20022020

Research output per year

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Research Output

2002
2005

Sequential Monte Carlo Samplers

Peters, G., 1 Sep 2005, 200 p.

Research output: ThesisMaster's Thesis

Open Access
File
35 Downloads (Pure)
2006

Bayesian inference, Monte Carlo sampling and operational risk

Peters, G. W. & Sisson, S. A., Dec 2006, In : Journal of Operational Risk. 1, 3, p. 27-50

Research output: Contribution to journalArticle

2007

Quantifying Operational Risk

Peters, G. & Terauds, V., 1 Sep 2007, Australian Centre for Excellence in Risk Analysis. 50 p. (Low Probability Large Consequence Events, Australian Center for Excellence in Risk Analysis, Project no. 06/02)

Research output: Book/ReportCommissioned report

6 Citations (Scopus)

Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models

Del Moral, P., Doucet, A. & Peters, G. W., 2007, In : Theory of Probability and its Applications. 51, 3, p. 459-485 27 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)
2008

Bayesian inference in linear models with a random Gaussian matrix : Algorithms and complexity

Nevat, I., Peters, G. W. & Yuan, J., Sep 2008, Personal, Indoor and Mobile Radio Communications, 2008. PIMRC 2008. IEEE 19th International Symposium on. IEEE, p. 1-6

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Maximum a-posteriori estimation in linear models with a random Gaussian model matrix: A Bayesian-EM approach

Nevat, I., Peters, G. W. & Yuan, J., 12 May 2008, 2008 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, p. 2889-2892 4 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

OFDM CIR Estimation with Unknown Length via Bayesian Model Selection and Averaging

Nevat, I., Peters, G. W. & Yuan, J., 20 May 2008, VTC Spring 2008. IEEE, p. 1413-1417 5 p. (IEEE Vehicular Technology Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)
2009
Open Access
File
27 Downloads (Pure)

Automating and evaluating reversible jump MCMC proposal distributions

Fan, Y., Peters, G. W. & Sisson, S. A., Dec 2009, In : Statistics and Computing. 19, 4, p. 409-421

Research output: Contribution to journalArticle

12 Citations (Scopus)

Channel Estimation in OFDM Systems With Unknown Power Delay Profile Using Transdimensional MCMC

Peters, G. W., Nevat, I. & Jinhong Yuan, Sep 2009, In : IEEE Transactions on Signal Processing. 57, 9, p. 3545-3561

Research output: Contribution to journalArticle

4 Citations (Scopus)

Channel Estimation in OFDM Systems with Unknown Power Delay Profile using Trans-Dimensional MCMC via Stochastic Approximation

Nevat, I., Peters, G. W. & Yuan, J., Apr 2009, VTC Spring 2009. IEEE 69th Vehicular Technology Conference, 2009 . IEEE, p. 1-6

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Dynamic operational risk: Modeling dependence and combining different sources of information

Peters, G., Shevchenko, P. & Wüthrich, M. V., 1 Jun 2009, In : Journal of Operational Risk. 4, 2, p. 69-104

Research output: Contribution to journalArticle

Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models

Peters, G. W., Shevchenko, P. V. & Wüthrich, M. V., May 2009, In : ASTIN Bulletin: The Journal of the IAA. 39, p. 1-33 33 p.

Research output: Contribution to journalArticle

34 Citations (Scopus)
2010

A Note on Target Distribution Ambiguity for Likelihood-Free Samplers (ABC)

Sisson, S., Peters, G., Briers, M. & Fan, Y., 28 May 2010, arXiv.

Research output: Working paper

Bayesian Symbol Detection in Wireless Relay Networks via Likelihood-Free Inference

Peters, G. W., Nevat, I., Sisson, S. A., Fan, Y. & Yuan, J., 1 Oct 2010, In : IEEE Transactions on Signal Processing. 58, 10, p. 5206-5218

Research output: Contribution to journalArticle

6 Citations (Scopus)

Chain ladder method: Bayesian bootstrap versus classical bootstrap

Peters, G. W., Wüthrich, M. V. & Shevchenko, P. V., 1 Aug 2010, In : Insurance: Mathematics and Economics. 47, 1, p. 36-51

Research output: Contribution to journalArticle

20 Citations (Scopus)

Detection of Gaussian constellations in MIMO systems under imperfect CSI

Nevat, I., Peters, G. & Yuan, J., Apr 2010, In : IEEE Transactions on Communications. 58, 4, p. 1151-1160

