20022020

Research output per year

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Research Output

Article

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)

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)

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)
14 Downloads (Pure)
14 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 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 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 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 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 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)

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

15 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)

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)

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)

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

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)

Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments

Peters, G., Chen, W. & Gerlach, R., 20 May 2016, In : Risks. 4, 2, p. 14

Research output: Contribution to journalArticle

Estimation of Spatially Correlated Random Fields in Heterogeneous Wireless Sensor Networks

Nevat, I., Peters, G. W., Septier, F. & Matsui, T., 15 May 2015, In : IEEE Transactions on Signal Processing. 63, 10, p. 2597-2609

Research output: Contribution to journalArticle

22 Citations (Scopus)

Event Detection in Sensor Networks with Non-Linear Amplifiers via Mixture Series Expansion

Zhang, P., Nevat, I., Peters, G. W. & Clavier, L., 15 Sep 2016, In : IEEE Sensors Journal. 16, 18, p. 6939-6946 8 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

Event Detection in Wireless Sensor Networks in Random Spatial Sensors Deployments

Zhang, P., Nevat, I., Peters, G. W., Xiao, G. & Tan, H-P., 15 Nov 2015, In : IEEE Transactions on Signal Processing. 63, 22, p. 6122-6135

Research output: Contribution to journalArticle

15 Citations (Scopus)

Explicit solutions to correlation matrix completion problems, with an application to risk management and insurance

Georgescu, D. I., Higham, N. J. & Peters, G. W., 14 Mar 2018, In : Royal Society Open Science. 5, 3, 172348.

Research output: Contribution to journalArticle

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

Factor-augmented Bayesian cointegration models: a case-study on the soybean crush spread

Marowka, M., Peters, G. W., Kantas, N. & Bagnarosa, G., Apr 2020, In : Journal of the Royal Statistical Society. Series C: Applied Statistics. 69, 2, p. 483-500 18 p.

Research output: Contribution to journalArticle

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)

Financial Big Data Solutions for State Space Panel Regression in Interest Rates Dynamics

Toczydlowska, D. & Peters, G. W., 18 Jul 2018, In : Econometrics. 6, 3, 34.

Research output: Contribution to journalArticle

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

Full Bayesian analysis of claims reserving uncertainty

Peters, G. W., Targino, R. S. & Wüthrich, M. V., 1 Mar 2017, In : Insurance: Mathematics and Economics. 73, p. 41-53 13 p.

Research output: Contribution to journalArticle

General Quantile Time Series Regressions for Applications in Population Demographics

Peters, G., 2018, In : Risks. 6, 3, 97.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
13 Downloads (Pure)
Open Access
File
16 Downloads (Pure)

Heavy-tailed features and dependence in limit order book volume profiles in futures markets

Richards, K-A., Peters, G. W. & Dunsmuir, W., 1 Sep 2015, In : International Journal of Financial Engineering. 2, 3, p. 1550033

Research output: Contribution to journalArticle

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)

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)

Interspecific relationships and environmentally driven catchabilities estimated from fisheries data

Hosack, G. R., Peters, G. W. & Ludsin, S. A., Mar 2014, In : Canadian Journal of Fisheries and Aquatic Sciences. 71, 3, p. 447-463 17 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Joint Channel and Doppler Offset Estimation in Dynamic Cooperative Relay Networks

Nevat, I., Peters, G. W., Doucet, A. & Yuan, J., Dec 2014, In : IEEE Transactions on Wireless Communications. 13, 12, p. 6570-6579

Research output: Contribution to journalArticle

5 Citations (Scopus)
25 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)
3 Citations (Scopus)

Location of Things: Geospatial Tagging for IoT Using Time-of-Arrival

Nevat, I., Peters, G. W., Avnit, K., Septier, F. & Clavier, L., Jun 2016, In : IEEE Transactions on Signal and Information Processing over Networks. 2, 2, p. 174-185 12 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)

Location Verification Systems Based on Received Signal Strength With Unknown Transmit Power

Yan, S., Peters, G. W., Nevat, I. & Malaney, R., Mar 2018, In : IEEE Communications Letters. 22, 3, p. 650-653

Research output: Contribution to journalArticle

6 Citations (Scopus)

Location Verification Systems for VANETs in Rician Fading Channels

Yan, S., Malaney, R., Nevat, I. & Peters, G. W., Jul 2016, In : IEEE Transactions on Vehicular Technology. 65, 7, p. 5652-5664 13 p.

Research output: Contribution to journalArticle

17 Citations (Scopus)

Location Verification Systems Under Spatially Correlated Shadowing

Yan, S., Nevat, I., Peters, G. W. & Malaney, R., Jun 2016, In : IEEE Transactions on Wireless Communications. 15, 6, p. 4132-4144 13 p.

Research output: Contribution to journalArticle

17 Citations (Scopus)