Browse by Theses by Department

Thesis [via Doctoral College]

Kramer-Bang, David (2023) Convex hulls of Lévy processes in space time. PhD thesis, University of Warwick.

Lin, Feng (2023) Simulation of the first-passage event of a subordinator and Monte Carlo methods for fractional partial differential equations. PhD thesis, University of Warwick.

Behary Paray, Urvashi (2023) Convexity corrections via a Markov-functional approach. PhD thesis, University of Warwick.

Shelley, Osian Dafydd (2023) Transaction tax in a general equilibrium model. PhD thesis, University of Warwick.

Li, Mengchu (2023) Contributions to robustness, local differential privacy and change point analysis. PhD thesis, University of Warwick.

Zeng, Li (2023) Mobile agents on simple networks : social distancing, gathering, dispersion and search games. PhD thesis, University of Warwick.

Hamilton, Ian Allister (2023) Pairwise relations in principle and in practice. PhD thesis, University of Warwick.

Stumpf-Fétizon, Timothée (2022) Exact Bayesian inference for diffusion-based models. PhD thesis, University of Warwick.

Jiang, Yuxi (2022) Some topics in exact simulation, with application to distributed analysis. PhD thesis, University of Warwick.

Chan, Ryan Sze-Yin (2022) Monte Carlo methods for combining sample approximations of distributions. PhD thesis, University of Warwick.

Liu, Ruiqi (2022) Some applications of optimal stopping and control in finance and economics. PhD thesis, University of Warwick.

Zhang, Yiyuan (2022) Modelling telemonitored physical activity based on hidden Markov modelling with application to analysing circadian rhythm in shift workers. PhD thesis, University of Warwick.

McKimm, Hector (2022) Monte Carlo methods based on novel classes of regeneration-enriched Markov processes. PhD thesis, University of Warwick.

Jerome, Joseph (2022) Optimal investment and consumption under infinite horizon Epstein–Zin stochastic differential utility. PhD thesis, University of Warwick.

Ali, Zeeshan (2022) Topics in compositional data analysis. PhD thesis, University of Warwick.

Lemercier, Maud (2022) Learning on sequential data with evolution equations. PhD thesis, University of Warwick.

Khan, Nazem (2022) Mean-ρ portfolio selection. PhD thesis, University of Warwick.

Hanson, Philip A. (2022) Small-time asymptotics of coalescent and Fleming-Viot processes. PhD thesis, University of Warwick.

Hodgson, James (2022) Exact and unbiased simulation of rare events. PhD thesis, University of Warwick.

Yu, Xuewen (2021) Causal analysis on chain event graphs for reliability engineering. PhD thesis, University of Warwick.

González Cázares, Jorge Ignacio (2021) Convex minorants and the simulation of the extrema of Lévy processes. PhD thesis, University of Warwick.

Stein, Stefan (2021) High-dimensional sparse random networks with covariates. PhD thesis, University of Warwick.

Knoblauch, Jeremias (2021) Optimization-centric generalizations of Bayesian inference. PhD thesis, University of Warwick.

Palma, Marco (2021) Functional data analysis approaches for 3-dimensional brain images. PhD thesis, University of Warwick.

Chen, Sida (2021) Bayesian inference for nonparametric hidden Markov models with applications to physiological data. PhD thesis, University of Warwick.

Carter, Jack Storror (2021) Partial correlation based penalty functions and prior distributions for Gaussian graphical models. PhD thesis, University of Warwick.

Ignatieva, Anastasia (2021) Population genetics models for viral data with recombination. PhD thesis, University of Warwick.

Thesingarajah, Denishrouf (2021) Node-wise pseudo-marginal methods for spatial model selection. PhD thesis, University of Warwick.

Aglietti, Virginia (2021) Structured inference and sequential decision-making with Gaussian processes. PhD thesis, University of Warwick.

Brown, Susanna Elizabeth (2021) Resampling and genealogies in sequential Monte Carlo algorithms. PhD thesis, University of Warwick.

