20022020

Research output per year

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Research Output

A Bayesian Perspective on Multiple Source Localization in Wireless Sensor Networks

Nguyen, T. L. T., Septier, F., Rajaona, H., Peters, G. W., Nevat, I. & Delignon, Y., 1 Apr 2016, In : IEEE Transactions on Signal Processing. 64, 7, p. 1684-1699

Research output: Contribution to journalArticle

15 Citations (Scopus)

Achievable rates for additive isotropic α-stable noise channels

Egan, M., De Freitas, M., Clavier, L., Goupil, A., Peters, G. W. & Azzaoui, N., 11 Aug 2016, 2016 IEEE International Symposium on Information Theory (ISIT). IEEE, p. 1874-1878 5 p. (IEEE International Symposium on Information Theory).

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

5 Citations (Scopus)

A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving

Peters, G. W., Dong, A. X. D. & Kohn, R., 1 Nov 2014, In : Insurance: Mathematics and Economics. 59, p. 258-278

Research output: Contribution to journalArticle

Open Access
8 Citations (Scopus)

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)
Open Access
File
27 Downloads (Pure)

Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk

Peters, G. & Shevchenko, P. V., 1 May 2015, 1 ed. New York: John Wiley and Sons Inc. 656 p. (Wiley Handbooks in Financial Engineering and Econometrics)

Research output: Book/ReportBook

18 Citations (Scopus)

Advancing Ground Motion Characterization for Post-Event Loss Assessment

Peters, G., Ming, D., Galasso, C. & Huang, C., Jun 2018.

Research output: Contribution to conferencePaper

A feature-ranking framework for IoT device classification

Desai, B. A., Divakaran, D. M., Nevat, I., Peters, G. W. & Gurusamy, M., 8 Nov 2018, (Accepted/In press) 11th International Conference on COMmunication Systems & NETworkS (COMSNETS 2019). IEEE

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

An Advanced Estimation Algorithm for Ground-Motion Models with Spatial Correlation

Deyu, M., Huang, C., Peters, G. W. & Galasso, C., 1 Apr 2019, In : Bulletin of the Seismological Society of America. 109, 2, p. 541-566 26 p.

Research output: Contribution to journalArticle

Open Access
File
6 Citations (Scopus)
15 Downloads (Pure)
14 Citations (Scopus)

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)

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)

A Non-parametric Test and Predictive Model for Signed Path Dependence

Dias, F. S. & Peters, G. W., 22 Oct 2019, In : Computational Economics. p. 1-38 38 p.

Research output: Contribution to journalArticle

Open Access
File
16 Downloads (Pure)

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

An Overview of Recent Advances in Monte-Carlo Methods for Bayesian Filtering in High-Dimensional Spaces

Septier, F. & Peters, G., 25 Dec 2015, Theoretical Aspects of Spatial-Temporal Modeling. Peters, G. & Matsui, T. (eds.). Springer, p. 31-61 ( JSS Research Series in Statistics).

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

A ruin theoretic design approach for wireless cellular network sharing with facilities

Egan, M., Peters, G. W., Nevat, I., Shirvanimoghaddam, M. & Collings, I. B., Jul 2017, In : Transactions on Emerging Telecommunications Technologies. 28, 7, e3141.

Research output: Contribution to journalArticle

2 Citations (Scopus)

A spatiotemporal analysis of participatory sensing data "tweets" and extreme climate events toward real-time urban risk management

Yamagata, Y., Murakami, D., Peters, G. W. & Matsui, T., 2015, Proceedings of CUPUM 2015. Ferreira Jr., J. & Goodspeed, R. (eds.). CUPUM

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

1 Citation (Scopus)

A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting

Fung, M. C., Peters, G. W. & Shevchenko, P. V., 1 Sep 2017, In : Annals of Actuarial Science. 11, 2, p. 343-389

Research output: Contribution to journalArticle

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)

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)

Bayesian Cointegration with Linear State Space Models: a case study on the Soybean Crush Spread

Marowka, M., Peters, G. W., Kantas, N. & Bagnarossa, G., 21 Nov 2019, (Accepted/In press) In : Journal of the Royal Statistical Society Series C: Applied Statistics. 22 p.

Research output: Contribution to journalArticle

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)

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

Bayesian Inference for Dynamic Cointegration Models with Application to Soybean Crush Spread

Marówka, M., Peters, G., Kantas, N. & Bagnarosa, G., 1 May 2017, SSRN.

