The Library
Browse by Warwick Author
Up a level |
Number of items: 64.
Kuntz, Juan, Crucinio, Francesca and Johansen, Adam M. (2024) Divide-and-conquer Sequential Monte Carlo : properties and limit theorems. Annals of Applied Probability, 34 (1B). pp. 1469-1523. doi:10.1214/23-AAP1996 ISSN 1050-5164.
Crucinio, Francesca and Johansen, Adam M. (2023) Properties of marginal sequential Monte Carlo. Statistics & Probability Letters, 203 . 109914. doi:10.1016/j.spl.2023.109914 ISSN 0167-7152.
Viani, Alessandro, Johansen, Adam M. and Sorrentino, Alberto (2023) Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-Blackwellized SMC samplers. Statistics and Computing, 33 (6). 126. doi:10.1007/s11222-023-10294-4 ISSN 1573-1375.
Brown, Suzie, Jenkins, Paul, Johansen, Adam M. and Koskela, Jere (2023) Weak convergence of non-neutral genealogies to Kingman's coalescent. Stochastic Processes and their Applications, 162 . pp. 76-105. doi:10.1016/j.spa.2023.04.016 ISSN 0304-4149.
Kuntz, Juan, Lim, J. N. and Johansen, Adam M. (2023) Particle algorithms for maximum likelihood training of latent variable models. In: 26th International Conference on Artificial Intelligence and Statistics (AISTATS), Valencia, Spain, 25-27 Apr 2023. Published in: Proceedings on 26th International Conference on Artificial Intelligence and Statistics, 206 pp. 5134-5180. ISSN 2640-3498.
Chan, R., Pollock, M., Johansen, Adam M. and Roberts, Gareth O. (2023) Divide-and-conquer fusion. Journal of Machine Learning Research, 24 (193). pp. 1-82. ISSN 1532-4435.
Crucinio, Francesca and Johansen, Adam M. (2023) A divide-and-conquer sequential Monte Carlo approach to high-dimensional filtering. Statistica Sinica . ISSN 1017-0405. (In Press)
Crucinio, Francesca, Doucet, Arnaud and Johansen, Adam M. (2023) A particle method for solving Fredholm equations of the first kind. Journal of the American Statistical Association, 118 . doi:10.1080/01621459.2021.1962328 ISSN 0162-1459.
Hodgson, James, Johansen, Adam M. and Pollock, Murray (2022) Unbiased simulation of rare events in continuous time. Methodology and Computing in Applied Probability, 24 . pp. 2123-2148. doi:10.1007/s11009-021-09886-2 ISSN 1387-5841.
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 ISSN 0960-3174.
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 ISSN 0960-3174.
Unosson, MΓ₯ns, Brancaccio, Marco, Hastings, Michael H., Johansen, Adam M. and FinkenstΓ€dt, BΓ€rbel (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 ISSN 1553-7358.
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 ISSN 0304-4149.
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 ISSN 1083-6489.
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 ISSN 1061-8600.
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 ISSN 1369-7412.
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 ISSN 0001-8678.
Koskela, Jere, Jenkins, Paul, Johansen, Adam M. and SpanΓ², 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 ISSN 0090-5364.
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.
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 ISSN 0022-4715.
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
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 ISSN 0020-3157.
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 ISSN 0162-1459.
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 ISSN 0021-9533.
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 ISSN 0960-3174.
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 ISSN 1935-7524.
Lindsten, F., Johansen, Adam M., Naesseth, B., Kirkpatrick, T., SchΓΆn, J., Aston, John A. D. and Bouchard-CΓ΄tΓ©, 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 ISSN 1061-8600.
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 ISSN 1061-8600.
Pollock, Murray, Johansen, Adam M. and Roberts, Gareth O. (2016) On the exact and Ξ΅-strong simulation of (jump) diffusions. Bernoulli, 22 (2). pp. 794-856. doi:10.3150/14-BEJ676 ISSN 1350-7265.
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 Ξ-convergence. SIAM Journal on Applied Mathematics, 75 (6). pp. 2444-2474. doi:10.1137/140974365 ISSN 0036-1399.
Barry, Nicolas P. E., Pitto-Barry, AnaΓ―s, Tran, Johanna, Spencer, Simon E. F., Johansen, Adam M., Sanchez, Ana M., Dove, Andrew P., OβReilly, 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 ISSN 0897-4756.
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
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 ISSN 0020-3157.
Finke, Axel, Johansen, Adam M. and SpanΓ², 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 ISSN 0020-3157.
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 ISSN 1935-7524.
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 ISSN 1932-6157.
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 ISSN 0266-4763.
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 ISSN 0143-9782.
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. doi:10.1136/thoraxjnl-2012-202678.081 ISSN 0040-6376.
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 ISSN 1537-2715.
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 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 TadiΔ, 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 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 (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
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. doi:10.1016/j.spl.2008.01.032 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. doi:10.1007/s11222-007-9037-8 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. (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. ISSN 1755-2710.
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 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. doi:10.1007/s11009-006-8552-y 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 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.
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 UltraPlexβ’ platform. Annals of the New York Academy of Sciences, Vol.1050 (No.1). pp. 286-294. doi:10.1196/annals.1313.030 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. doi:10.1116/1.1591748 ISSN 2166-2746.
This list was generated on Fri Mar 29 15:18:04 2024 GMT.