Wilson-Nunn, Daniel (2021) Robust regression on clustered data and signature based online Arabic handwriting recognition. PhD thesis, University of Warwick.

Sun, Haodong (2021) Constrained optimal stopping games. PhD thesis, University of Warwick.

Crucinio, Francesca (2021) Some interacting particle methods with non-standard interactions. PhD thesis, University of Warwick.

Mramor, Veno (2021) Stochastic processes on curved spaces. PhD thesis, University of Warwick.

Vasdekis, Georgios (2021) On zig-zag extensions and related ergodicity properties. PhD thesis, University of Warwick.

Morina, Giulio (2021) Extending the Bernoulli Factory to a dice enterprise. PhD thesis, University of Warwick.

Tao, Lizhu (2020) Interaction estimations in high-dimensional statistical models. PhD thesis, University of Warwick.

Huang, Shuo (2020) Convergence analysis of monotone schemes for second-order non-linear parabolic PDEs and their applications in sublinear expectation. PhD thesis, University of Warwick.

Muscat, Jonathan (2020) Applications of optimal stopping in behavioural finance. PhD thesis, University of Warwick.

Hartley, David Stephen (2020) Bayesian hierarchical modelling for structured expert judgement. PhD thesis, University of Warwick.

Burro, Giovanni (2020) Estimation and statistical modelling of financial and economic decisions from trading and survey data. PhD thesis, University of Warwick.

Rendell, Lewis James (2020) Sequential Monte Carlo variance estimators and global consensus. PhD thesis, University of Warwick.

Unosson, Måns (2020) Spatio-temporal inference for circadian gene transcription in the mammalian SCN. PhD thesis, University of Warwick.

Selby, David Antony (2020) Statistical modelling of citation networks, research influence and journal prestige. PhD thesis, University of Warwick.

Narayanan, Santhosh (2020) Bayesian modelling of flexible marked point processes with applications to event sequences from association football. PhD thesis, University of Warwick.

Lo, Sherman Edea (2020) Characterisation of computed tomography noise in projection space with applications to additive manufacturing. PhD thesis, University of Warwick.

Wilkerson, Rachel Lynne (2020) Customising structure of graphical models. PhD thesis, University of Warwick.

Meagher, Joseph Patrick (2020) Bayesian ancestral reconstruction for bat echolocation. PhD thesis, University of Warwick.

Zeng, Matthew (2020) Optimal stopping and randomisation. PhD thesis, University of Warwick.

Hadj-Amar, Beniamino (2019) Bayesian analysis of nonstationary periodic time series. PhD thesis, University of Warwick.

Jewson, Jack E. (2019) Bayesian inference in the M-open world. PhD thesis, University of Warwick.

Cunningham, Nathan (2019) Particle Monte Carlo methods for the integrative cluster analysis of multiple genomic datasets. PhD thesis, University of Warwick.

Mider, Marcin (2019) Simulation of conditioned diffusions. PhD thesis, University of Warwick.

Cockayne, Jon (2019) Bayesian probabilistic numerical methods. PhD thesis, University of Warwick.

Norgilas, Dominykas (2019) Techniques and approaches for pricing American option. PhD thesis, University of Warwick.

Wright, Sophia K. (2019) Robustness in Bayesian networks. PhD thesis, University of Warwick.

Neal, Matthew (2019) Machine learning techniques for the early detection of cancer using volatile organic compounds. PhD thesis, University of Warwick.

Gómez, Karla Monterrubio (2019) Bayesian inference for multi-level non-stationary Gaussian processes. PhD thesis, University of Warwick.

Miloschewski, Anne (2019) Bayesian treatment of model uncertainty under endogeneity. PhD thesis, University of Warwick.

Avalos Pacheco, Alejandra (2018) Factor regression for dimensionality reduction and data integration techniques with applications to cancer data. PhD thesis, University of Warwick.

Perrone, Valerio (2018) Bayesian models for scalable machine learning. PhD thesis, University of Warwick.

