My general research interests are statistical methods for nonparametric and high dimensional settings. I also have an additional interest in Bayesian modeling of high-frequency time series data.
PUBLICATION AND PREPRINTS
- Estimation in linear errors-in-variables models with unknown error
distribution, L. Nghiem, M. Byrd, and C. Potgieter. Submitted. (arXiv link)
- Lagged Bayesian Online Changepoint Detection with Parameter Estimation, M. Byrd, L. Nghiem, and J. Cao. Submitted. (arXiv link)
- Simulation-Selection-Extrapolation: Estimation in High-Dimensional Errors-in-Variables Models, L. Nghiem and C. Potgieter, under revision for Biometrics. (arXiv link)
- Creating novel timbres from adjectives: An exploratory study using FM synthesis, Z. Wallmark, R. Frank, and L. Nghiem. Submitted.
- Phase Function Density Deconvolution with Heteroscedastic Measurement Error of Unknown Type, L. Nghiem and C. Potgieter, Statistics in Medicine, Volume 37, No. 25. pdf
- A Heuristic Method for Scheduling Band Concert Tours, L. Nghiem and T. Yunes, SIAM Journal of Undergraduate Research. Volume 9, 2016. pdf
WORK IN PROGRESS
- High-Dimensional Graphical Models with Measurement Errors, joint work with C. Potgieter
- A Bayesian Online Method for Detecting Structural Breaks, joint work with M. Byrd
- Time Series and Functional Data Modeling of Musical and Social Empathy, joint work with Z. Wallmark and B. Tabak