2022

Thesingarajah, Denishrouf and Johansen, Adam M. (2022) The node-wise pseudo-marginal method : model selection with spatial dependence on latent graphs. Statistics and Computing, 32 . 43. doi:10.1007/s11222-022-10101-6

Kuntz, Juan, Crucinio, Francesca R. and Johansen, Adam M. (2022) Product-form estimators : exploiting independence to scale up Monte Carlo. Statistics and Computing, 32 (1). 12. doi:10.1007/s11222-021-10069-9

2021

Unosson, Måns, Brancaccio, Marco, Hastings, Michael H., Johansen, Adam M. and Finkenstädt, Bärbel (2021) A spatio-temporal model to reveal oscillator phenotypes in molecular clocks : parameter estimation elucidates circadian gene transcription dynamics in single-cells. PLoS Computational Biology, 17 (12). e1009698. doi:10.1371/journal.pcbi.1009698

Hodgson, James, Johansen, Adam M. and Pollock, Murray (2021) Unbiased simulation of rare events in continuous time. Methodology and Computing in Applied Probability . doi:10.1007/s11009-021-09886-2 (In Press)

Crucinio, Francesca, Doucet, Arnaud and Johansen, Adam M. (2021) A particle method for solving Fredholm equations of the first kind. Journal of the American Statistical Association . doi:10.1080/01621459.2021.1962328 (In Press)

Angeli, Letizia, Grosskinsky, Stefan and Johansen, Adam M. (2021) Limit theorems for cloning algorithms. Stochastic Processes and their Applications, 138 . pp. 117-152. doi:10.1016/j.spa.2021.04.007

Brown, Suzie, Jenkins, Paul, Johansen, Adam M. and Koskela, Jere (2021) Simple conditions for convergence of sequential Monte Carlo genealogies with applications. Electronic Journal of Probability, 26 . 1. doi:10.1214/20-EJP561

Rendell, Lewis J., Johansen, Adam M., Lee, Anthony and Whiteley, Nick (2021) Global consensus Monte Carlo. Journal of Computational and Graphical Statistics, 30 (2). pp. 249-259. doi:10.1080/10618600.2020.1811105

2020

Pollock, Murray, Fearnhead, Paul, Johansen, Adam M. and Roberts, Gareth O. (2020) Quasi-stationary Monte Carlo and the ScaLE Algorithm. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 82 (5). pp. 1167-1221. doi:10.1111/rssb.12365

Johansen, Adam M. (2020) Sequential Monte Carlo : particle filtering and beyond. In: Balakrishnan, N. and Colton, T. and Everitt, B. and Piegorsch, W. and Ruggeri , F. and Teugels, J. L., (eds.) Wiley StatsRef : Statistics Reference Online. Oxford: Wiley.

Finke, Axel, Doucet, Arnaud and Johansen, Adam M. (2020) Limit theorems for sequential MCMC methods. Advances in Applied Probability, 52 (2). pp. 377-403. doi:10.1017/apr.2020.9

Koskela, Jere, Jenkins, Paul, Johansen, Adam M. and Spanò, Dario (2020) Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. Annals of statistics, 48 (1). pp. 560-583. doi:10.1214/19-AOS1823

Boustati, Ayman, Akyildiz, Omar Deniz, Damoulas, Theodoros and Johansen, Adam M. (2020) Generalised Bayesian filtering via sequential Monte Carlo. In: 34th Conference on Neural Information Processing Systems (NeurIPS 2020), Virtual conference, 7-12 Dec 2020. Published in: Advances in Neural Information Processing Systems, 33 pp. 418-429.

2019

Angeli, Letizia, Grosskinsky, Stefan, Johansen, Adam M. and Pizzoferrato, Andrea (2019) Rare event simulation for stochastic dynamics in continuous time. Journal of Statistical Physics, 176 . pp. 1185-1210. doi:10.1007/s10955-019-02340-1

Johansen, Adam M. (2019) Particle filtering. In: Balakrishnan, N. and Colton, T. and Everitt, B. and Piegorsch, W. and Ruggeri, F. and Teugels, J. L., (eds.) Wiley StatsRef: Statistics Reference Online. Wiley. ISBN 9781118445112

2018

Thorpe, Matthew and Johansen, Adam M. (2018) Pointwise convergence in probability of general smoothing splines. Annals of the Institute of Statistical Mathematics, 70 (4). pp. 717-744. doi:10.1007/s10463-017-0609-x

2017

Guarniero, Pieralberto, Johansen, Adam M. and Lee, Anthony (2017) The iterated auxiliary particle filter. Journal of the American Statistical Association, 112 (520). pp. 1636-1647. doi:10.1080/01621459.2016.1222291

Nixon, Faye M., Honnor, Thomas R., Clarke, Nicholas I., Starling, Georgina, Beckett, Alison J., Johansen, Adam M., Brettschneider, Julia, Prior, Ian A. and Royle, Stephen J. (2017) Microtubule organization within mitotic spindles revealed by serial block face scanning electron microscopy and image analysis. Journal of Cell Science, 130 (10). pp. 1845-1855. doi:10.1242/jcs.203877

Everitt, R. G., Johansen, Adam M., Rowing, E. and Evdemon-Hogan, M. (2017) Bayesian model comparison with un-normalised likelihood. Statistics and Computing, 27 (2). pp. 403-422. doi:10.1007/s11222-016-9629-2

2016

Thorpe, Matthew and Johansen, Adam M. (2016) Convergence and rates for fixed-interval multiple-track smoothing using k-means type optimization. Electronic Journal of Statistics, 10 (2). pp. 3693-3722. doi:10.1214/16-EJS1209