Fúquene Patiño, Jairo A. (2018) Finite mixture modeling with non-local priors. PhD thesis, University of Warwick.

Kumar, Divakar (2018) On a quasi-stationary approach to bayesian computation, with application to tall data. PhD thesis, University of Warwick.

Briol, François-Xavier (2018) Statistical computation with kernels. PhD thesis, University of Warwick.

Maeda, Jun (2018) Modeling from a trader's perspective. PhD thesis, University of Warwick.

Zhao, Yang (2018) P-variation calculation and statistical inference for the discretely observed differential equation driven by fractional Brownian motion. PhD thesis, University of Warwick.

Bisi, Elia (2018) Random polymers via orthogonal Whittaker and symplectic Schur functions. PhD thesis, University of Warwick.

Armstrong, Sebastian Peter (2018) Coherent risk measures, reserving, and transaction costs. PhD thesis, University of Warwick.

Manikas, Theodoros (2018) Robust volatility estimation for multiscale diffusions with zero quadratic variation. PhD thesis, University of Warwick.

Chimisov, Cyril (2018) Adapting the Gibbs sampler. PhD thesis, University of Warwick.

Burgess, Matthew (2017) Measuring and modelling patterns of behaviour in datasets of individual investor trading records using flexible methods. PhD thesis, University of Warwick.

Tawn, Nicholas (2017) Towards optimality of the parallel tempering algorithm. PhD thesis, University of Warwick.

Guarniero, Pieralberto (2017) The iterated auxiliary particle filter and applications to state space models and diffusion processes. PhD thesis, University of Warwick.

Pak, Alexey (2017) Stochastic partial differential equations with coefficients depending on VaR. PhD thesis, University of Warwick.

Görgen, Christiane (2017) An algebraic characterisation of staged trees : their geometry and causal implications. PhD thesis, University of Warwick.

Honnor, Thomas R. (2017) Some spatial statistical techniques with applications to cellular imaging data. PhD thesis, University of Warwick.

Collazo, Rodrigo A. (2017) The dynamic chain event graph. PhD thesis, University of Warwick.

Gilbert, Matthew G. (2017) Group and societal decision making : an exploration of modelling paradigms applied to nuclear facility siting. PhD thesis, University of Warwick.

Zhao, Yufan (2017) On properties of the American put option under several models. PhD thesis, University of Warwick.

Tiberi, Simone (2016) Bayesian hierarchical stochastic inference on multiple, single cell, latent states from both longitudinal and stationary data. PhD thesis, University of Warwick.

Tse, Alex Sing-Lam (2016) Dynamic economic decision problems under behavioural preferences and market imperfections. PhD thesis, University of Warwick.

Ganjgahi, Habib (2016) Computationally efficient mixed effect model for genetic analysis of high dimensional neuroimaging data. PhD thesis, University of Warwick.

Touloupou, Panayiota (2016) Bayesian inference and model selection for partially observed stochastic epidemics. PhD thesis, University of Warwick.

Hernández-Hernández, Ma Elena (2016) On the probabilistic approach to the solution of generalized fractional differential equations of Caputo and Riemann-Liouville type. PhD thesis, University of Warwick.

Nteka, Ioanna (2016) Positive temperature dynamics on Gelfand-Tsetlin patterns restricted by wall. PhD thesis, University of Warwick.

Calderazzo, Silvia (2016) Stochastic modelling of transcriptional regulation with applications to circadian genes. PhD thesis, University of Warwick.

Sammut, Fiona (2016) Using generalized linear models to model compositional response data. PhD thesis, University of Warwick.

Guo, Chuan (2016) The stochastic volatility Markov-functional model. PhD thesis, University of Warwick.

Samartsidis, Pantelis (2016) Point process modelling of coordinate-based meta-analysis neuroimaging data. PhD thesis, University of Warwick.

Underhill, Nick (2016) Efficient and context-dependent Bayesian model selection. PhD thesis, University of Warwick.

Shiers, N. L. (2016) Gaussian latent tree model constraints for linguistics and other applications. PhD thesis, University of Warwick.

