The Library
Browse by Warwick Author
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Number of items: 26.
Zhou, Yan, Aston, John A. D. and Johansen, Adam M.. (2013) Bayesian model comparison for compartmental models with applications in positron emission tomography. Journal of Applied Statistics . ISSN 0266-4763 (In Press)
Nam, Christopher F. H., Aston, John A. D. and Johansen, Adam M.. (2012) Quantifying the uncertainty in change points. Journal of Time Series Analysis, Vol.33 (No.5). pp. 807-823. ISSN 0143-9782
Zhou, Yan, Johansen, Adam M. and Aston, J. A. D. (2012) Bayesian model comparison via path-sampling sequential Monte Carlo. In: Statistical Signal Processing Workshop (SSP), 2012 IEEE, Ann Arbor, MI, 2012
Johansen, Adam M., Whiteley, Nick and Doucet, Arnaud (2012) Exact approximation of Rao-Blackwellised particle filters. In: 16th IFAC Symposium on System Identification, SYSID 2012, Brussels, Belgium, 11-13 July 2012. Published in: System Identification, Vol.16 (No.1). pp. 488-493.
Nam, Christopher F. H., Aston, John A. D. and Johansen, Adam M. (2011) Quantifying the uncertainty in change points. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2011).
Whiteley, Nick, Johansen, Adam M. and Godsill, Simon J., 1965-. (2011) Monte Carlo filtering of piecewise deterministic processes. Journal of Computational and Graphical Statistics, Vol.20 (No.1). pp. 119-139. ISSN 1537-2715
Whiteley, Nick and Johansen, Adam M. (2011) Auxiliary particle filtering : recent developments. In: Barber, David and Cemgil, A. Taylan and Chiappa, Silvia , (eds.) Bayesian time series models. Cambridge: Cambridge University Press. ISBN 9780521196765
Didelot, Xavier, Everitt, Richard G., Johansen, Adam M. and Lawson, Daniel J.. (2011) Likelihood-free estimation of model evidence. Bayesian Analysis, Vol.6 (No.1). pp. 49-76. ISSN 1931-6690
Doucet, Arnaud and Johansen, Adam M. (2011) A tutorial on particle filtering and smoothing : fiteen years later. In: Crisan, Dan and Rozovskii, Boris , (eds.) The Oxford handbook of nonlinear filtering. Oxford handbooks in mathematics . Oxford ; N.Y. : Oxford University Press, pp. 656-705. ISBN 9780199532902
Doucet, Arnaud, Johansen, Adam M. and Tadić, Vladislav B.. (2010) On solving integral equations using Markov chain Monte Carlo methods. Applied Mathematics and Computation, Vol.216 (No.10). pp. 2869-2880. ISSN 0096-3003
Didelot, Xavier, Everitt, Richard G., Johansen, Adam M. and Lawson, Daniel J. (2010) Likelihood-free estimation of model evidence. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2010).
Johansen, Adam M. (2010) Markov chain Monte Carlo. In: Baker, Eva L. and Peterson, Penelope L. and McGraw, Barry, (eds.) International Encyclopedia of Education (Third Edition). Burlington : Elsevier Science, pp. 245-252. ISBN 9780080448947
Johansen, Adam M. (2010) Monte Carlo methods. In: Baker, Eva L. and Peterson , Penelope L. and McGraw, Barry, (eds.) International Encyclopedia of Education (Third Edition). Burlington : Elsevier Science, pp. 296-303. ISBN 9780080448947
Johansen, Adam M.. (2009) SMCTC : sequential Monte Carlo in C++. Journal of Statistical Software, Vol.30 (No.6). pp. 1-41. ISSN 1548-7660
Johansen, Adam M. (2009) Markov chains. In: Wah, Benjamin W., (ed.) Wiley encyclopedia of computer science and engineering. Hoboken, N.J.: Wiley, pp. 1800-1808. ISBN 9780470050156
Johansen, Adam M. and Doucet, Arnaud. (2008) A note on auxiliary particle filters. Statistics & Probability Letters, Vol.78 (No.12). pp. 1498-1504. ISSN 01677152
Johansen, Adam M., Doucet, Arnaud and Davy, Manuel. (2008) Particle methods for maximum likelihood estimation in latent variable models. Statistics and Computing, Vol.18 (No.1). pp. 47-57. ISSN 0960-3174
Johansen, Adam M. and Whiteley, Nick (2008) A modern perspective on auxiliary particle filters. In: Inference and Estimation in Probabilistic Time-Series Models , Isaac Newton Institute for Mathematical Sciences, Cambridge, UK , 18-20 Jun 2008. Published in: Proceedings of the Workshop Inference and Estimation in Probabilistic Time-Series Models pp. 28-36.
Whiteley, Nick, Johansen, Adam M. and Godsill, Simon J., 1965- (2007) Efficient Monte Carlo filtering for discretely observed jumping processes. In: Workshop on Statistical Signal Processing (14th), Madison, Wis., 2007 Aug. 26-29 pp. 89-93.
Peters, Gareth W., Johansen, Adam M. and Doucet, Arnaud. (2007) Simulation of the annual loss distribution in operational risk via Panjer recursions and Volterra integral equations for value-at-risk and expected shortfall estimation. Journal of Operational Risk, Vol.2 (No.3). pp. 29-58. ISSN 1755-2710
James, J. R., White, S. S., Clarke, R. W., Johansen, A. M., Dunne, P. D., Sleep, D. L., Fitzgerald, W. J., Davis, S. J. and Klenerman, D.. (2007) Single-molecule level analysis of the subunit composition of the T cell receptor on live T cells. Proceedings of the National Academy of Sciences, Vol.104 (No.45). pp. 17662-17667. ISSN 0027-8424
Johansen, Adam M., Singh, Sumeetpal S. (Sumeetpal Sidhu), Doucet, Arnaud and Vo, Ba-Ngu. (2006) Convergence of the SMC implementation of the PHD filter. Methodology and Computing in Applied Probability, Vol.8 (No.2). pp. 265-291. ISSN 1387-5841
Johansen, Adam M., Doucet, Arnaud and Davy, Manuel (2006) Maximum likelihood parameter estimation for latent variable models using sequential Monte Carlo. In: IEEE International Conference on Acoustics, Speech and Signal Processing, Toulouse , 2006 May 14-19
Johansen, Adam M., Moral, Pierre Del and Doucet, Arnaud (2006) Sequential Monte Carlo samplers for rare events. In: 6th International Workshop on Rare Event Simulation (RESIM 2006), Bamberg, Germany , 9-10 Oct 2006. Published in: Proceedings of the 6th International Workshop on Rare Event Simulation pp. 256-267.
Smith, Jodie, Onley, David, Garey, Caroline, Crowther, Stuart, Cahir, Nicholas, Johansen, Adam M., Painter, Sianie, Harradence, Grant, Davis, Ricardo and Swarbrick, Peter. (2005) Determination of ANA specificity using the UltraPlex™ platform. Annals of the New York Academy of Sciences, Vol.1050 (No.1). pp. 286-294. ISSN 0077-8923
Edgcombe, Christopher J. and Johansen, Adam M.. (2003) Current-voltage characteristics of nonplanar cold field emitters. Journal of Vacuum Science and Technology. Part B. Nanotechnology & Microelectronics, Vol.21 (No.4). pp. 1519-1523. ISSN 2166-2746
This list was generated on Sun May 19 05:52:31 2013 BST.