Lindsten, F., Johansen, Adam M., Naesseth, B., Kirkpatrick, T., Schön, J., Aston, John A. D. and Bouchard-Côté, A. (2016) Divide-and-conquer with sequential Monte Carlo. Journal of Computational and Graphical Statistics, 26 (2). pp. 445-458. doi:10.1080/10618600.2016.1237363

Zhou, Yan , Johansen, Adam M. and Aston, John A. D. (2016) Towards automatic model comparison : an adaptive sequential Monte Carlo approach. Journal of Computational and Graphical Statistics, 25 (3). pp. 701-726. doi:10.1080/10618600.2015.1060885

Pollock, Murray, Johansen, Adam M. and Roberts, Gareth O. (2016) On the exact and ε-strong simulation of (jump) diffusions. Bernoulli, 22 (2). pp. 794-856. doi:10.3150/14-BEJ676

2015

Johansen, Adam M. (2015) On blocks, tempering and particle MCMC for systems identification. In: 17th IFAC Symposium on System Identification, Beijing, China, 19-21 Oct 2015. Published in: IFAC-PapersOnLine, 48 (28). pp. 969-974. doi:10.1016/j.ifacol.2015.12.256

Thorpe, Matthew, Theil, Florian, Johansen, Adam M. and Cade, Neil (2015) Convergence of the k-means minimization problem using Γ-convergence. SIAM Journal on Applied Mathematics, 75 (6). pp. 2444-2474. doi:10.1137/140974365

Barry, Nicolas P. E., Pitto-Barry, Anaïs, Tran, Johanna, Spencer, Simon E. F., Johansen, Adam M., Sanchez, Ana M., Dove, Andrew P., O’Reilly, Rachel K., Deeth, Robert J., Beanland, R. and Sadler, P. J. (2015) Osmium atoms and Os2 molecules move faster on selenium-doped compared to sulfur-doped boronic graphenic surfaces. Chemistry of Materials, 27 (14). pp. 5100-5105. doi:10.1021/acs.chemmater.5b01853

Aston, John A. D. and Johansen, Adam M. (2015) Bayesian inference on the brain. In: Upadhyay, Satyanshu K. and Singh, Umesh and Dey, Dipak K. and Loganathan, Appaia , (eds.) Current Trends in Bayesian Methodology with Applications. Boca Raton, FL : CRC Press. ISBN 9781482235111

2014

Nam, Christopher F. H., Aston, John A. D. and Johansen, Adam M. (2014) Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model. Annals of the Institute of Statistical Mathematics, Volume 66 (Number 3). pp. 553-575. doi:10.1007/s10463-014-0450-4

Finke, Axel, Johansen, Adam M. and Spanò, Dario (2014) Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers. Annals of the Institute of Statistical Mathematics, Volume 66 (Number 3). pp. 577-609. doi:10.1007/s10463-014-0455-z

2013

Rubio, Francisco J. and Johansen, Adam M. (2013) A simple approach to maximum intractable likelihood estimation. Electronic Journal of Statistics, Volume 7 . pp. 1632-1654. doi:10.1214/13-EJS819

Sorrentino, Alberto, Johansen, Adam M., Aston, John A. D., Nichols, Thomas E. and Kendall, W. S. (2013) Dynamic filtering of static dipoles in magnetoencephalography. Annals of Applied Statistics, Volume 7 (Number 2). pp. 955-988. doi:10.1214/12-AOAS611

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, Volume 40 (Number 5). pp. 993-1016. doi:10.1080/02664763.2013.772569

2012

Nam, Christopher F. H., Aston, John A. D. and Johansen, Adam M. (2012) Quantifying the uncertainty in change points. Journal of Time Series Analysis, Volume 33 (Number 5). pp. 807-823. doi:10.1111/j.1467-9892.2011.00777.x

Zhou, Yan , Johansen, Adam M. and Aston, John A. D. (2012) Bayesian model comparison via path-sampling sequential Monte Carlo. In: Statistical Signal Processing Workshop (SSP), 2012 IEEE, Ann Arbor, MI, 2012 ISBN 9781467301824. doi:10.1109/SSP.2012.6319672

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. ISSN 0040-6376. doi:10.1136/thoraxjnl-2012-202678.081

2011

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, pp. 52-81. ISBN 9780521196765

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, Volume 2011 (Number 19).

Whiteley, Nick, Johansen, Adam M. and Godsill, Simon J. (2011) Monte Carlo filtering of piecewise deterministic processes. Journal of Computational and Graphical Statistics, Vol.20 (No.1). pp. 119-139. doi:10.1198/jcgs.2009.08052

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. doi:10.1214/11-BA602

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

2010

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. doi:10.1016/j.amc.2010.03.138

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 (No.12).

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

2009

Johansen, Adam M. (2009) SMCTC : sequential Monte Carlo in C++. Journal of Statistical Software, Vol.30 (No.6). pp. 1-41.

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

2008

Johansen, Adam M. and Doucet, Arnaud (2008) A note on auxiliary particle filters. Statistics & Probability Letters, Vol.78 (No.12). pp. 1498-1504. doi:10.1016/j.spl.2008.01.032

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. doi:10.1007/s11222-007-9037-8

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.

2007

Whiteley, Nick, Johansen, Adam M. and Godsill, Simon J. (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. doi:10.1109/SSP.2007.4301224

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.

James, John R., White, S. S., Clarke, R. W., Johansen, Adam 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. doi:10.1073/pnas.0700411104

2006

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. doi:10.1007/s11009-006-8552-y

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 doi:10.1109/ICASSP.2006.1660735

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.

2005

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. doi:10.1196/annals.1313.030

2003

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. doi:10.1116/1.1591748