Lopez Kolkovska, Boryana Cristina (2016) Point process survival models for epilepsy data. PhD thesis, University of Warwick.

Ramírez, Dialid Santiago (2015) On the existence of a certain class of nonlinear stochastic processes. PhD thesis, University of Warwick.

Zanella, Giacomo (2015) Bayesian complementary clustering, MCMC and Anglo-Saxon placenames. PhD thesis, University of Warwick.

Pavlovic, Dragana M. (2015) Generalised stochastic blockmodels and their applications in the analysis of brain networks. PhD thesis, University of Warwick.

Gkatzionis, Apostolos (2015) Using quasi-densities to summarize and present the posterior distribution of parameter contrasts in statistical models. PhD thesis, University of Warwick.

Finke, Axel (2015) On extended state-space constructions for monte carlo methods. PhD thesis, University of Warwick.

Taylor, Katarzyna B. (2015) Exact algorithms for simulation of diffusions with discontinuous drift and robust Curvature Metropolis-adjusted Langevin algorithms. PhD thesis, University of Warwick.

Leonelli, Manuele (2015) Bayesian decision support in complex modular systems : an algebraic and graphical approach. PhD thesis, University of Warwick.

Širaj, Dejan (2015) Coupling and the policy improvement algorithm for controlled diffusion processess. PhD thesis, University of Warwick.

Hey, Kirsty L. (2015) The temporal and spatial analysis of single cell gene expression. PhD thesis, University of Warwick.

Ford, Ashley P. (2014) Epidemic models and MCMC inference. PhD thesis, University of Warwick.

Costa, Lilia (2014) Studying effective brain connectivity using multiregression dynamic models. PhD thesis, University of Warwick.

Vidmar, Matija (2014) Markov chain approximations to, and some fluctuation results for, Lévy processes. PhD thesis, University of Warwick.

Chen, Xu (Researcher in statistics) (2014) Accelerated estimation and inference for heritability of fMRI data. PhD thesis, University of Warwick.

Zhu, Yedi (2014) Invesment-consumption model with infinite transaction costs. PhD thesis, University of Warwick.

Deshpande , Amogh (2014) Topics in risk-sensitive stochastic control. PhD thesis, University of Warwick.

Feng, Han (2014) Variants of gambling in contests. PhD thesis, University of Warwick.

Zhou, Yan (2014) Bayesian model comparison via sequential Monte Carlo. PhD thesis, University of Warwick.

Monge, Adriana Ocejo (2014) Time-change and control of stochastic volatility. PhD thesis, University of Warwick.

Vallejos, Catalina A. (2014) Incorporating unobserved heterogeneity and multiple event types in survival models : a Bayesian approach. PhD thesis, University of Warwick.

Ogden, Helen E. (2014) Inference for generalised linear mixed models with sparse structure. PhD thesis, University of Warwick.

Barclay, Lorna M. (2014) Modelling and reasoning with chain event graphs in health studies. PhD thesis, University of Warwick.

Hadjipantelis, Pantelis-Zenon (2013) Functional data analysis in phonetics. PhD thesis, University of Warwick.

Lapinski, Tomasz Michal (2013) Limit theorems leading to Bose-Einstein, Maxwell-Boltzmann statistics and Zipf-Mandelbrot law. PhD thesis, University of Warwick.

Pollock, Murray (2013) Some Monte Carlo methods for jump diffusions. PhD thesis, University of Warwick.

Lee, Rui Xin (2013) The existence and characterisation of duality of Markov processes in the Euclidean space. PhD thesis, University of Warwick.

Rubio, Francisco J. (2013) Modelling of kurtosis and skewness : Bayesian inference and distribution theory. PhD thesis, University of Warwick.

Khan, M. H. R. (2013) Variable selection and estimation procedures for high-dimensional survival data. PhD thesis, University of Warwick.

Minas, Giorgos (2013) Multivariate global testing and adaptive designs. PhD thesis, University of Warwick.

