Conference Papers

    [Click here for the PDF version of all the publications]

LAST UPDATED: 28/08/2012.

  1. [StatC-A-#] - statistics Accepted Peer Reviewed Conference papers
  2. [RiskC-A-#] - Risk, Insurance and Financial Mathematics Accepted Peer Reviewed Conference papers[EngC-A-#] - Signal Process Engineering Accepted Peer Reviewed Conference papers
  3.  

Preprint

  • [EngC-P-2 ] T.L.T. Nguyen, F. Septier,  Peters G.W. , Delignon Y. "Bayesian Algorithm for Model Selection and Parameter Estimation in Penalized Regression Model." [arXiv: ].
  • [EngC-P-1 ] Nevat I., Peters G.W. , Collings I.B.  "Localization in Mobile Wireless Sensor Networks via Sequential Global Optimization."  [arXiv: 1204.4585].
  •  

Statistical Methodology - MCMC, TDMCMC, SMC, Particle Filtering

     (Total = 2)
  • [StatC-A-2] Korostil I., Peters G.W. , Philip D., Law M. and Regan D. (2011) "Evaluation of the impact of vaccination using an efficient forward-simulation calibration methodology". EPIDEMICS - 3rd International Conference on Infectious Disease Dynamics.
  • [StatC-A-1 ]  Peters G.W.Adaptive Sequential Monte Carlo and Approximate Bayesian Compution for Alpha Stable models. (pdf) Gareth Peters, Scott Sisson and Yanan Fan. - MCMSki, Bormio Italy, 2008.

Statistical Finance and Risk Modelling

     (Total = 7)
  • [RiskC-A-8 ] Ames M., Bagnarosa G. and Peters G.W. , "Studing the Impact of Multivariate Extremes in the Analysis of Currence Carry Trades." IMA Conferences on Mathematical Finance (http://www.ima.org.uk/conferences/conferences_calendar/mathematics_in_finance.cfm [arXiv: ].
  • [RiskC-A-7] Panayi E., Peters G.W., Dannielson J. and Zigrand J.P. (2013) " ". HFT2013, UCL .
  • [RiskC-A-6] Dong A.,  Peters G.W. and Wuthrich M. (2011) "Adaptive MCMC for Non-Life Insurance Reserving via Paid Incurred Claims Models". CFE2011, London School of Economics.
  • [RiskC-A-5] Veerhuis P.,  Peters G.W. and Gerlach R. (2011) "A Timely Analysis of Unconventional Monetary Policy via Dynamic Nelson Seigel Models". CFE2011, London School of Economics.
  • [RiskC-A-4] Lasscock B., Peters G.W. and Balikrishnan K. (2011) ``Rank Estimation in Cointegrated Vector Auto-Regression Models via Automated Trans-Dimensional Markov chain Monte Carlo". CAMSAP-Special Session, [arXiv:0912.4729].
  • [RiskC-A-3]Peters G.W., Shevchenko P. and Wuethrich (2009) ``Dynamic Operational Risk: modelling dependence and combining different sources of information". 15th International Conference on Computing in Economics and Finance.
  • [RiskC-A-2]Peters G.W., Kannan B., Lasscock B. and Mellen C. (2009) ``Rank Estimation and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR Models". 15th International Conference on Computing in Economics and Finance.
  • [RiskC-A-1]  Peters G.W., Shevchenko P. and Wuethrich M. (2008) ``Model Risk in Claims Reserving within Tweedie's Compound Poisson Models". Astin Colloquium, UK.