Research output: Working paper

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)

Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks

Peters, G., Targino, R. & Wüthrich, M., 20 Dec 2017, In : Risks. 5, 4, p. 53

Research output: Contribution to journalArticle

Open Access

Bayesian model selection and parameter estimation in penalized regression model using SMC samplers

Nguyen, T. L. T., Septier, F., Peters, G. W. & Delignon, Y., 8 May 2014, 21st European Signal Processing Conference (EUSIPCO 2013). IEEE, 6811777

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

3 Citations (Scopus)

Bayesian Spatial Field Reconstruction with Unknown Distortions in Sensor Networks

Xiang, Q., Nevat, I. & Peters, G., 2020, In : IEEE Transactions on Signal Processing. 68, p. 4336-4351 16 p.

Research output: Contribution to journalArticle

Open Access
File
1 Downloads (Pure)

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)

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)

Blockchain Architectures for Electronic Exchange Reporting Requirements: EMIR, Dodd Frank, MiFID I/II, MiFIR, REMIT, Reg NMS and T2S.

Peters, G. & Vishnia, G., 2017, Handbook of Blockchain, Digital Finance, and Inclusion: Cryptocurrency, FinTech, InsurTech, Regulation, ChinaTech, Mobile Security, and Distributed Ledger. Elsevier Science, Vol. 2. p. 271-329

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

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)

Capacity Bounds for Additive Symmetric α -Stable Noise Channels

De Freitas, M. L., Egan, M., Clavier, L., Goupil, A., Peters, G. W. & Azzaoui, N., Aug 2017, In : IEEE Transactions on Information Theory. 63, 8, p. 5115-5123 9 p.

Research output: Contribution to journalArticle

16 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)

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)

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)

Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach

Fung, M. C., Peters, G. W. & Shevchenko, P. V., Mar 2019, In : Annals of Actuarial Science. 13, 1, p. 109-144 36 p.

Research output: Contribution to journalArticle

Open Access
File
36 Downloads (Pure)

Communications meets copula modeling: Non-standard dependence features in wireless fading channels

Peters, G. W., Myrvoll, T. A., Matsui, T., Nevat, I. & Septier, F., 4 Dec 2014, 2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP) . IEEE, p. 1224-1228

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

2 Citations (Scopus)

Copula-Based Interference Models for IoT Wireless Networks

Zheng, C., Egan, M., Clavier, L., Peters, G. W. & Gorce, J-M., 15 Jul 2019, 2019 IEEE International Conference on Communications (ICC). IEEE, 8761783. (IEEE International Conference on Communications (ICC)).

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

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

Designating market maker behaviour in limit order book markets

Panayi, E., Peters, G. W., Danielsson, J. & Zigrand, J-P., Jan 2018, In : Econometrics and Statistics. 5, p. 20-44

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
27 Downloads (Pure)

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)

Distributed Detection in Sensor Networks Over Fading Channels With Multiple Antennas at the Fusion Centre

Nevat, I., Peters, G. W. & Collings, I. B., 1 Feb 2014, In : IEEE Transactions on Signal Processing. 62, 3, p. 671-683

Research output: Contribution to journalArticle

42 Citations (Scopus)

Distributed event detection in sensor networks under random spatial deployment

Zhang, P., Peters, G., Nevat, I., Xiao, G. & Tan, H-P., 20 Nov 2014, 2014 IEEE Military Communications Conference. IEEE, p. 623-629 7 p.

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

4 Citations (Scopus)

Distributional upper bound on the interference in spatial wireless multiuser ultrawideband communication systems

Peters, G. W., Nevat, I., Clavier, L. & Septier, F., May 2014, 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) . IEEE, p. 5764-5768

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

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

Dynamic speech emotion recognition with state-space models

Markov, K., Matsui, T., Septier, F. & Peters, G., 28 Dec 2015, 2015 23rd European Signal Processing Conference (EUSIPCO). IEEE, p. 2077-2081 5 p. (European Signal Processing Conference).

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

3 Citations (Scopus)
Open Access
File
1 Downloads (Pure)

Efficient Sequential Monte-Carlo Samplers for Bayesian Inference

Nguyen, T. L. T., Septier, F., Peters, G. W. & Delignon, Y., 1 Mar 2016, In : IEEE Transactions on Signal Processing. 64, 5, p. 1305-1319

Research output: Contribution to journalArticle

5 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)