Division of
Statistics + Scientific Computationhttp://ssc.utexas.edu

Submitted Papers and Tech Reports

An empirical test for Eurozone contagion using an asset-pricing model with heavy-tailed stochastic volatility” (with N.G. Polson). arXiv:1110.5789v1 [stat.AP] (2011).

Default Bayesian analysis for multi-way tables: a data-augmentation approach” (with N.G. Polson). arXiv:1109.4180v1 [stat.ME] (2011).

The Bayesian bridge” (with N.G. Polson). arXiv:1109.2279v1 [stat.ME] (2011).

Data augmentation for non-Gaussian regression models using variance-mean mixtures” (with N.G. Polson). arXiv:1103.5407v3 [stat.ME] (2011).

The partition problem: case studies in Bayesian screening for time-varying model structure” (with Z. Liu and J. Windle). arXiv:1111.0617v1 [stat.AP] (2011).

“Parameter expansion in local-shrinkage models.”  arXiv:1010.5265v1 [stat.CO] (2010).


yet to appear

A sparse factor-analytic probit model for Congressional voting patterns” (with P.R. Hahn and C.M. Carvalho).  Accepted by the Journal of the Royal Statistical Society (Series C: Applied Statistics).

“On the half-Cauchy prior for a global scale parameter” (with N.G. Polson). Accepted by Bayesian Analysis.  arXiv:1104.4937v2 [stat.ME]


“Local shrinkage rules, Lévy processes, and regularized regression” (with N.G. Polson).  Journal of the Royal Statistical Society (Series B: Statistical Methodology) 74(2): 287–311.

Benchmarking historical corporate performance.”  Computational Statistics and Data Analysis 56(6), 1795–1807 (2012).

“Good, great, or lucky?  Screening for firms with sustained superior performance using heavy-tailed priors” (with N.G. Polson). The Annals of Applied Statistics Vol. 6, No. 1, 161-185 (2012).


“Bayesian estimation of intensity surfaces on the sphere via needlet shrinkage and selection.”  Bayesian Analysis 6(2): 307–328 (2011).

“Shrink globally, act locally: sparse Bayesian regularization and prediction” (with N.G. Polson). Bayesian Statistics 9. Oxford University Press (2011).


“Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem” (with J.O. Berger). The Annals of Statistics 38.5: 2587-2619 (2010).

“The horseshoe estimator for sparse signals” (with C.M. Carvalho and N.G. Polson). Biometrika 97(2): 465-480 (2010).

“Bayesian computation and the linear model” (with M.J. Heaton).  In Frontiers of Statistical Decision Making and Bayesian Analysis. Edited by Ming-Hui Chen, Dipak Dey, Peter Mueller, Dongchu Sun, and Keying Ye. Springer (2010).

“Bayesian forecasting, futures markets, and risk modelling” (with J.M. Quintana, C.M. Carvalho, and T. Costigliola). Handbook of Applied Bayesian Analysis. Edited by Anthony O’Hagan and Mike West. Oxford University Press (2010).


“Nonparametric Bayesian multiple testing for longitudinal performance stratification.” The Annals of Applied Statistics 3.4: 1655-1674 (2009).

“Handling sparsity via the horseshoe” (with C.M. Carvalho and N.G. Polson). Journal of Machine Learning Research W&CP 5: 73–80 (2009).

“Objective Bayesian model selection in Gaussian graphical models” (with C.M. Carvalho). Biometrika 96(3): 497–512 (2009).

2008 and earlier

“Feature-inclusion stochastic search for Gaussian graphical models” (with C.M. Carvalho).  Journal of Computational and Graphical Statistics 17.4: 790–808 (2008).

“An exploration of aspects of Bayesian multiple testing” (with J.O. Berger).  Journal of Statistical Planning and Inference 136.7: 2144–62 (2006).

“Inverting color-magnitude diagrams to access precise star cluster parameters: a Bayesian approach.” (with T. von Hippel, W. Jefferys, N. Stein, D. Winget, S. DeGennaro, A. Dam, and E. Jeffery). The Astrophysical Journal 645.2: 1436–47 (2006).

“White dwarfs in open clusters: calibrating the clock” (with T. von Hippel, W. Jefferys, and D. Winget). 14th European Workshop on White Dwarfs, ASP Conference Series, Vol. 334. Edited by D. Koester and S. Moehler. San Francisco: Astronomical Society of the Pacific, 2005, p.77–80.

Other work

My Ph.D thesis was on Bayesian adjustment for multiplicity.

James G. Scott