Office Hours for Spring 2014

Johnathan R. Stroud

Title:
Associate Professor
Faculty: Full-Time
Office:
551
Address: Rome Hall
801 22nd St NW
Washington, DC,
20052
Phone: 202-994-6889
Email:
stroud@gwu.edu

Areas of Expertise

Bayesian statistics, Monte Carlo methods, state space models, environmental and financial applications.

Proffesor of Statistics

Publications

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.