20022020

Research output per year

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Research Output

2010

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)
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)
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)
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)
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

2005

Sequential Monte Carlo Samplers

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

Research output: ThesisMaster's Thesis

Open Access
File
33 Downloads (Pure)
2002