Technical Reports 

• New Stochastic Approximation and Conditional Path Sampling Trans-dimensional MCMC for Channel Estimation in OFDM Systems with Unknown Power Delay Profile (pdf). Gareth Peters, Ido Nevat, Jinhong Yuan - 2008
  
• New Dynamic Operational Risk: modelling dependence and combining different sources of information (pdf). Gareth Peters, Pavel Shevchenko, Mario Wuthrich - 2008
  
• New Design Efficiency for "Likelihood Free" Sequential Monte Carlo Samplers (pdf). Gareth Peters, Yanan Fan, Scott Sisson - 2008
  
• New On Sequential Monte Carlo, Partial Rejection Control and Approximate Bayesian Computation (pdf). Gareth Peters, Yanan Fan, Scott Sisson - submitted 2008
• New A Low Complexity MAP Estimation in Linear Models with a Random Gaussian Mixing Matrix. Ido Nevat, Gareth Peters and J Yuan - submitted 2008
• New Automating and Evaluating Reversible Jump MCMC Proposal Distributions(pdf). Yanan Fan, Gareth Peters, Scott Sisson - submitted 2008
  
• Map Estimation in Linear Models with a Random Gaussian Model Matrix: Algorithms and Complexity, Ido Nevat, Gareth Peters and Jinhong Yuan 2008

• Model Risk in Claims Reserving within Tweedie's Compound Poisson Models(pdf). Gareth Peters, Pavel Shevchenko and Mario Wuethrich - submitted.10/11/2007   
  
• Detection of Gaussian Constellations in MIMO Systems Under Imperfect CSI(pdf), Ido Nevat, Gareth Peters and Jinhong Yuan - submitted 2007
• Maximum A-Posteriori Estimation in Linear Models with a Random Gaussian Model Matrix: A Bayesian-EM Approach (pdf), Ido Nevat, Gareth Peters and Jinhong Yuan 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 (pdf), Gareth Peters, Adam Johansen and Arnaud Doucet. UNSW Statistics Technical Report Series. 14/06/2007
• OFDM CIR Estimation with Unknown Length via Bayesian Model Averaging, Ido Nevat, Gareth Peters and Jinhong Yuan - submitted 2007

• Bayesian Inference, Monte Carlo Sampling and Operational Risk (word), Gareth Peters and Scott Sisson, UNSW Statistics Technical Report Series. submitted Journal of Operational Risk 27/10/2006
• Asymptotic and increasing propagation of chaos expansions for genealogical particle models ,Pierre Del Moral, Arnaud Doucet, Gareth Peters 
• Bias for Particle Filtering Methods, Pierre Del Moral, Arnaud Doucet, Gareth Peters 
• Sequential Monte Carlo Samplers  (M.Sc. Thesis Report) 
• Sequential Monte Carlo Samplers and various applications  (1st year Ph. D. report) 
• Sequential Monte Carlo Samplers, Pierre Del Moral, Arnaud Doucet, Gareth Peters CUED/F-INFENG/2004