20022020

Research output per year

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Research Output

Multivariate Long Memory Cohort Mortality Models

Yan, H., Peters, G. & Chan, J., 23 Apr 2018, SSRN, 25 p.

Research output: Working paper

Multivariate Long-Memory Cohort Mortality Models

Yan, H., Peters, G. W. & Chan, J. S. K., 23 Dec 2019, In : ASTIN Bulletin.

Research output: Contribution to journalArticle

Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies

Peters, G., Karimalis, E. & Kosmidis, I., 10 Apr 2017, Bank of England: Bank of England.

Research output: Working paper

Open Access

NEPS: “Narrowband Efficient Positioning System” for delivering resource efficient GNSS receivers

Nevat, I., Eger, O., Peters, G. & Septier, F., 9 Jun 2014, 2014 IEEE Ninth International Conference on Intelligent Sensors, Sensor Networks and Information Processing (ISSNIP). IEEE

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)

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)

Opening discussion on banking sector risk exposures and vulnerabilities from Virtual currencies: An Operational Risk perspective

Peters, G. W., Chapelle, A. & Panayi, E., 1 Nov 2016, In : Journal of Banking Regulation. 17, 4, p. 239-272 34 p.

Research output: Contribution to journalArticle

9 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)

Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times

Targino, R. S., Peters, G. W., Sofronov, G. & Shevchenko, P. V., Jun 2017, In : Methodology and Computing in Applied Probability. 19, 2, p. 487-518 32 p.

Research output: Contribution to journalArticle

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

Optimal Information-Theoretic Wireless Location Verification

Yan, S., Malaney, R., Nevat, I. & Peters, G. W., Sep 2014, In : IEEE Transactions on Vehicular Technology. 63, 7, p. 3410-3422 13 p.

Research output: Contribution to journalArticle

34 Citations (Scopus)

Optimal Privacy-Preserving Probabilistic Routing for Wireless Networks

Koh, J. Y., Leong, D., Peters, G. W., Nevat, I. & Wong, W-C., 1 Sep 2017, In : IEEE Transactions on Information Forensics and Security. 12, 9, p. 2105-2114

Research output: Contribution to journalArticle

9 Citations (Scopus)

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Dean, T. A., Singh, S. S., Jasra, A. & Peters, G. W., Dec 2014, In : Scandinavian Journal of Statistics. 41, 4, p. 970-987 18 p.

Research output: Contribution to journalArticle

24 Citations (Scopus)

Parameter Estimation in Sensor Networks Under Probabilistic Censoring

Nevat, I., Zhang, P., Frenkel, G. & Peters, G. W., 1 Aug 2017, In : IEEE Transactions on Signal Processing. 65, 15, p. 4047-4058 12 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Participatory Sensing Data Tweets for Micro-Urban Real-Time Resiliency Monitoring and Risk Management

Murakami, D., Peters, G. W., Yamagata, Y. & Matsui, T., 12 Jan 2016, In : IEEE Access. 4, p. 347-372 26 p.

Research output: Contribution to journalArticle

15 Citations (Scopus)

Pass go and collect $200: The profitable union of facilities and small-cells

Egan, M., Peters, G. W., Nevat, I. & Collings, I. B., 10 Sep 2015, 2015 IEEE International Conference on Communications (ICC). IEEE, p. 3423-3428 6 p. (International Conference on Communications (ICC)).

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

1 Citation (Scopus)

Privacy-aware incentive mechanism for mobile crowd sensing

Koh, J. Y., Peters, G. W., Leong, D., Nevat, I. & Wong, W-C., 22 May 2017, 2017 IEEE International Conference on Communications (ICC). p. 1-6 (IEEE International Conference on Communications (ICC)).

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

5 Citations (Scopus)
Open Access
File

Probabilistic routing in wireless networks with privacy guarantees

Koh, J. Y., Peters, G. W., Nevat, I. & Leong, D., 1 Feb 2020, In : Computer Communications. 151, p. 228-237 10 p.

Research output: Contribution to journalArticle

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)

Quantifying the uncertain effects of climate change on building energy consumption across the United States

Fonseca, J. A., Nevat, I. & Peters, G. W., 14 Aug 2020, In : Applied Energy. 277, 115556.

Research output: Contribution to journalArticle

Open Access
File
1 Downloads (Pure)

Random Field Reconstruction With Quantization in Wireless Sensor Networks

Nevat, I., Peters, G. W. & Collings, I. B., 1 Dec 2013, In : IEEE Transactions on Signal Processing. 61, 23, p. 6020-6033

Research output: Contribution to journalArticle

33 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)

Riemannian tangent space mapping and elastic net regularization for cost-effective EEG markers of brain atrophy in Alzheimer's disease

Fruehwirt, W., Gerstgrasser, M., Zhang, P., Weydemann, L., Waser, M., Schmidt, R., Benke, T., Dal-Bianco, P., Ransmayr, G., Grossegger, D., Garn, H., Peters, G. W., Roberts, S. & Dorffner, G., 8 Dec 2017.

