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 AllSince 2009
Citations511477
h-index1413
i10-index1413
Citations to my articles
Citations to my articles
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Title / AuthorCited by Year
Bayesian inference, Monte Carlo sampling and operational risk
GW Peters, SA Sisson
Journal of Operational Risk 1 (3), 27-50
602006
Model uncertainty in claims reserving within Tweedie's compound Poisson models
GW Peters, PV Shevchenko, MV WŁthrich
Astin Bulletin 39 (01), 1-33
412009
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
GW Peters, Y Fan, SA Sisson
Statistics and Computing 22 (6), 1209-1222
372012
Dynamic operational risk: modeling dependence and combining different sources of information
GW Peters, PV Shevchenko, MV WŁthrich
arXiv preprint arXiv:0904.4074
362009
Likelihood-free Bayesian inference for α-stable models
GW Peters, SA Sisson, Y Fan
Computational Statistics & Data Analysis 56 (11), 3743-3756
282012
Simulation of the annual loss distribution in operational risk via panjer recursions and volterra integral equations for value at risk and expected shortfall estimation
GW Peters, AM Johansen, A Doucet
Journal of Operational Risk 2 (3), 29-58
242007
Topics in sequential Monte Carlo samplers
GW Peters
M. sc, University of Cambridge, Department of Engineering
232005
Parameter estimation for hidden Markov models with intractable likelihoods
TA Dean, SS Singh, A Jasra, GW Peters
Scandinavian Journal of Statistics
212014
Chain ladder method: Bayesian bootstrap versus classical bootstrap
GW Peters, MV WŁthrich, PV Shevchenko
Insurance: Mathematics and Economics 47 (1), 36-51
202010
Automating and evaluating reversible jump MCMC proposal distributions
Y Fan, GW Peters, SA Sisson
Statistics and Computing 19 (4), 409-421
182009
Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC)
GW Peters, GR Hosack, KR Hayes
arXiv preprint arXiv:1005.2238
172010
Analytic loss distributional approach models for operational risk from the α-stable doubly stochastic compound processes and implications for capital allocation
GW Peters, PV Shevchenko, M Young, W Yip
Insurance: Mathematics and Economics 49 (3), 565-579
162011
Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?
GW Peters, AD Byrnes, PV Shevchenko
Insurance: Mathematics and Economics 48 (2), 287-303
142011
Sharp propagation of chaos estimates for Feynman-Kac particle models
P Del Moral, A Doucet, GW Peters
Theory of Probability & Its Applications 51 (3), 459-485
142007
Bayesian symbol detection in wireless relay networks via likelihood-free inference
GW Peters, I Nevat, SA Sisson, Y Fan, J Yuan
Signal Processing, IEEE Transactions on 58 (10), 5206-5218
82010
Likelihood-free samplers
SA Sisson, GW Peters, Y Fan, M Briers
Journal Submission
82008
A note on target distribution ambiguity of likelihood-free samplers
SA Sisson, GW Peters, M Briers, Y Fan
arXiv preprint arXiv:1005.5201
72010
Adaptive Markov chain Monte Carlo forward projection for statistical analysis in epidemic modelling of human papillomavirus
IA Korostil, GW Peters, J Cornebise, DG Regan
Statistics in medicine 32 (11), 1917-1953
52013
Handbook on Operational Risk
M Cruz, G Peters, P Shevchenko
Wiley New York
52013
Location-aware cooperative spectrum sensing via Gaussian processes
I Nevat, GW Peters, IB Collings
Communications Theory Workshop (AusCTW), 2012 Australian, 19-24
52012
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