Nam, Christopher F. H. (2013) The uncertainty of changepoints in time series. PhD thesis, University of Warwick.

Ogundimu, Emmanuel O. (2013) On sample selection models and skew distributions. PhD thesis, University of Warwick.

Thiéry, Alexandre H. (2013) Scaling analysis of MCMC algorithms. PhD thesis, University of Warwick.

Pham, Duy (2012) Markov-functional and stochastic volatility modelling. PhD thesis, University of Warwick.

Wolfgarten, Thomas (2012) Model based community detection with application to citation analysis. Other thesis, University of Warwick.

Carta, Alessandro (2012) Copula functions and application to multivariate stochastic frontier models. PhD thesis, University of Warwick.

Hill, Steven M. (Mark) (2012) Sparse graphical models for cancer signalling. PhD thesis, University of Warwick.

Klimmek, Martin (2012) On inverse problems in mathematical finance. PhD thesis, University of Warwick.

Liu, Jiaqi (Researcher in statistics) (2012) On the optimal stopping problem driven by spectrally negative Lévy processes. PhD thesis, University of Warwick.

Joshi, Miland (2011) Applications of generalized additive models. PhD thesis, University of Warwick.

Hill, Bryony J. (2011) An orientation field approach to modelling fibre-generated spatial point processes. PhD thesis, University of Warwick.

Akacha, Mouna (2011) Analysis of repeated measurements with missing data. PhD thesis, University of Warwick.

Grinberg, Nastasiya (2011) Some problems in stochastic analysis : Itô's formula for convex functions, interacting particle systems and Dyson's Brownian motion. PhD thesis, University of Warwick.

Rogers, Jennifer Kaye (2011) Statistical models for censored point processes with cure fractions. PhD thesis, University of Warwick.

Freeman, Guy (2010) Learning and predicting with chain event graphs. PhD thesis, University of Warwick.

Finch, Sam (2010) The random cluster model on the tree : Markov chains, random connections and boundary conditions. PhD thesis, University of Warwick.

Malley, Paul (2009) Sensitivity methods for publication bias in a meta-analysis. PhD thesis, University of Warwick.

Liverani, Silvia (2009) Bayesian clustering of curves and the search of the partition space. PhD thesis, University of Warwick.

Kolossiatis, Michalis (2009) Modelling via normalisation for parametric and nonparametric inference. PhD thesis, University of Warwick.

Kimani, Peter K. (2009) Dose selection in seamless phase II/III clinical trials based on efficacy and toxicity. PhD thesis, University of Warwick.

Komorowski, Michal (2009) Statistical methods for estimation of biochemical kinetic parameters. PhD thesis, University of Warwick.

Costa, Maria J. (Maria João) (2008) Penalized spline models and applications. PhD thesis, University of Warwick.

Thwaites, Peter (2008) Chain event graphs : theory and application. PhD thesis, University of Warwick.

Chirikhin, Andrey (2007) Polynomial distribution functions on bounded closed intervals. PhD thesis, University of Warwick.

Arthur, J. G. (2007) The development of 'for experts systems' as heuristic reasoning platforms in risk decision support: a consideration of tool design, technology transfer and compatability with Bayesian decision analysis. PhD thesis, University of Warwick.

Howitt, Christopher John (2007) Stochastic flows and sticky Brownian motion. PhD thesis, University of Warwick.

Boyd, Katherine (2007) Non-ignorable missing covariate data in parametric survival analysis. PhD thesis, University of Warwick.

Sheehan, Marcus (2006) Some aspects of tree-indexed processes. PhD thesis, University of Warwick.

Kallis, Constantinos (2005) Construction and assessment of risk models in medicine. PhD thesis, University of Warwick.

Voorduin, Raquel (2004) A non-parametric procedure to estimate a linear discriminant function with an application to credit scoring. PhD thesis, University of Warwick.

Shah, Sandeep R. (2004) Perfect simulation of conditional and weighted models. PhD thesis, University of Warwick.

Bond, Simon James (2004) Aspects of competing risks survival analysis. PhD thesis, University of Warwick.