Research output: Contribution to conferencePaper

Open Access

Risk Margin Quantile Function via Parametric and Non-Parametric Bayesian Approaches

Dong, A. X. D., Chan, J. S. K. & Peters, G. W., 1 Sep 2015, In : ASTIN Bulletin: The Journal of the IAA. 45, 3, p. 503-550

Research output: Contribution to journalArticle

6 Citations (Scopus)

Sensor Selection and Random Field Reconstruction for Robust and Cost-effective Heterogeneous Weather Sensor Networks for the Developing World

Zhang, P., Nevat, I., Peters, G. W., Fruehwirt, W., Huang, Y., Anders, I. & Osborne, M., 12 Nov 2017.

Research output: Contribution to conferencePaper

Sequential Monte Carlo-ABC Methods for Estimation of Stochastic Simulation Models of the Limit Order Book

Peters, G., Panayi, E. & Septier, F., 7 Dec 2018, Handbook of Approximate Bayesian Computation. Sisson, S. A., Fan, Y. & Beaumont, M. (eds.). Chapman & Hall, (Handbooks of Modern Statistical Methods).

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

Sequential Monte Carlo Samplers

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

Research output: ThesisMaster's Thesis

Open Access
File
36 Downloads (Pure)

Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models

Targino, R. S., Peters, G. W. & Shevchenko, P. V., Mar 2015, In : Insurance: Mathematics and Economics. 61, p. 206-226 21 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

Severe uncertainty and info-gap decision theory

Hayes, K. R., Barry, S. C., Hosack, G. R. & Peters, G. W., Jul 2013, In : Methods in Ecology and Evolution. 4, 7, p. 601-611 11 p.

Research output: Contribution to journalArticle

20 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)

Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?

Peters, G. W., Shevchenko, P. V., Hassani, B. & Chapelle, A., Sep 2016, In : Journal of Operational Risk. 11, 3, p. 1-49 49 p.

Research output: Contribution to journalArticle

Open Access
File
17 Citations (Scopus)
38 Downloads (Pure)

Signal strength based wireless Location Verification under spatially correlated shadowing

Yan, S., Malaney, R., Nevat, I. & Peters, G. W., 28 Aug 2014, 2014 IEEE International Conference on Communications (ICC). IEEE, p. 2617-2623 7 p. (International Conference on Communications (ICC)).

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

6 Citations (Scopus)

Skew-t copula for dependence modelling of impulsive (α-stable) interference

Yan, X., Clavier, L., Peters, G. W., Azzaoui, N., Septier, F. & Nevat, I., 10 Sep 2015, 2015 IEEE International Conference on Communications (ICC). IEEE, p. 4816-4821 6 p.

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

4 Citations (Scopus)

Some recent developments in Markov Chain Monte Carlo for cointegrated time series

Marowka, M., Peters, G. W., Kantas, N. & Bagnarosa, G., 8 Nov 2017, In : ESAIM: Proceedings and Surveys. 59, p. 76-103 28 p.

Research output: Contribution to journalArticle

Open Access
File
43 Downloads (Pure)

Spatial Field Reconstruction and Sensor Selection in Heterogeneous Sensor Networks With Stochastic Energy Harvesting

Zhang, P., Nevat, I., Peters, G., Septier, F. & Osborne, M. A., 1 May 2018, In : IEEE Transactions on Signal Processing. 66, 9, p. 2245-2257

Research output: Contribution to journalArticle

Open Access
File
14 Citations (Scopus)
93 Downloads (Pure)

Spatial Field Reconstruction of Non-Gaussian Random Fields: The Tukey G-and-H Random Process

Nagarajan, S. G., Peters, G. & Nevat, I., 27 Apr 2018, SSRN, 37 p.

Research output: Working paper

Spectral Measures of Alpha-Stable Distributions: An Overview and Natural Applications in Wireless Communications

Peters, G., Azzaoui, N., Clavier, L. & Guillin, A., 20 Dec 2015, Theoretical Aspects of Spatial-Temporal Modeling. Springer, p. 69-94 (JSS Research Series in Statistics).

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

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)

Standardized Measurement Approach for Operational Risk: Pros and Cons

Peters, G., Shevchenko, P. V., Hassani, B. & Chapelle, A., 4 Jun 2016, SSRN, 18 p.

Research output: Working paper

State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing

Man Chung Fung, S., Peters, G. & Shevchenko, P. V., 31 Jul 2015.

Research output: Contribution to conferencePaper

3 Citations (Scopus)

Statistical Machine Learning Analysis of Cyber Risk Data: Event Case Studies

Peters, G., Shevchenko, P. V., Cohen, R. D. & Maurice, D., 19 Feb 2018, Fintech: Growth and Deregulation. Maurice, D., Freund, J. & Fairman, D. (eds.). Risk Books

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

Statistical modelling for precision agriculture: A case study in optimal environmental schedules for Agaricus Bisporus production via variable domain functional regression

Panayi, E., Peters, G. W., Kyriakides, G. & Gao, Z-K. (ed.), 29 Sep 2017, In : PLoS ONE. 12, 9, p. e0181921

Research output: Contribution to journalArticle

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

Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principal Components

Toczydlowska, D., Peters, G. W., Fung, M. C. & Shevchenko, P. V., Sep 2017, In : Risks. 5, 3, 42.

Research output: Contribution to journalArticle

Open Access
File
29 Downloads (Pure)