancers. simplest, adequate description exponential with great individual-to-individual doubling time. data...

10.1093/jnci/72.1.31 article EN JNCI Journal of the National Cancer Institute 1984-01-01

The effects of several concentrations NO 2 , NaNO 3 and respectively, upon strain L, mouse liver cells, HeLa were studied a modified system designed to permit continuous exposure cells air pollutants is described. In NCTC medium 109 containing serum, tolerate up 4100 p.p.m. some may even 8600 Removal the serum lowers lethal concentration less than 100 If covered only by thin film BSS (balanced salt solution) medium, proved toxic within [Formula: see text] hour. If, however, was reduced 5 or...

10.1139/o61-131 article EN Canadian Journal of Biochemistry and Physiology 1961-08-01

A single-sample procedure is given for selecting the least probable event in a multinomial distribution. Given two numbers $(c, P^\ast)$, it required to determine smallest sample size which probability of correct selection at as large $P^\ast$ when (unknown) difference between and next cell probabilities greater than or equal $c$. table showing specified values $c$ $P^\ast$.

10.1214/aoms/1177690870 article EN The Annals of Mathematical Statistics 1972-12-01

Objective To explore the expected long-term health and economic outcomes of telaprevir (TVR) plus peginterferon alfa-2a ribavirin (PR), a regimen that demonstrated substantially increased sustained virologic response (SVR) compared with PR alone in adults chronic genotype 1 hepatitis C virus (HCV) compensated liver disease Phase III studies ADVANCE (treatment-naïve patients) REALIZE (relapsers, partial responders, null responders to previous treatment). Study Design A decision-analytic model...

10.1371/journal.pone.0090295 article EN cc-by PLoS ONE 2014-03-06

As a result of the COVID-worldwide pandemic, United States instituted various non-pharmaceutical interventions (NPIs) in an e ort to slow spread disease.Although necessary for public safety, these NPIs can also have deleterious ects on economy nation.State and federal leaders need tools that provide insight into which combination will greatest impact slowing disease at what point time it is reasonably safe start li ing restrictions everyday life.In present work, we outline modeling process...

10.18564/jasss.4585 article EN cc-by Journal of Artificial Societies and Social Simulation 2021-01-01

Objective We sought to develop computer vision methods quantify aggregates of cells in synovial tissue and compare these with clinical gene expression parameters. Methods assembled a pipeline five features encompassing cell density compared pathologist scores, disease classification, autoantibody status, RNA cohort 156 patients rheumatoid arthritis (RA) 149 osteoarthritis (OA). Results All were associated scores lymphocytic inflammation ( P < 0.0001). Three that related the per unit...

10.1002/art.42653 article EN cc-by-nc Arthritis & Rheumatology 2023-07-18

10.2307/2988070 article EN Journal of the Royal Statistical Society Series D (The Statistician) 1981-12-01

Abstract We apply exploratory data analysis to some of the basic models neoclassical computational finance. These include portfolio selection algorithm Markowitz, capital market line Sharpe, and option pricing model Black-Scholes-Merton. demonstrate that Markowitzian assumption positive correlation expected return volatility is not supported by data. The notion an index fund based on cap weighting optimal also shown be inconsistent with It noted Black-Scholes-Merton history. SIMUGRAM™,...

10.2753/pke0160-3477290101 article EN Journal of Post Keynesian Economics 2006-10-01

10.1007/bf02479227 article EN Annals of the Institute of Statistical Mathematics 1971-12-01
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