Research output: Contribution to journalArticle

5 Citations (Scopus)

Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models

Peters, G. W., Kannan, B., Lasscock, B. & Mellen, C., 2010, In : Bayesian Analysis. 5, 3, p. 465-491 27 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)
2011
14 Citations (Scopus)

Bayesian Cointegrated Vector Autoregression Models Incorporating alpha-stable Noise for Inter-day Price Movements Via Approximate Bayesian Computation

Peters, G. W., Kannan, B., Lasscock, B., Mellen, C. & Godsill, S., 1 Dec 2011, In : Bayesian Analysis. 6, 4, p. 755-792

Research output: Contribution to journalArticle

7 Citations (Scopus)

Channel Tracking in Relay Systems via Particle MCMC

Nevat, I., Peters, G. W. & Yuan, J., 6 Sep 2011, 2011 IEEE Vehicular Technology Conference (VTC Fall). IEEE, p. 1-5 (IEEE Vehicular Technology Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Citations (Scopus)

Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?

Peters, G. W., Byrnes, A. D. & Shevchenko, P. V., 1 Mar 2011, In : Insurance: Mathematics and Economics. 48, 2, p. 287-303

Research output: Contribution to journalArticle

14 Citations (Scopus)

Spectrum sensing in cooperative cognitive networks with partial CSI

Nevat, I., Han, C., Peters, G. W. & Yuan, J., 29 Jul 2011, 2011 IEEE Statistical Signal Processing Workshop (SSP). IEEE, p. 373-376 4 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)
2012

An information theoretic Location Verification System for wireless networks

Yan, S., Malaney, R., Nevat, I. & Peters, G. W., Dec 2012, 2012 IEEE Global Communications Conference (GLOBECOM). IEEE, p. 5415-5420

Research output: Chapter in Book/Report/Conference proceedingConference contribution

12 Citations (Scopus)

Blind spectrum sensing in cognitive radio over fading channels and frequency offsets

Nevat, I., Peters, G. W. & Yuan, J., Apr 2012, 2012 IEEE Wireless Communications and Networking Conference (WCNC) . IEEE, p. 1039-1043

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Estimating density dependence and latent population trajectories with unknown observation error: Estimating unknown observation error

Hosack, G. R., Peters, G. W. & Hayes, K. R., 1 Dec 2012, In : Methods in Ecology and Evolution. 3, 6, p. 1028-1038

Research output: Contribution to journalArticle

8 Citations (Scopus)

Likelihood-free Bayesian inference for α-stable models

Peters, G. W., Sisson, S. A. & Fan, Y., Nov 2012, In : Computational Statistics and Data Analysis. 56, 11, p. 3743-3756

Research output: Contribution to journalArticle

25 Citations (Scopus)

Location-aware cooperative spectrum sensing via Gaussian Processes

Nevat, I., Peters, G. W. & Collings, I. B., 9 Mar 2012, 2012 Australian Communications Theory Workshop (AusCTW). IEEE, p. 19-24 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

18 Citations (Scopus)

Modeling Extreme Risks in Ecology

Burgman, M., Franklin, J., Hayes, K. R., Hosack, G. R., Peters, G. W. & Sisson, S. A., Nov 2012, In : Risk Analysis. 32, 11, p. 1956-1966 11 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)

On sequential Monte Carlo, partial rejection control and approximate Bayesian computation

Peters, G. W., Fan, Y. & Sisson, S. A., Nov 2012, In : Statistics and Computing. 22, 6, p. 1209-1222 14 p.

Research output: Contribution to journalArticle

21 Citations (Scopus)

Rank estimation in cointegrated vector auto-regression models via automated Trans-dimensional Markov chain Monte Carlo

Peters, G. W., Lasscock, B. & Balakrishnan, K., 23 Jan 2012, 2011 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP). IEEE, p. 41-44 4 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Receiver study for cooperative communications in convolved additive α-stable interference plus Gaussian thermal noise

Gu, W., Peters, G., Clavier, L., Septier, F. & Nevat, I., 25 Oct 2012, 2012 International Symposium on Wireless Communication Systems (ISWCS). IEEE, p. 451-455 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Citations (Scopus)

System Identification in Wireless Relay Networks Via a Gaussian Process

Peters, G. W., Nevat, I., Yuan, J. & Collings, I. B., Nov 2012, In : IEEE Transactions on Vehicular Technology. 61, 9, p. 3969-3983