Signal Processing and Communications Engineering

     (Total = 17)
  • [EngC-A-17 ] Komatsu T., Nishino T., Peters G.W., Matsui T., Takeda K. (2013) "Modelling Head-Related Transfer Functions via Spatial -Temporal Gaussian Processes." IEEE ICASSP 2013.
  • [EngC-A-16 ] Septier F., Peters G.W., Nevat I. (2013) "Bayesian Filtering with Intractable Likelihoods using Sequetial MCMC." IEEE ICASSP 2013.
  • [EngC-A-15 ] Komatsu T., Peters G.W., Matsui T., Takeda K., Nevat I. (2013) " Modeling room impulse response via composites of spatial-temporal Gaussian processes." IEEE ICA 2013, [arXiv: ].
  • [EngC-A-14 ] Nevat I., Peters G.W., Collings I.B. (2013) "Estimation of Correlated and Quantized Spatial Random Fields in Wireless Sensor Networks."IEEE International Conference on Communications ICC, Budapest, Hungary. [arXiv: ].
  • [EngC-A-13 ] Ni, Nevat I., Peters G.W. , Yuan J. (2013) "Opportunistic Network Coding for Two-way Relay Fading Channels." IEEE International Conference on Communications ICC, Budapest, Hungary. [arXiv: ].
  • [EngC-A-12] Shihao Yan, Malaney Robert, Nevat I., Peters G.W. (2012) "An Information Theoretic Location Verification System for Wireless Networks." Globecom, [arXiv: 1204.4585].
  • [EngC-A-11] Gu W.,  Peters G.W, Clavier L., Septier F., Nevat I. (2012) ?Receiver study for Cooperative Communications in convolved additive Alpha-Stable Interference plus Gaussian Thermal Noise?. International Symposium on Wireless Communication Systems, France, [arXiv:].
  • [EngC-A-10] Nevat I.,  Peters G.W., Yuan J and Collings I. (2011) ?System Identification
    in Wireless Relay Networks via Gaussian Process Iterated Conditioning on the
    Modes Estimation?. WCNC, [arXiv:].
  • [EngC-A-9] Nevat I.,  Peters G.W. and Yuan J. (2011) ?Blind Spectrum Sensing in Cognitive
    Radio over Fading Channels and Frequency Offsets?. WCNC, [arXiv:].
  • [EngC-A-8] Nevat I., Peters G.W., Doucet A. and Yuan J. (2011)  ``Channel Tracking in Relay Systems via Particle MCMC". VCT, Sanfrancisco.
  • [EngC-A-7] Nevat I., Han C., Peters G.W. and Yuan J. (2011) ``Spectrum Sensing in Cooperative Cognitive Networks with Partial CSI". ICASSP, Nice, France.
  • [EngC-A-6] Nevat I., Peters G.W. and Yuan J. (2009) ``Coherent Detection or Cooperative Networks with Arbitrary Relay Functions using "Likelihood Free" Inference". Proc. NEWCOM-ACorn Workshop, Barcelona, Spain.
  • [EngC-A-5] Nevat I., Peters G.W. and Yuan J. (2009) ``Coherent Detection or Cooperative Networks with Arbitrary Relay Functions using 'Likelihood Free' Inference". Proceedings of NEWCOM-ACorn Workshop, Barcelona, Spain.
  • [EngC-A-4] Nevat I., Peters G.W. and Yuan J. (2009) ``Channel Estimation in OFDM Systems with Unknown Power Delay Profile using Trans-dimensional MCMC via Stochastic Approximation". in Proc. IEEE Vehicular Technology Conference, VTC09, Barcelona, Spain.
  • [EngC-A-3] Nevat I., Peters G.W. and Yuan J. (2008) "Bayesian Inference in Linear Models With a Random Gaussian Matrix : Algorithms and Complexity". PIMRC, France.
  • [EngC-A-2] Nevat I., Peters G.W. and Yuan J. (2008) ``Maximum A-Posteriori Estimation in Linear Models With a Random Gaussian Model Matrix: a Bayesian-EM Approach". ICASSP, Las Vegas, USA.
  • [EngC-A-1] Nevat I., Peters G.W. and Yuan J. (2008) ``OFDM Channel Impulse Response Estimation with Unknown Length using Bayesian Model Order Selection and Model Averaging". VTC, Singapore.