Lancelot F. JAMES Professor Email: lancelot@ust.hk PhD 1993 SUNY Buffalo, Statistics B.A. 1989 SUNY Buffalo, Statistics

• Professor of ISOM, HKUST, 2008-present
• Associate Professor of ISMT, HKUST, 2005-2008
• Visiting Scholar of ISMT, HKUST, 2001-2005
• Assistant Professor, Mathematical Sciences, Johns Hopkins University 1995-2002
• Visiting Scholar, Institut National Recherche Agronomique (INRA) and Centre Recherche Economique et Statistique (CREST), Paris, France 1994-1995
• Postdoctoral Fellow,  National Institute of Health (NIH) , Dept. Of Biostatistics, University of Rochester 1993-1994

SELECTED PUBLICATIONS

• "Quantile Clocks", Forthcoming Annals of Applied Probability. (with Z. Zhang)
• "Exact Simulation Pricing with Gamma Processes and Their Extensions", Forthcoming Journal of Computational Finance. (with D. Kim and Z. Zhang)
• "The Sequence Memoizer", Communications of the ACM (Research Highlights) 54 (2011), 91-98. (with F. Wood, C. Archambeau and Y.W. Teh).
• "The  Double CFTP Method", ACM Transactions on Modeling and Computer Simulation 21(2011) 10:1-10:20. (with L. Devroye).
• "Bayesian nonparametric estimation and consistency of Mixed Multinomial Logit choice models", Bernoulli 16(2010) 679-704. (with P. De Blasi and J.W. Lau).
• "Dirichlet Mean Identities and Laws of a Class of Subordinators", Bernoulli 16(2010) 361-388.
• "Lamperti-type Laws", Annals of Applied Probability. 20(2010), 1303-1340.
• "Distributions of functionals of the two parameter Poisson-Dirichlet process", Annals of Applied Probability. 18(2008), 521-551.(with A. Lijoi and I. Pruenster)
• "Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples", Probability Surveys 5 (2008). 346-415. (with B. Roynette and M. Yor).
• "Poisson calculus for spatial neutral to the right processes", Annals of Statistics  34(2006), 416-440
• "Bayesian Poisson process partition calculus with an application to Bayesian Levy moving averages", Annals of Statistics  33(2005), 1771-1799
• "Generalized weighted Chinese restaurant processes for species sampling mixture models", Statistica Sinica 13(2003). 1211-1235. (with H. Ishwaran)
• "Gibbs sampling methods for stick-breaking priors", Journal of the American Statistical Association. 96(2001), 1316-1332. (with H. Ishwaran)
• "Consistent estimation of mixture complexity", Annals of Statistics 29 (2001), 1281-1296. (with C.E. Priebe and D.J. Marchette)

PROFESSIONAL SERVICE AND HONORS

• Elected Fellow, Institute of Mathematical Statistics (IMS), 2008
• Elected Member, International Statistical Institute(ISI), 2006
• Invited Panel Memebr of the National Science Foundation(NSF) Program in Statistics(USA)  2008
• Chair, Institute of Mathematical Statistics Membership Committee 2006-2007
• Runner-up for The Franklin Prize for Teaching Excellence, HKUST Business School, 2002
• Associate Editor of Statistics and Probability Letters 2008-2010
• Invited Speaker Stochastics Meeting Lunteren 2007. Annual Meeting of Dutch Statisticians and Probabilists

HKUST UNIVERSITY SERVICES

• Convenor,  University Taskforce on Financial Engineering Spring 2009-Fall 2011
• Member, University Taskforce on Financial Engineering Fall 2011-present
• Chair, Hiring Committee for Statistics Group, Dept of ISOM 2008-2009; 2010-2011
• Member, Department Promotion and Tenure Committee Fall 2007-present
• Chair, Search and Appointments Committee (Statistics), Fall 2011-present
• Member of Taskforce on new building for the School of Business and Management Spring 2006-present
• Member, School Appointments and Substantiation Committee (SASC), Fall 2008-2010
• Member School of Business and Management Research Committee. Fall 2005-present