Research output: Contribution to journalArticle

2 Citations (Scopus)

System identification in wireless relay networks via Gaussian process Iterated Conditioning on the Modes estimation

Nevat, I., Peters, G. W., Yuan, J. & Collings, I. B., Apr 2012, 2012 IEEE Wireless Communications and Networking Conference (WCNC). IEEE, p. 369-374 (IEEE Wireless Communications and Networking Conference.).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)
2013

Adaptive Markov chain Monte Carlo forward projection for statistical analysis in epidemic modelling of human papillomavirus

Korostil, I. A., Peters, G. W., Cornebise, J. & Regan, D. G., 20 May 2013, In : Statistics in Medicine. 32, 11, p. 1917-1953

Research output: Contribution to journalArticle

10 Citations (Scopus)

An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance

Del Moral, P., Peters, G. W. & Vergé, C., 8 Nov 2013, Monte Carlo and Quasi-Monte Carlo Methods 2012. : Springer Proceedings in Mathematics & Statistics. Springer, Vol. 65. p. 39-81 Chapter 3. (Monte Carlo and Quasi-Monte Carlo Methods 2012; vol. 65).

Research output: Chapter in Book/Report/Conference proceedingChapter

2 Citations (Scopus)

Bayesian filtering with intractable likelihood using sequential MCMC

Septier, F., Peters, G. W. & Nevat, I., 21 Oct 2013, 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing. IEEE, p. 6313-6317 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Calibration and Filtering for Multi Factor Commodity Models with Seasonality: Incorporating Panel Data from Futures Contracts

Peters, G. W., Briers, M., Shevchenko, P. & Doucet, A., 1 Dec 2013, In : Methodology and Computing in Applied Probability. 15, 4, p. 841-874

Research output: Contribution to journalArticle

7 Citations (Scopus)

Estimation of correlated and quantized spatial random fields in wireless sensor networks

Nevat, I., Peters, G. W. & Collings, I. B., Jun 2013, 2013 IEEE International Conference on Communications (ICC). IEEE, p. 1931-1935

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Feynman-Kac Particle Integration with Geometric Interacting Jumps

Del Moral, P., Jacob, P. E., Lee, A., Murray, L. & Peters, G. W., 3 Sep 2013, In : Stochastic Analysis and Applications. 31, 5, p. 830-871

Research output: Contribution to journalArticle

5 Citations (Scopus)

Herd immunity effect of the HPV vaccination program in Australia under different assumptions regarding natural immunity against re-infection

Korostil, I. A., Peters, G. W., Law, M. G. & Regan, D. G., 8 Apr 2013, In : Vaccine. 31, 15, p. 1931-1936 6 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

HPV Modelling Goes Bayesian: Inference via Advanced Markov Chain Monte Carlo Methods

Peters, G. W., Korotsil, I. & Regan, D., 2013, Handbook on Human Papillomavirus: Prevalence, Detection and Management. Nova Science Publishers, p. 453-526 74 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Localization in mobile wireless sensor networks via sequential global optimization

Nevat, I., Peters, G. W. & Collings, I. B., 11 Dec 2013, 2013 IEEE 24th Annual International Symposium on Personal, Indoor, and Mobile Radio Communications (PIMRC). IEEE, p. 281-285 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

54 Citations (Scopus)

Modeling head-related transfer functions via spatial-temporal Gaussian process

Komatsu, T., Nishino, T., Peters, G. W., Matsui, T. & Takeda, K., 21 Oct 2013, 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing. IEEE, p. 301-305 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Modeling room impulse response via composites of spatial-temporal Gaussian processes

Komatsu, T., Peters, G., Matsui, T., Nevat, I. & Takeda, K., 2 Jun 2013, In : Proceedings of Meetings on Acoustics. 19, 1, 040098.

Research output: Contribution to journalConference article

Monte Carlo and Quasi-Monte Carlo Methods 2012

Dick, J. (ed.), Kuo, F. Y. (ed.), Peters, G. W. (ed.) & Sloan, I. (ed.), 2013, 1 ed. Springer. 686 p. (Springer Proceedings in Mathematics & Statistics; vol. 65)

Research output: Book/ReportBook

2 Citations (Scopus)

Opportunistic network coding for two-way relay fading channels

Ding, N., Nevat, I., Peters, G. W. & Yuan, J., 7 Nov 2013, 2013 IEEE International Conference on Communications (ICC). IEEE, p. 5980-5985 6 p. (International Conference on Communications (ICC)).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Citations (Scopus)