Daneshkhah, Alireza (2004) Estimation in causal graphical models. PhD thesis, University of Warwick.

Cowling, Benjamin John (2003) Survival models for censored point processes. PhD thesis, University of Warwick.

Najdanovic, Zorana (2003) Conditioning a Markov chain upon the behaviour of an additive functional. PhD thesis, University of Warwick.

Triantafyllopoulos, K. (2002) On observational variance learning for multivariate Bayesian time series and related models. PhD thesis, University of Warwick.

Corbett, Philip (2001) Accuracy of logistic models and receiver operating characteristic curves. PhD thesis, University of Warwick.

Siannis, Fotios (2001) Sensitivity analysis for correlated survival models. PhD thesis, University of Warwick.

Hemming, Karla (2000) Parametric dynamic survival models. PhD thesis, University of Warwick.

Thönnes, Elke (1998) Perfect and imperfect simulations in stochastic geometry. PhD thesis, University of Warwick.

Riccomagno, Eva (1997) Algebraic geometry in experimental design and related fields. PhD thesis, University of Warwick.

Gongora-Aldaz, José Antonio (1997) On the addition of further treatments to Latin Square designs. PhD thesis, University of Warwick.

Gargoum, Ali S. (1997) Issues in the Bayesian forecasting of dispersal after a nuclear accident. PhD thesis, University of Warwick.

Heydari, Fariborz (1997) Theory and applications of delayed censoring models in survival analysis. PhD thesis, University of Warwick.

Faria, Alvaro Eduardo (1996) Graphical Bayesian models in multivariate expert judgements and conditional external Bayesianity. PhD thesis, University of Warwick.

Stride, Christopher B. (1995) Semi-parametric density estimation. PhD thesis, University of Warwick.

Allard, Crispin Toby John (1993) Influence diagrams : a new approach to modelling games. PhD thesis, University of Warwick.

Vasconcellos, Klaus Leite Pinto (1992) Aspects of forecasting aggregate and discrete data. PhD thesis, University of Warwick.

Veerapen, Parmaseeven Pillay (1991) Recurrence relationships and model monitoring for dynamic linear model. PhD thesis, University of Warwick.

Queen, Catriona M. (1991) Bayesian graphical forecasting models for business time series. PhD thesis, University of Warwick.

Barbosa, Emanuel Pimentel (1989) Dynamic Bayesian models for vector time series analysis & forecasting. PhD thesis, University of Warwick.

Young, Simon Christopher (1989) Bayesian models and repeated games. PhD thesis, University of Warwick.

Attwell, Duncan Noel (1989) Bayesian models for sequential bidding and related theoretical topics. PhD thesis, University of Warwick.

Roberts, Gareth O. (1988) Some boundary hitting problems for diffusion processes. PhD thesis, University of Warwick.

Gamerman, Dani (1987) Dynamic analysis of survival models and related processes. PhD thesis, University of Warwick.

Quintana, José Mario (1987) Multivariate Bayesian forecasting models. PhD thesis, University of Warwick.

Brus, Tomek (1985) Multimodality, uncertainty and aggregation. PhD thesis, University of Warwick.

Ameen, Jamal Rasul Mohammad (1984) Discount Bayesian models and forecasting. PhD thesis, University of Warwick.

Akram, Muhammad (1984) Generalised exponentially weighted regression and dynamic Bayesian forecasting models. PhD thesis, University of Warwick.

Migon, Helio dos Santos (1984) An approach to non-linear Bayesian forecasting problems with applications. PhD thesis, University of Warwick.

Pasha, Ghulam Rasul (1982) Estimation methods for regression models with unequal error variances. PhD thesis, University of Warwick.

Souza, Reinaldo Castro (1978) A Bayesian entropy approach to forecasting. PhD thesis, University of Warwick.

Smith, J. Q. (1977) Problems in Bayesian statistics relating to discontinuous phenomena, catastrophe theory and forecasting. PhD thesis, University of Warwick.