Concepedia

Jonathan Stroud

JS

16

Publications

1.6K

Citations

16

H-Index

2001

Active since

Affiliations

University of Chicago(Current)

University of Pennsylvania

George Washington University

Columbia University

Argonne National Laboratory

Jonathan Stroud is an author at University of Chicago specializing in engineering, statistics, and forecasting.

Top concepts

EngineeringStatisticsForecastingState EstimationEarth ScienceData AssimilationStatistical InferenceUncertainty QuantificationGeographyData Science

Publications per year

2001–2017

16

Publications

16

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability

Michael W. Brandt, Amit Goyal, Pedro Santa‐Clara et al. · Review of Financial Studies · 2005 · 351 citations · Full text

Understanding the Ensemble Kalman Filter

Jonathan Stroud, Christopher K. Wikle · The American Statistician · 2016 · 216 citations

State Estimation, Statistical Signal Processing, Engineering +14

Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices

Michael Johannes, Nicholas G. Polson, Jonathan Stroud · Review of Financial Studies · 2009 · 199 citations

A Spatiotemporal Model for Mexico City Ozone Levels

Gabriel Huerta, Bruno Sansó, Jonathan Stroud · Journal of the Royal Statistical Society Series C (Applied Statistics) · 2004 · 135 citations

Engineering, Spatiotemporal Model, Air Quality +19

Practical Filtering with Sequential Parameter Learning

Nicholas G. Polson, Jonathan Stroud, Peter Müller · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2008 · 117 citations

State Estimation, Sequential Importance Sampling, Parameter Identification +14

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