Conference Papers

    [Click here for the PDF version of all the publications]


LAST UPDATED: 01/08/2012 -

Please see new address at UCL Department of Statistics.



Preprint



Statistical Methodology - MCMC, TDMCMC, SMC, Particle Filtering

  • I. Korostil, Peters G.W., D. Philp, M. Law, D. Regan. (2011) "Evaluation of the impact of vaccination using an efficient forward-simulation calibration methodology." EPIDEMICS3- 3rd International Conference on Infectious Disease Dynamics.
  • Adaptive Sequential Monte Carlo and Approximate Bayesian Compution for Alpha Stable models. (pdf) Gareth Peters, Scott Sisson and Yanan Fan. - MCMSki, Bormio Italy, 2008.

Statistical Finance and Risk Modelling

  • Dong A.,  Peters G.W. and Wuthrich M. (2011) “Adaptive MCMC for Non-Life Insurance Reserving via Paid Incurred Claims Models”. CFE2011, London School of Economics.
  • Veerhuis P.,  Peters G.W. and Gerlach R. (2011) “A Timely Analysis of Unconventional
    Monetary Policy via Dynamic Nelson Seigel Models”. CFE2011, London School of Economics.
  • Lasscock B., Peters G.W. and Balikrishnan K. (2011) ``Rank Estimation in Cointegrated Vector Auto-Regression Models via Automated Trans-Dimensional Markov chain Monte Carlo". CAMSAP-Special Session, [arXiv:0912.4729].
  • Peters G.W., Shevchenko P. and Wuethrich (2009) ``Dynamic Operational Risk: modelling dependence and combining different sources of information". 15th International Conference on Computing in Economics and Finance.
  • Peters G.W., Kannan B., Lasscock B. and Mellen C. (2009) ``Rank Estimation and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR Models". 15th International Conference on Computing in Economics and Finance.
  • Peters G.W., Shevchenko P. and Wuethrich M. (2008) ``Model Risk in Claims Reserving within Tweedie's Compound Poisson Models". Astin Colloquium, UK.

Signal Processing and Communications Engineering

  • Shihao Yan, Malaney Robert, Nevat I.,  Peters G.W. (2013) “An Information Theoretic Location Verification System for Wireless Networks”. Globecom, [arXiv:].
  • Gu W.,  Peters G.W, Clavier L., Septier F., Nevat I. (2012) “Receiver study for Cooperative Communications in convolved additive Alpha-Stable Interference plus Gaussian Thermal Noise”. International Symposium on Wireless Communication Systems, France, [arXiv:].
  • Nevat I.,  Peters G.W., Yuan J and Collings I. (2011) “System Identification
    in Wireless Relay Networks via Gaussian Process Iterated Conditioning on the
    Modes Estimation”. WCNC, [arXiv:].
  • Nevat I.,  Peters G.W. and Yuan J. (2011) “Blind Spectrum Sensing in Cognitive
    Radio over Fading Channels and Frequency Offsets”. WCNC, [arXiv:].
  • Nevat I., Peters G.W., Doucet A. and Yuan J. (2011)  ``Channel Tracking in Relay Systems via Particle MCMC". VCT, Sanfrancisco.
  • Nevat I., Han C., Peters G.W. and Yuan J. (2011) ``Spectrum Sensing in Cooperative Cognitive Networks with Partial CSI". ICASSP, Nice, France.
  • Nevat I., Peters G.W. and Yuan J. (2009) ``Coherent Detection or Cooperative Networks with Arbitrary Relay Functions using "Likelihood Free" Inference". Proc. NEWCOM-ACorn Workshop, Barcelona, Spain.
  • Nevat I., Peters G.W. and Yuan J. (2009) ``Coherent Detection or Cooperative Networks with Arbitrary Relay Functions using 'Likelihood Free' Inference". Proceedings of NEWCOM-ACorn Workshop, Barcelona, Spain.
  • Nevat I., Peters G.W. and Yuan J. (2009) ``Channel Estimation in OFDM Systems with Unknown Power Delay Profile using Trans-dimensional MCMC via Stochastic Approximation". in Proc. IEEE Vehicular Technology Conference, VTC09, Barcelona, Spain.
  • Nevat I., Peters G.W. and Yuan J. (2008) "Bayesian Inference in Linear Models With a Random Gaussian Matrix : Algorithms and Complexity". PIMRC, France.
  • Nevat I., Peters G.W. and Yuan J. (2008) ``Maximum A-Posteriori Estimation in Linear Models With a Random Gaussian Model Matrix: a Bayesian-EM Approach". ICASSP, Las Vegas, USA.
  • Nevat I., Peters G.W. and Yuan J. (2008) ``OFDM Channel Impulse Response Estimation with Unknown Length using Bayesian Model Order Selection and Model Averaging". VTC, Singapore.